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281.
282.
Jonghyeon Kim 《统计学通讯:理论与方法》2013,42(3):461-476
ABSTRACT The analysis of clustered data in a longitudinal ophthalmology study is complicated by correlations between repeatedly measured visual outcomes of paired eyes in a participant and missing observations due to the loss of follow-up. In the present article we consider hypothesis testing problems in an ophthalmology study, where eligible eyes are randomized to two treatments (when two eyes of a participant are eligible, the paired eyes are assigned to different treatments), and vision function outcomes are repeatedly measured over time. A large sample-based nonparametric test statistic and a nonparametric Bootstrap test analog are proposed for testing an interaction effect of two factors and testing an effect of a eye-specific factor within a level of the other person-specific factor on visual function outcomes. Both test statistics allow for missing observations, correlations between repeatedly measured outcomes on individual eyes, and correlations between repeatedly measured outcomes on both eyes of each participant. A simulation study shows that these proposed test statistics maintain nominal significance levels approximately and comparable powers to each other, as well as higher powers than the naive test statistic ignoring correlations between repeated bilateral measurements of both eyes in the same person. For illustration, we apply the proposed test statistics to the changes of visual field defect score in the Advanced Glaucoma Intervention Study. 相似文献
283.
Hyune-Ju Kim 《统计学通讯:模拟与计算》2013,42(4):915-924
Our concern in this paper is a group sequential test design for which the sample sizes between interim analyses are not identical. First, we consider a repeated significance test for comparing two treatments in a clinical trial, and study asymptotic properties of the test statistic. Using the arguments developed by Siegmund (1985, Chapters 8 and 9), we then obtain approximations for the overall significance level of the test and for the error level at each interim analysis. Simulation studies are performed to assess the accuracy of the approximations and the robustness of the approximations are examined using numerical examples. 相似文献
284.
Analytical properties of regression and the variance–covariance matrix of asymmetric generalized scale mixture of multivariate Gaussian variables are presented. The analysis includes an in-depth analytical investigation of the first two conditional moments of the mixing variable. Exact computable expressions for the prediction and the conditional variance are presented for the generalized hyperbolic distribution using the inversion theorem for Fourier transforms. An application to financial log returns is demonstrated via the classical Euler approximation. The methodology is illustrated by analyzing the regression of intraday log returns for CISCO against the corresponding data from S&P 500. 相似文献
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In this note we obtain upper and lower bounds for the kth largest number in a set of real numbers in terms of their mean and standard deviation. For each inequality necessary and sufficient conditions for equality are given. 相似文献
287.
Monte Carlo simulations have been used extensively in studying the performance of control charts. Researchers have used various numbers of replications in their studies, but almost none of them provided justifications for the number of replications used. Currently, there are no empirically based recommendations regarding the required number of replications to ensure accurate results. This research examined six recently published studies to develop recommendations for the minimum number of replications necessary to reproduce the reported results within a specified degree of accuracy. The results of this study indicated that using 10,000 replications was unnecessarily large and a smaller number of replications could be used to reproduce the target ARLs within the 2% error bands satisfying the modified Mundfrom's criteria. In many cases, only 5,000 replications or fewer were required. In general, the number of replications required to reproduce the target ARL decreased as the shift size increased. In addition, the results of this study provide general recommendations for the required number of replications to use in future SPC simulation studies. 相似文献
288.
The problem of testing the equality of the noncentrality parameters of two noncentral t-distributions with identical degrees of freedom is considered, which arises from the comparison of two signal-to-noise ratios for simple linear regression models. A test procedure is derived that is guaranteed to maintain Type I error while having only minimal amounts of conservativeness, and comparisons are made with several other approaches to this problem based on variance stabilizing transformations. The new procedure derived in this article is shown to have good properties and will be useful for practitioners. 相似文献
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Though the concept of blight clarifies housing and neighborhood changes in rural and small towns experiencing disinvestment and decline, the term is rarely examined outside of urban discourse. This study explores the extent of rural blight and its relationship to community characteristics using survey results from elected officials and staff members of small towns in one southeastern state. We examine the historical background of blight, including its connections to urban renewal, racial bias and stereotyping, and the broken windows theory. Among the small towns in the study, economic blight, particularly dilapidated housing, was prevalent. Social blight, which includes behaviors that are thought to be threatening or criminal in nature, was less common but correlated moderately with economic forms of blight. While social disorganization and collective efficacy theories link a range of demographic characteristics to physical and social disorder, our findings pointed only to a significant relationship between communities with a higher portion of the population who are black and multiple forms of extensive blight. More research is needed to understand the relationship, both observed and perceived, between economic and social blight in rural small towns and how these issues may be remediated through local collective action. 相似文献