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171.
Missing covariate values is a common problem in survival analysis. In this paper we propose a novel method for the Cox regression model that is close to maximum likelihood but avoids the use of the EM-algorithm. It exploits that the observed hazard function is multiplicative in the baseline hazard function with the idea being to profile out this function before carrying out the estimation of the parameter of interest. In this step one uses a Breslow type estimator to estimate the cumulative baseline hazard function. We focus on the situation where the observed covariates are categorical which allows us to calculate estimators without having to assume anything about the distribution of the covariates. We show that the proposed estimator is consistent and asymptotically normal, and derive a consistent estimator of the variance–covariance matrix that does not involve any choice of a perturbation parameter. Moderate sample size performance of the estimators is investigated via simulation and by application to a real data example. 相似文献
172.
In this paper, we investigate the problem of determining the relationship, represented by similarity of the homologous gene configuration, between paired circular genomes using a regression analysis. We propose a new regression model for studying two circular genomes, where the Möbius transformation naturally arises and is taken as the link function, and propose the least circular distance estimation method, as an appropriate method for analyzing circular variables. The main utility of the new regression model is in identification of a new angular location of one of a homologous gene pair between two circular genomes, for various types of possible gene mutations, given that of the other gene. Furthermore, we demonstrate the utility of our new regression model for grouping of various genomes based on closeness of their relationship. Using angular locations of homologous genes from the five pairs of circular genomes (Horimoto et al. in Bioinformatics 14:789–802, 1998), the new model is compared with the existing models. 相似文献
173.
A problem of using a non‐convex penalty for sparse regression is that there are multiple local minima of the penalized sum of squared residuals, and it is not known which one is a good estimator. The aim of this paper is to give a guide to design a non‐convex penalty that has the strong oracle property. Here, the strong oracle property means that the oracle estimator is the unique local minimum of the objective function. We summarize three definitions of the oracle property – the global, weak and strong oracle properties. Then, we give sufficient conditions for the weak oracle property, which means that the oracle estimator becomes a local minimum. We give an example of non‐convex penalties that possess the weak oracle property but not the strong oracle property. Finally, we give a necessary condition for the strong oracle property. 相似文献
174.
175.
Vivian?ViallonEmail author Sophie?Lambert-Lacroix H?lger?Hoefling Franck?Picard 《Statistics and Computing》2016,26(1-2):285-301
Using networks as prior knowledge to guide model selection is a way to reach structured sparsity. In particular, the fused lasso that was originally designed to penalize differences of coefficients corresponding to successive features has been generalized to handle features whose effects are structured according to a given network. As any prior information, the network provided in the penalty may contain misleading edges that connect coefficients whose difference is not zero, and the extent to which the performance of the method depend on the suitability of the graph has never been clearly assessed. In this work we investigate the theoretical and empirical properties of the adaptive generalized fused lasso in the context of generalized linear models. In the fixed \(p\) setting, we show that, asymptotically, adding misleading edges in the graph does not prevent the adaptive generalized fused lasso from enjoying asymptotic oracle properties, while forgetting suitable edges can be more problematic. These theoretical results are complemented by an extensive simulation study that assesses the robustness of the adaptive generalized fused lasso against misspecification of the network as well as its applicability when theoretical coefficients are not exactly equal. Our contribution is also to evaluate the applicability of the generalized fused lasso for the joint modeling of multiple sparse regression functions. Illustrations are provided on two real data examples. 相似文献
176.
A Proportional Hazards Regression Model for the Subdistribution with Covariates‐adjusted Censoring Weight for Competing Risks Data 下载免费PDF全文
Peng He Frank Eriksson Thomas H. Scheike Mei‐Jie Zhang 《Scandinavian Journal of Statistics》2016,43(1):103-122
With competing risks data, one often needs to assess the treatment and covariate effects on the cumulative incidence function. Fine and Gray proposed a proportional hazards regression model for the subdistribution of a competing risk with the assumption that the censoring distribution and the covariates are independent. Covariate‐dependent censoring sometimes occurs in medical studies. In this paper, we study the proportional hazards regression model for the subdistribution of a competing risk with proper adjustments for covariate‐dependent censoring. We consider a covariate‐adjusted weight function by fitting the Cox model for the censoring distribution and using the predictive probability for each individual. Our simulation study shows that the covariate‐adjusted weight estimator is basically unbiased when the censoring time depends on the covariates, and the covariate‐adjusted weight approach works well for the variance estimator as well. We illustrate our methods with bone marrow transplant data from the Center for International Blood and Marrow Transplant Research. Here, cancer relapse and death in complete remission are two competing risks. 相似文献
177.
