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961.
J. Fredrik Lindström 《Journal of applied statistics》2009,36(12):1369-1384
When VAR models are used to predict future outcomes, the forecast error can be substantial. Through imposition of restrictions on the off-diagonal elements of the parameter matrix, however, the information in the process may be condensed to the marginal processes. In particular, if the cross-autocorrelations in the system are small and only a small sample is available, then such a restriction may reduce the forecast mean squared error considerably.
In this paper, we propose three different techniques to decide whether to use the restricted or unrestricted model, i.e. the full VAR(1) model or only marginal AR(1) models. In a Monte Carlo simulation study, all three proposed tests have been found to behave quite differently depending on the parameter setting. One of the proposed tests stands out, however, as the preferred one and is shown to outperform other estimators for a wide range of parameter settings. 相似文献
962.
B. J. Gajewski R. Lee M. Bott U. Piamjariyakul R. L. Taunton 《Journal of applied statistics》2009,36(9):933-944
Data envelopment analysis (DEA) is a deterministic econometric model for calculating efficiency by using data from an observed set of decision-making units (DMUs). We propose a method for calculating the distribution of efficiency scores. Our framework relies on estimating data from an unobserved set of DMUs. The model provides posterior predictive data for the unobserved DMUs to augment the frontier in the DEA that provides a posterior predictive distribution for the efficiency scores. We explore the method on a multiple-input and multiple-output DEA model. The data for the example are from a comprehensive examination of how nursing homes complete a standardized mandatory assessment of residents. 相似文献
963.
In response surface methodology, one is usually interested in estimating the optimal conditions based on a small number of experimental runs which are designed to optimally sample the experimental space. Typically, regression models are constructed from the experimental data and interrogated in order to provide a point estimate of the independent variable settings predicted to optimize the response. Unfortunately, these point estimates are rarely accompanied with uncertainty intervals. Though classical frequentist confidence intervals can be constructed for unconstrained quadratic models, higher order, constrained or nonlinear models are often encountered in practice. Existing techniques for constructing uncertainty estimates in such situations have not been implemented widely, due in part to the need to set adjustable parameters or because of limited or difficult applicability to constrained or nonlinear problems. To address these limitations a Bayesian method of determining credible intervals for response surface optima was developed. The approach shows good coverage probabilities on two test problems, is straightforward to implement and is readily applicable to the kind of constrained and/or nonlinear problems that frequently appear in practice. 相似文献
964.
Julian P. T. Higgins Simon G. Thompson David J. Spiegelhalter 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2009,172(1):137-159
Summary. Meta-analysis in the presence of unexplained heterogeneity is frequently undertaken by using a random-effects model, in which the effects underlying different studies are assumed to be drawn from a normal distribution. Here we discuss the justification and interpretation of such models, by addressing in turn the aims of estimation, prediction and hypothesis testing. A particular issue that we consider is the distinction between inference on the mean of the random-effects distribution and inference on the whole distribution. We suggest that random-effects meta-analyses as currently conducted often fail to provide the key results, and we investigate the extent to which distribution-free, classical and Bayesian approaches can provide satisfactory methods. We conclude that the Bayesian approach has the advantage of naturally allowing for full uncertainty, especially for prediction. However, it is not without problems, including computational intensity and sensitivity to a priori judgements. We propose a simple prediction interval for classical meta-analysis and offer extensions to standard practice of Bayesian meta-analysis, making use of an example of studies of 'set shifting' ability in people with eating disorders. 相似文献
965.
Studying the right tail of a distribution, one can classify the distributions into three classes based on the extreme value index γ. The class γ>0 corresponds to Pareto-type or heavy tailed distributions, while γ<0 indicates that the underlying distribution has a finite endpoint. The Weibull-type distributions form an important subgroup within the Gumbel class with γ=0. The tail behaviour can then be specified using the Weibull tail index. Classical estimators of this index show severe bias. In this paper we present a new estimation approach based on the mean excess function, which exhibits improved bias and mean squared error. The asserted properties are supported by simulation experiments and asymptotic results. Illustrations with real life data sets are provided. 相似文献
966.
