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881.
Based on the works by Klement and Mesiar (Comment Math Univ Carolinae 47:141–148, 2006) and Nelsen (Stat Pap 48:329–336, 2007)
on maximal asymmetry of copulas, we define and study the concept of tri-symmetry and we propose a simple statistic to test
symmetry of a bivariate copula, given a random sample of an absolutely continuous bivariate random vector. We also make a
power comparison against some other well known nonparametric symmetry tests. 相似文献
882.
883.
Tomáš Hobza Domingo Morales 《Journal of Statistical Computation and Simulation》2013,83(11):2160-2177
Statistical agencies are interested to report precise estimates of linear parameters from small areas. This goal can be achieved by using model-based inference. In this sense, random regression coefficient models provide a flexible way of modelling the relationship between the target and the auxiliary variables. Because of this, empirical best linear unbiased predictor (EBLUP) estimates based on these models are introduced. A closed-formula procedure to estimate the mean-squared error of the EBLUP estimators is also given and empirically studied. Results of several simulation studies are reported as well as an application to the estimation of household normalized net annual incomes in the Spanish Living Conditions Survey. 相似文献
884.
A sequential procedure for a selection of the better of two trinomial populations has been proposed by ?idók (1988). The present paper shows some Monte Carlo results for 4 different strategies of sequential experimentation in this procedure, on this basis compares the strategies, and gives some practical recommendations for choosing the strategy. 相似文献
885.
Let M be a parametric model for an unknown regression function m. In order to check the validity of M, i.e., to test for m ∈ M, it is known that optinal tests should be based on the empirical process of the regressors marked by the residuals. In this paper we extend the methodology to censored regression. The asymptotic distribution of the underlying marked empirical process in provided. The Wild Bootstrap, appropriately modified to account for censhorship, provides distributional approximations. The method is applied to simulated data sets as well as tto the Stanford Heart Transplant Data. 相似文献
886.
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
887.
A goodness-of-fit test for multivariate normality is proposed which is based on Shapiro–Wilk's statistic for univariate normality and on an empirical standardization of the observations. The critical values can be approximated by using a transformation of the univariate standard normal distribution. A Monte Carlo study reveals that this test has a better power performance than some of the best known tests for multinormality against a wide range of alternatives. 相似文献
888.
Mátyás Barczy Márton Ispány Gyula Pap Manuel Scotto Maria Eduarda Silva 《统计学通讯:理论与方法》2013,42(18):3343-3362
We consider integer-valued autoregressive models of order one contaminated with innovational outliers. Assuming that the time points of the outliers are known but their sizes are unknown, we prove that Conditional Least Squares (CLS) estimators of the offspring and innovation means are strongly consistent. In contrast, CLS estimators of the outliers' sizes are not strongly consistent. We also prove that the joint CLS estimator of the offspring and innovation means is asymptotically normal. Conditionally on the values of the process at time points preceding the outliers' occurrences, the joint CLS estimator of the sizes of the outliers is asymptotically normal. 相似文献
889.
General augmentation techniques in experimental design, such as the foldover and the semifold, have been a common practice in industrial experimentation for years. Even though these techniques are extremely effective in maintaining balance and near orthogonality, they possess disadvantages, such as the inability to decouple specific terms and inefficiency. This article aims for a sequential experimentation approach capable of overcoming the drawbacks of the general methods while maintaining some of their benefits. We focus on the development of an algorithm for sequential augmentation of fractional factorial designs resolution III. Advantages, limitations, and potential benefits of the new method are provided. 相似文献
890.
Šárka Došlá 《统计学通讯:理论与方法》2013,42(14):2437-2454
Let {X t , t ∈ ?} be a sequence of iid random variables with an absolutely continuous distribution. Let a > 0 and c ∈ ? be some constants. We consider a sequence of 0-1 valued variables {ξ t , t ∈ ?} obtained by clipping an MA(1) process X t ? aX t?1 at the level c, i.e., ξ t = I[X t ? aX t?1 < c] for all t ∈ ?. We deal with the estimation problem in this model. Properties of the estimators of the parameters a and c, the success probability p, and the 1-lag autocorrelation r 1 are investigated. A numerical study is provided as an illustration of the theoretical results. 相似文献