In this paper, a hypothesis test for heteroscedasticity is proposed in a nonparametric regression model. The test statistic, which uses the residuals from a nonparametric fit of the mean function, is based on an adaptation of the well-known Levene's test. Using the recent theory for analysis of variance when the number of factor levels goes to infinity, the asymptotic distribution of the test statistic is established under the null hypothesis of homocedasticity and under local alternatives. Simulations suggest that the proposed test performs well in several situations, especially when the variance is a nonlinear function of the predictor. 相似文献
178.
Predictive Inference for Big,Spatial, Non‐Gaussian Data: MODIS Cloud Data and its Change‐of‐Support 下载免费PDF全文
Aritra Sengupta Noel Cressie Brian H. Kahn Richard Frey 《Australian & New Zealand Journal of Statistics》2016,58(1):15-45
Remote sensing of the earth with satellites yields datasets that can be massive in size, nonstationary in space, and non‐Gaussian in distribution. To overcome computational challenges, we use the reduced‐rank spatial random effects (SRE) model in a statistical analysis of cloud‐mask data from NASA's Moderate Resolution Imaging Spectroradiometer (MODIS) instrument on board NASA's Terra satellite. Parameterisations of cloud processes are the biggest source of uncertainty and sensitivity in different climate models’ future projections of Earth's climate. An accurate quantification of the spatial distribution of clouds, as well as a rigorously estimated pixel‐scale clear‐sky‐probability process, is needed to establish reliable estimates of cloud‐distributional changes and trends caused by climate change. Here we give a hierarchical spatial‐statistical modelling approach for a very large spatial dataset of 2.75 million pixels, corresponding to a granule of MODIS cloud‐mask data, and we use spatial change‐of‐Support relationships to estimate cloud fraction at coarser resolutions. Our model is non‐Gaussian; it postulates a hidden process for the clear‐sky probability that makes use of the SRE model, EM‐estimation, and optimal (empirical Bayes) spatial prediction of the clear‐sky‐probability process. Measures of prediction uncertainty are also given. 相似文献
179.
In Britain in recent years social mobility has become a topic of central political concern, primarily as a result of the effort made by New Labour to make equality of opportunity rather than equality of condition a focus of policy. Questions of the level, pattern and trend of mobility thus bear directly on the relevance of New Labour's policy analysis, and in turn are likely be crucial to the evaluation of its performance in government. However, politically motivated discussion of social mobility often reveals an inadequate grasp of both empirical and analytical issues. We provide new evidence relevant to the assessment of social mobility - in particular, intergenerational class mobility - in contemporary Britain through cross-cohort analyses based on the NCDS and BCS datasets which we can relate to earlier cross-sectional analyses based on the GHS. We find that, contrary to what seems now widely supposed, there is no evidence that absolute mobility rates are falling; but, for men, the balance of upward and downward movement is becoming less favourable. This is overwhelmingly the result of class structural change. Relative mobility rates, for both men and women, remain essentially constant, although there are possible indications of a declining propensity for long-range mobility. We conclude that under present day structural conditions there can be no return to the generally rising rates of upward mobility that characterized the middle decades of the twentieth century - unless this is achieved through changing relative rates in the direction of greater equality or, that is, of greater fluidity. But this would then produce rising rates of downward mobility to exactly the same extent - an outcome apparently unappreciated by, and unlikely to be congenial to, politicians preoccupied with winning the electoral 'middle ground'. 相似文献
180.
This paper explores the ways in which the work-life balance choices made by heterosexual couples differ in different generations, how such choices are gendered, and the extent to which 'individualization' provides an adequate conceptualization of the effects of social change on heterosexual couples. It argues that processes of individualization need to be seen in the context of changing social institutions, and that it is the de-institutionalization of 'the family' and the life course that is leading to a de-gendering of work-life balance choices. The paper draws on findings from a restudy of the family and social change and a study of the gender dimensions of job insecurity both of which were carried out in the same geographical location. The studies provide evidence of generational change in work-life balance choices and increasing occupational differentiation between heterosexual partners. This leads to a situation where increasingly choices are made which blur gendered boundaries and which has been made possible by a process of de-institutionalization of the male breadwinner family. Our findings support the contention that processes of individualization are more apparent amongst younger than older generations and that, because of changes external to the family, there is more negotiation and pragmatism amongst younger generations about work-life choices. 相似文献