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We introduce a new approach to hospital-acquired disease risk assessment from public health databases. In a spirit similar to actuarial risk theory, we define an adjustment coefficient that can quantify the risk associated with a hospital department, allowing comparisons of similar departments. The adjustment coefficient characterizes the tail of the distribution of the total patient length of stay in a department before the first disease event occurs. We show that this coefficient is the solution of a Lundberg-like equation, and we provide a nonparametric estimation procedure for this measure, based on a Cramér-Lundberg approximation for the tail of the distribution. Using simulations, we provide evidence of the robustness of the approximation to various individual risk models. In addition, we illustrate the relevance of this approach by evaluating the risk associated with a standard patient safety indicator in 20 hospitals of southeastern France. 相似文献
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Andrew G. Atkeson Andrea L. Eisfeldt Pierre‐Olivier Weill 《Econometrica : journal of the Econometric Society》2015,83(6):2231-2292
We develop a parsimonious model to study the equilibrium and socially optimal decisions of banks to enter, trade in, and possibly exit, an OTC market. Although we endow all banks with the same trading technology, banks' optimal entry and trading decisions endogenously lead to a realistic market structure composed of dealers and customers with distinct trading patterns. We decompose banks' entry incentives into incentives to hedge risk and incentives to make intermediation profits. We show that dealer banks enter more than is socially optimal. In the face of large negative shocks, they may also exit more than is socially optimal when markets are not perfectly resilient. 相似文献
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François Portier 《Scandinavian Journal of Statistics》2016,43(3):827-844
A common approach taken in high‐dimensional regression analysis is sliced inverse regression, which separates the range of the response variable into non‐overlapping regions, called ‘slices’. Asymptotic results are usually shown assuming that the slices are fixed, while in practice, estimators are computed with random slices containing the same number of observations. Based on empirical process theory, we present a unified theoretical framework to study these techniques, and revisit popular inverse regression estimators. Furthermore, we introduce a bootstrap methodology that reproduces the laws of Cramér–von Mises test statistics of interest to model dimension, effects of specified covariates and whether or not a sliced inverse regression estimator is appropriate. Finally, we investigate the accuracy of different bootstrap procedures by means of simulations. 相似文献
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Denis?BeningerEmail author Fran?ois?Laisney Miriam?Beblo 《Journal of population economics》2007,20(4):869-893
We compare results of a tax reform analysis obtained with the collective and unitary models of household behaviour. We simulate
real world micro-data by means of a collective approach, using a compound procedure of estimation and calibration based on
the 1998 wave of the German socio-economic panel. We estimate a unitary model on this ‘collective’ data set. Investigating
a move from joint to individual taxation on the basis of both models, we obtain important discrepancies between predicted
adjustments to labour supply and distortions in the welfare analysis of the reform on the basis of unitary estimates.
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Pierre Ailliot Bernard Delyon Valrie Monbet Marc Prevosto 《Scandinavian Journal of Statistics》2019,46(4):1072-1097
Many records in environmental sciences exhibit asymmetric trajectories. The physical mechanisms behind these records may lead for example to sample paths with different characteristics at high and low levels (up–down asymmetries) or in the ascending and descending phases leading to time irreversibility (front–back asymmetries). Such features are important for many applications, and there is a need for simple and tractable models that can reproduce them. In this paper, we explore original time‐change models where the clock is a stochastic process that depends on the observed trajectory. The ergodicity of the proposed model is established under general conditions, and this result is used to develop nonparametric estimation procedures based on the joint distribution of the process and its derivative. The methodology is illustrated on meteorological and oceanographic data sets. We show that, combined with a marginal transformation, the proposed methodology is able to reproduce important characteristics of the data set such as marginal distributions, up‐crossing intensity, and up–down and front–back asymmetries. 相似文献
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本文译自《二十一世纪论坛》2007年第8期,是StefanBecsky博士邀请作者撰写一篇有关白皮书对欧洲青年影响的文章。作者审视与回顾了过去十年来欧洲青年政策发展变化的历程,对未来十年青年工作具有指导意义。作者曾积极参与了有关青年白皮书项目的工作,作者希望读者们通过阅读,获得第一手资料并分享作者个人的经验。 相似文献