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991.
Martín Ríos 《Journal of applied statistics》2010,37(3):501-513
The most common phenomena in the evolution process are natural selection and genetic drift. In this article, we propose a probabilistic method to calculate the mean and variance time for random genetic drift equilibrium, measured as number of generations, based on Markov process and a complex probabilistic model. We studied the case of a constant, panmictic population of diploid organisms, which had a demonstrated lack of mutation, selection or migration for a determined autonomic locus, and two possible alleles, H and h. The calculations presented in this article were based on a Markov process. They explain how genetic and genotypic frequencies changed in different generations and how the heterozygote alleles became extinguished after many generations. This calculation could be used in more evolutionary applications. Finally, some simulations are presented to illustrate the theoretical calculations presented using different basal situations. 相似文献
992.
The model that describes the retention in lungs of radioisotope particles is studied in this paper, considering the situation of an accident in facilities that handle radioactive materials. Optimal times to make the bioassays are computed for D‐ and c‐optimality, and efficiencies for the computed designs are provided and compared. Moreover, the test power is checked by means of simulations and replications. After that the inverse of the Fisher information matrix is compared to an estimation of the covariance matrix of the parameters. Finally, a study taking into consideration the randomness of the designs space is performed. Copyright © 2009 John Wiley & Sons, Ltd. 相似文献
993.
Víctor J. García‐Morales Francisco Javier Lloréns‐Montes Antonio J. Verdú‐Jover 《英国管理杂志》2008,19(4):299-319
Today's information and knowledge society requires new leaders who can confront a reality based on knowledge and foster innovation to achieve improvements in organizational performance. However, organizations sometimes fail to achieve sustainable competitive advantage due to their limited understanding of the relationships between these strategic variables. To date, very little research has analysed the direct and indirect relationships between these variables. Our study seeks to fill this research gap by analysing theoretically and empirically how the leader's perceptions of different intermediate strategic variables related to knowledge (knowledge slack, absorptive capacity, tacitness, organizational learning) and innovation influence the relation between transformational leadership and organizational performance. Based on the literature, we develop a theoretical model that shows the interrelations between these variables. We then test the model using data from 408 Spanish organizations, discuss the findings and provide several implications for business practitioners. 相似文献
994.
995.
Paulo M.M. Rodrigues Antonio Rubia João Valle e Azevedo 《Journal of Statistical Computation and Simulation》2013,83(7):1373-1384
Testing the order of integration of economic and financial time series has become a conventional procedure prior to any modelling exercise. In this paper, we investigate and compare the finite sample properties of the frequency-domain tests proposed by Robinson [Efficient tests of nonstationary hypotheses, J. Amer. Statist. Assoc. 89(428) (1994), pp. 1420–1437] and the time-domain procedure proposed by Hassler, Rodrigues, and Rubia [Testing for general fractional integration in the time domain, Econometric Theory 25 (2009), pp. 1793–1828] when applied to seasonal data. The results presented are of empirical relevance as they provide some guidance regarding the finite sample properties of these tests. 相似文献
996.
Here we examine the existence of the projection of a probability measure in a parametric statistical model. Once, in a general framework, the existence of the projection is established, we consider the problem from a statistical point of view, modeling a parametric statistical model as a convenient manifold. 相似文献
997.
A Bayesian model consists of two elements: a sampling model and a prior density. The problem of selecting a prior density is nothing but the problem of selecting a Bayesian model where the sampling model is fixed. A predictive approach is used through a decision problem where the loss function is the squared L 2 distance between the sampling density and the posterior predictive density, because the aim of the method is to choose the prior that provides a posterior predictive density as good as possible. An algorithm is developed for solving the problem; this algorithm is based on Lavine's linearization technique. 相似文献
998.
In Bayesian Inference it is often desirable to have a posterior density reflecting mainly the information from sample data. To achieve this purpose it is important to employ prior densities which add little information to the sample. We have in the literature many such prior densities, for example, Jeffreys (1967), Lindley (1956); (1961), Hartigan (1964), Bernardo (1979), Zellner (1984), Tibshirani (1989), etc. In the present article, we compare the posterior densities of the reliability function by using Jeffreys, the maximal data information (Zellner, 1984), Tibshirani's, and reference priors for the reliability function R(t) in a Weibull distribution. 相似文献
999.
A goodness-of-fit test for the Gumbel distribution is proposed. This test is based on the Kullback–Leibler discrimination information methodology proposed by Song (2002). The critical values of the test were obtained by using Monte Carlo simulation for small sample sizes and different levels of significance. The proposed test is compared with the tests developed by Stephens (1977), Chandra et al. (1981), and the test given by Kinnison (1989) in terms of their power by considering various alternative distributions. Simulation results show that the Kullback–Leibler information test has higher power than some of the studied tests. 相似文献
1000.
The three-parameter log-elliptical distribution class is developed for the general situation in which the hypothesis of independence for the elements in a sample is not assumed. The parameter estimators are theoretically showed to be invariant under all distributions in the class by considering only a change in the constant of the scale parameter estimator. An estimation procedure based on the three-parameter lognormal distribution is proposed for the parameter estimation problem in any three-parameter log-elliptical distribution. Two classical lognormal data sets are analyzed without assuming independence in the sample in order to illustrate the proposed estimation procedure. 相似文献