Walters SJ 《Pharmaceutical statistics》2009,8(2):163-169
Pre‐study sample size calculations for clinical trial research protocols are now mandatory. When an investigator is designing a study to compare the outcomes of an intervention, an essential step is the calculation of sample sizes that will allow a reasonable chance (power) of detecting a pre‐determined difference (effect size) in the outcome variable, at a given level of statistical significance. Frequently studies will recruit fewer patients than the initial pre‐study sample size calculation suggested. Investigators are faced with the fact that their study may be inadequately powered to detect the pre‐specified treatment effect and the statistical analysis of the collected outcome data may or may not report a statistically significant result. If the data produces a “non‐statistically significant result” then investigators are frequently tempted to ask the question “Given the actual final study size, what is the power of the study, now, to detect a treatment effect or difference?” The aim of this article is to debate whether or not it is desirable to answer this question and to undertake a power calculation, after the data have been collected and analysed. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献
967.
Kevin J. A. Thomas 《Demography》2009,46(3):513-534
In this study, I examine disparities in schooling progress among children born to immigrant and U.S.-born blacks. I find that
in one- and two-parent families, children born to black immigrants are less likely to fall behind in school than those born
to U.S.-born blacks. In two-parent immigrant families, children born to two immigrant parents have a significant schooling
advantage over children born to one immigrant parent. While children born to two immigrant parents in the wealthiest black
immigrant families do better in the second generation than in the first, the reverse is observed among children in less wealthy
families. These findings contribute in two ways to our understanding of the assimilation processes of children born to black
immigrant parents. First, they show that there is a positive association between the number of immigrant parents in a family
and children’s schooling performance. Second, they suggest that disparities in the assimilation patterns of the children of
black immigrants are a likely product of the interaction between their parental characteristics and the socioeconomic circumstances
of their families. 相似文献
968.
Research has examined various elements of Twitter; however, no scholarship has explored how sociologists currently use the platform. This empirically driven paper explores how individuals that self-identify as sociologists on Twitter use the popular micro-blogging social media site. A total of 152,977 tweets from Twitter profiles of 130 sociologists were collected and examined using qualitative media analysis. The potential use of Twitter allows the sociologist to become both the generator and interlocutor of dialogue with publics. We frame our data analysis and discussion around the core theme of expertise - namely, the role that expertise plays in the use of Twitter by sociologists. Our findings indicate that when sociologists used Twitter as sociologists (i.e., drawing upon their stated research expertise) little direct engagement with publics occurred. Thus, while sociologists appear to be using Twitter as a space for public sociology, the use of this interactive platform is mostly limited to the generation of content, a finding consistent with Burawoy’s traditional form of public sociology. Suggestions for future research are noted. 相似文献
969.
Fathers' roles in family life have changed dramatically over the past 50 years. In addition to ongoing breadwinning responsibilities, many fathers are now involved in direct caregiving and engagement with children. Yet there is considerable variation in what fathers do, especially depending on whether they live with or away from their child. In this article, the authors use data from the Fragile Families and Child Wellbeing Study (N = 3,869) to describe how fathers' economic capacities (money) and direct involvement with children (time) are associated over child ages 1 to 9 for resident versus nonresident fathers, net of confounding factors. They found suggestive evidence that money and time investments operate differently across residential contexts: Resident fathers experience a trade‐off between market work and time involved with children. In contrast, nonresident fathers' higher economic capacities are associated with more time involvement, underscoring the greater challenge for such fathers to remain actively involved. 相似文献
970.
Using data from the Fragile Families and Child Wellbeing survey linked to respondents' medical records (N = 2,870), this study examines the association between grandparents' education and birth outcomes and explores potential pathways underlying this relationship. Results show that having a grandfather with less than a high school education was associated with a 93 gram reduction in birth weight, a 59% increase in the odds of low birth weight, and a 136% increase in the odds of a neonatal health condition when compared with having a grandfather with a high school education or more. These associations were partially accounted for by mother's educational attainment and marital status as well as by prenatal history of depression, hypertension, and prenatal health behaviors, depending on the specific outcome. The findings from this study call for heightened attention to the multigenerational influences of educational attainment for infant health. 相似文献