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本文将消费习惯引入Lucas (1987)模型,采用农村五等份收入户的人均消费数据进行数值模拟,结果发现: 消费增长比消费平稳更重要,且收入等级越高,这种相对重要性就越突出。相对风险规避系数一定时,两类福利成本之比随习惯强度变化的轨迹呈倒U型; 习惯强度一定时,两类福利成本之比随相对风险规避系数的增大而递减。相对于其他等级的收入户,促进消费增长的经济政策为高收入户带来相对较多的福利,而平抑消费波动的经济政策能为低收入户带来较多的福利。因此,政府在促进农村居民消费增长的同时,也应重视消费波动给低收入群体造成的福利成本。 相似文献
104.
Yanwei Zhang 《Statistics and Computing》2013,23(6):743-757
The Tweedie compound Poisson distribution is a subclass of the exponential dispersion family with a power variance function, in which the value of the power index lies in the interval (1,2). It is well known that the Tweedie compound Poisson density function is not analytically tractable, and numerical procedures that allow the density to be accurately and fast evaluated did not appear until fairly recently. Unsurprisingly, there has been little statistical literature devoted to full maximum likelihood inference for Tweedie compound Poisson mixed models. To date, the focus has been on estimation methods in the quasi-likelihood framework. Further, Tweedie compound Poisson mixed models involve an unknown variance function, which has a significant impact on hypothesis tests and predictive uncertainty measures. The estimation of the unknown variance function is thus of independent interest in many applications. However, quasi-likelihood-based methods are not well suited to this task. This paper presents several likelihood-based inferential methods for the Tweedie compound Poisson mixed model that enable estimation of the variance function from the data. These algorithms include the likelihood approximation method, in which both the integral over the random effects and the compound Poisson density function are evaluated numerically; and the latent variable approach, in which maximum likelihood estimation is carried out via the Monte Carlo EM algorithm, without the need for approximating the density function. In addition, we derive the corresponding Markov Chain Monte Carlo algorithm for a Bayesian formulation of the mixed model. We demonstrate the use of the various methods through a numerical example, and conduct an array of simulation studies to evaluate the statistical properties of the proposed estimators. 相似文献
105.
Jin Zhang 《Statistics》2013,47(4):792-799
The Pareto distribution is an important distribution in statistics, which has been widely used in finance, physics, hydrology, geology, astronomy, and so on. Even though the parameter estimation for the Pareto distribution has been well established in the literature, the estimation problem for the truncated Pareto distribution becomes complex. This article investigates the bias and mean-squared error of the maximum-likelihood estimation for the truncated Pareto distribution, and some useful results are obtained. 相似文献
106.
M-estimation is a widely used technique for robust statistical inference. In this paper, we study model selection and model averaging for M-estimation to simultaneously improve the coverage probability of confidence intervals of the parameters of interest and reduce the impact of heavy-tailed errors or outliers in the response. Under general conditions, we develop robust versions of the focused information criterion and a frequentist model average estimator for M-estimation, and we examine their theoretical properties. In addition, we carry out extensive simulation studies as well as two real examples to assess the performance of our new procedure, and find that the proposed method produces satisfactory results. 相似文献
107.
This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method. The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart. The standard multivariate synthetic chart consists of the Hotelling's T 2 chart and the conforming run length chart. The weighted standard deviation method adjusts the variance–covariance matrix of the quality characteristics and approximates the probability density function using several multivariate normal distributions. The proposed chart reduces to the standard multivariate synthetic chart when the underlying distribution is symmetric. In general, the simulation results show that the proposed chart performs better than the existing multivariate charts for skewed populations and the standard T 2 chart, in terms of false alarm rates as well as moderate and large mean shift detection rates based on the various degrees of skewnesses. 相似文献
108.
Brownian motion has been used to derive stopping boundaries for group sequential trials, however, when we observe dependent increment in the data, fractional Brownian motion is an alternative to be considered to model such data. In this article we compared expected sample sizes and stopping times for different stopping boundaries based on the power family alpha spending function under various values of Hurst coefficient. Results showed that the expected sample sizes and stopping times will decrease and power increases when the Hurst coefficient increases. With same Hurst coefficient, the closer the boundaries are to that of O'Brien-Fleming, the higher the expected sample sizes and stopping times are; however, power has a decreasing trend for values start from H = 0.6 (early analysis), 0.7 (equal space), 0.8 (late analysis). We also illustrate study design changes using results from the BHAT study. 相似文献
109.
SubBag is a technique by combining bagging and random subspace methods to generate ensemble classifiers with good generalization capability. In practice, a hyperparameter K of SubBag—the number of randomly selected features to create each base classifier—should be specified beforehand. In this article, we propose to employ the out-of-bag instances to determine the optimal value of K in SubBag. The experiments conducted with some UCI real-world data sets show that the proposed method can make SubBag achieve the optimal performance in nearly all the considered cases. Meanwhile, it occupied less computational sources than cross validation procedure. 相似文献
110.
The authors derive the analytic expressions for the mean and variance of the log-likelihood ratio for testing equality of k (k ≥ 2) normal populations, and suggest a chi-square approximation and a gamma approximation to the exact null distribution. Numerical comparisons show that the two approximations and the original beta approximation of Neyman and Pearson (1931) are all accurate, and the gamma approximation is the most accurate. 相似文献