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551.
We propose a new class of state space models for longitudinal discrete response data where the observation equation is specified
in an additive form involving both deterministic and random linear predictors. These models allow us to explicitly address
the effects of trend, seasonal or other time-varying covariates while preserving the power of state space models in modeling
serial dependence in the data. We develop a Markov chain Monte Carlo algorithm to carry out statistical inference for models
with binary and binomial responses, in which we invoke de Jong and Shephard’s (Biometrika 82(2):339–350, 1995) simulation
smoother to establish an efficient sampling procedure for the state variables. To quantify and control the sensitivity of
posteriors on the priors of variance parameters, we add a signal-to-noise ratio type parameter in the specification of these
priors. Finally, we illustrate the applicability of the proposed state space mixed models for longitudinal binomial response
data in both simulation studies and data examples. 相似文献
552.
Claudia Tarantola Guido Consonni Petros Dellaportas 《Journal of statistical planning and inference》2008
We deal with two-way contingency tables having ordered column categories. We use a row effects model wherein each interaction term is assumed to have a multiplicative form involving a row effect parameter and a fixed column score. We propose a methodology to cluster row effects in order to simplify the interaction structure and to enhance the interpretation of the model. Our method uses a product partition model with a suitable specification of the cohesion function, so that we can carry out our analysis on a collection of models of varying dimensions using a straightforward MCMC sampler. The methodology is illustrated with reference to simulated and real data sets. 相似文献
553.
We address the problem of robust model selection for finite memory stochastic processes. Consider m independent samples, with most of them being realizations of the same stochastic process with law Q, which is the one we want to retrieve. We define the asymptotic breakdown point γ for a model selection procedure and also we devise a model selection procedure. We compute the value of γ which is 0.5, when all the processes are Markovian. This result is valid for any family of finite order Markov models but for simplicity we will focus on the family of variable length Markov chains. 相似文献
554.
In this paper we consider spatial regression models for count data. We examine not only the Poisson distribution but also the generalized Poisson capable of modeling over-dispersion, the negative Binomial as well as the zero-inflated Poisson distribution which allows for excess zeros as possible response distribution. We add random spatial effects for modeling spatial dependency and develop and implement MCMC algorithms in $R$ for Bayesian estimation. The corresponding R library ‘spatcounts’ is available on CRAN. In an application the presented models are used to analyze the number of benefits received per patient in a German private health insurance company. Since the deviance information criterion is only appropriate for exponential family models, we use in addition the Vuong and Clarke test with a Schwarz correction to compare possibly non nested models. We illustrate how they can be used in a Bayesian context. 相似文献
555.
Andrés M. Alonso Carolina García-Martos 《Journal of Statistical Computation and Simulation》2018,88(8):1576-1602
In this paper we work with multivariate time series that follow a Factor Model. In particular, we consider the setting where factors are dominated by highly persistent AutoRegressive (AR) processes and samples that are rather small. Therefore, the factors' AR models are estimated using small sample bias correction techniques. A Monte Carlo study reveals that bias-correcting the AR coefficients of the factors allows to obtain better results in terms of prediction interval coverage. As expected, the simulation shows that bias-correction is more successful for smaller samples. We present the results assuming the AR order and number of factors are known as well as unknown. We also study the advantages of this technique for a set of Industrial Production Indexes of several European countries. 相似文献
556.
The article analyses experimental “solidarity games” with two benefactors and one beneficiary. Depending on their motive for
giving—e.g., warm glow, altruism, or guilt—the benefactors’ response functions are either constant, decreasing, or increasing.
If motives interact, or if envy is a concern, then more complex (unimodal) shapes may emerge. Controlling for random utility
perturbations, we determine which and how many motives affect individual decision making. The main findings are that the motives
of about 75% of the subjects can be identified fairly sharply, that all of the motives discussed in the literature co-exist
in the population, and that for any given individual no more than two motives (out of six motives considered overall) are
identified. We conclude that a unifying motive for solidarity cannot be derived even when we allow for individually heterogeneous
parameterization: different subjects give for different reasons and all existing social preference theories are partially
correct. 相似文献
557.
Luisa Carpente Balbina Casas-Méndez Ignacio García-Jurado Anne van den Nouweland 《Theory and Decision》2008,65(3):253-269
We propose a method to associate a coalitional interval game with each strategic game. The method is based on the lower and
upper values of finite two-person zero-sum games. Associating with a strategic game a coalitional interval game we avoid having to take either a pessimistic or an optimistic approach to the problem. The paper makes two contributions
to the literature: It provides a theoretical foundation for the study of coalitional interval games and it also provides,
studies, and characterizes a natural method of associating coalitional interval games with strategic games.
相似文献
558.
Marie Hušková Claudia Kirch Zuzana Prášková Josef Steinebach 《Journal of statistical planning and inference》2008
We study an autoregressive time series model with a possible change in the regression parameters. Approximations to the critical values for change-point tests are obtained through various bootstrapping methods. Theoretical results show that the bootstrapping procedures have the same limiting behavior as their asymptotic counterparts discussed in Hušková et al. [2007. On the detection of changes in autoregressive time series, I. Asymptotics. J. Statist. Plann. Inference 137, 1243–1259]. In fact, a small simulation study illustrates that the bootstrap tests behave better than the original asymptotic tests if performance is measured by the α- and β-errors, respectively. 相似文献
559.
This paper explores black African childrens experiencesof the child protection system in the UK. The central focusof the paper is a review of the available literature on thesocial circumstances and environmental influences affectingmany black African families involved in the child protectionsystem; specific parenting practices and care-giving environments;and their experiences of social work and other professionalinterventions aimed at safeguarding and promoting the needsof African children. This paper examines these themes to elucidatethe factors that contribute to the provision of effective, culturallycompetent interventions with black African children at riskof significant harm. It suggests that there are a number oftensions inherent for professionals in working with culturallydiverse African families such as reconciling different beliefsand behaviours concerning child-rearing practices; affirmingthe parenting practices of these families in the engagementprocess; adopting a strengths-based orientation whilst at thesame time safeguarding and promoting the welfare of vulnerablechildren. The paper concludes with a discussion of the implicationsfor practice. 相似文献
560.
Summary We propose a new class of prior distributions for the analysis of discrete graphical models. Such a class, obtained following
a conditional approach, generalizes the hyper Dirichlet distributions of Dawid and Lauritzen (1993), since it can be extended
to non decomposable graphical models. The two classes are compared in terms of model selection, with an application to a medical
data-set illustrating the performance of the two resulting procedures. The proposed class turns out to select simpler, more
par-simonious structures. 相似文献