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931.
In this article, we derive a new formula for extreme Student t quantiles. We use the fact that the Student t distribution arises as the limit of a variance-mixture of normals. For the normal distribution there is already a tail quantile formula derived by Reiss (1989). We generalize his procedure and transfer it to our scenario. Eventually, we compare the quantile estimates of our formula to those from Gafer and Kafadar (1984), who also derived a Student t quantile formula. Using R to generate a benchmark we find that our method is more accurate for very high quantiles. 相似文献
932.
We consider the filtering model of Frey and Schmidt (2012) stated under the real probability measure and develop a method for estimating the parameters in this framework by using time-series data of CDS index spreads and classical maximum-likelihood algorithms. The estimation-approach incorporates the Kushner-Stratonovich SDE for the dynamics of the filtering probabilities. The convenient formula for the survival probability is a prerequisite for our estimation algorithm. We apply the developed maximum-likelihood algorithms on market data for historical CDS index spreads (iTraxx Europe Main Series) in order to estimate the parameters in the nonlinear filtering model for an exchangeable credit portfolio. Several such estimations are performed as well as accompanying statistical and numerical computations. 相似文献
933.
Spatial robust small area estimation 总被引:1,自引:0,他引:1
The accuracy of recent applications in small area statistics in many cases highly depends on the assumed properties of the underlying models and the availability of micro information. In finite population sampling, small sample sizes may increase the sensitivity of the modeling with respect to single units. In these cases, area-specific sample sizes tend to be small such that normal assumptions, even of area means, seem to be violated. Hence, applying robust estimation methods is expected to yield more reliable results. In general, two robust small area methods are applied, the robust EBLUP and the M-quantile method. Additionally, the use of adequate auxiliary information may further increase the accuracy of the estimates. In prediction based approaches where information is needed on universe level, in general, only few variables are available which can be used for modeling. In addition to variables from the dataset, in many cases further information may be available, e.g. geographical information which could indicate spatial dependencies between neighboring areas. This spatial information can be included in the modeling using spatially correlated area effects. Within the paper the classical robust EBLUP is extended to cover spatial area effects via a simultaneous autoregressive model. The performance of the different estimators are compared in a model-based simulation study. 相似文献
934.
Muhammad Mohsin Hannes Kazianka Jürgen Pilz Albrecht Gebhardt 《Statistical Methods and Applications》2014,23(1):123-148
This paper introduces a new bivariate exponential distribution, called the Bivariate Affine-Linear Exponential distribution, to model moderately negative dependent data. The construction and characteristics of the proposed bivariate distribution are presented along with estimation procedures for the model parameters based on maximum likelihood and objective Bayesian analysis. We derive Jeffreys prior and discuss its frequentist properties based on a simulation study and MCMC sampling techniques. A real data set of mercury concentration in largemouth bass from Florida lakes is used to illustrate the methodology. 相似文献
935.
本研究利用第三期中国妇女社会地位调查数据,从配额制的有效性问题出发,探讨组织领导团队中的女性比例与性别歧视现象之间的关系,对临界规模理论的假设,即团队里某一社会特征的人数达到一定比例将给该社会类别的境遇带来具有显著意义的改变进行了检验。研究发现,组织领导团队中的女性比例达到30%能够有效减少性别歧视现象,这种作用在政治、经济和研究领域以及体制内外组织中均存在,但有程度上的差异。此发现不仅从实证角度检验了临界规模理论,而且为在政策设计中增加领导团队中的女性比例提供了支持。 相似文献
936.
Gülin Tabakan 《Statistics》2013,47(2):329-347
In this paper, we consider a commonly used partially linear model. We proposed a restricted difference-based ridge estimator for the vector of parameters β in a partially linear model with one smoothing term when additional linear restrictions on the parameter vector are assumed to hold. The ideas in the paper are illustrated in a real data set and in a Monte Carlo simulation study. 相似文献
937.
Gülesen Üstündaĝ Şiray 《统计学通讯:理论与方法》2013,42(22):4742-4756
Omission of some relevant explanatory variables and multicollinearity in regression models are very serious problems in applied works. There are some papers examining the multicollinearity and misspecification which is due to omission of some relevant explanatory variables, concurrently. To remedy the problem of multicollinearity, Kaç?ranlar and Sakall?o?lu (2001) proposed the r-d class estimator that includes the ordinary least squares, principal components regression, and Liu estimators as special cases. The aim of this paper is to examine the performance of the r-d class estimator in misspecificied linear models. 相似文献
938.
We define minimum distance estimators for the parameters of the extreme value distribution Go based on the Cramer-von-Mises distance. These estimators are rather robust and consistent, but asymptotically less efficient than the maximum likelihood estimators which are not robust. A small simulation study for finite sample size show that under Go the finite efficiency of the minimum distance estimators is rather similar to the maximum likelihood ones. 相似文献
939.
Helmut Lütkepohl 《商业与经济统计学杂志》2013,31(3):201-214
Given a multiple time series that is generated by a multivariate ARMA process and assuming the objective is to forecast a weighted sum of the individual variables, then under a mean squared error measure of forecasting precision, it is preferable to forecast the disaggregated multiple time series and aggregate the forecasts, rather than forecast the aggregated series directly, if the involved processes are known. This result fails to hold if the processes used for forecasting are estimated from a given set of time series data. The implications of these results for empirical research are investigated using different sets of economic data. 相似文献
940.
Tests for the cointegrating rank of a vector autoregressive process are considered that allow for possible exogenous shifts in the mean of the data-generation process. The break points are assumed to be known a priori. It is proposed to estimate and remove the deterministic terms such as mean, linear-trend term, and a shift in a first step. Then systems cointegration tests are applied to the adjusted series. The resulting tests are shown to have known limiting null distributions that are free of nuisance parameters and do not depend on the break point. The tests are applied for analyzing the number of cointegrating relations in two German money-demand systems. 相似文献