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771.
This paper considers estimation and prediction in the Aalen additive hazards model in the case where the covariate vector
is high-dimensional such as gene expression measurements. Some form of dimension reduction of the covariate space is needed
to obtain useful statistical analyses. We study the partial least squares regression method. It turns out that it is naturally
adapted to this setting via the so-called Krylov sequence. The resulting PLS estimator is shown to be consistent provided
that the number of terms included is taken to be equal to the number of relevant components in the regression model. A standard
PLS algorithm can also be constructed, but it turns out that the resulting predictor can only be related to the original covariates
via time-dependent coefficients. The methods are applied to a breast cancer data set with gene expression recordings and to
the well known primary biliary cirrhosis clinical data. 相似文献
772.
In some statistical problems a degree of explicit, prior information is available about the value taken by the parameter of interest, θ say, although the information is much less than would be needed to place a prior density on the parameter's distribution. Often the prior information takes the form of a simple bound, ‘θ > θ1 ’ or ‘θ < θ1 ’, where θ1 is determined by physical considerations or mathematical theory, such as positivity of a variance. A conventional approach to accommodating the requirement that θ > θ1 is to replace an estimator, , of θ by the maximum of and θ1. However, this technique is generally inadequate. For one thing, it does not respect the strictness of the inequality θ > θ1 , which can be critical in interpreting results. For another, it produces an estimator that does not respond in a natural way to perturbations of the data. In this paper we suggest an alternative approach, in which bootstrap aggregation, or bagging, is used to overcome these difficulties. Bagging gives estimators that, when subjected to the constraint θ > θ1 , strictly exceed θ1 except in extreme settings in which the empirical evidence strongly contradicts the constraint. Bagging also reduces estimator variability in the important case for which is close to θ1, and more generally produces estimators that respect the constraint in a smooth, realistic fashion. 相似文献
773.
Christopher R. Heathcote Borek D. Puza Steven P. Roberts 《Australian & New Zealand Journal of Statistics》2009,51(4):481-497
We consider two related aspects of the study of old‐age mortality. One is the estimation of a parameterized hazard function from grouped data, and the other is its possible deceleration at extreme old age owing to heterogeneity described by a mixture of distinct sub‐populations. The first is treated by half of a logistic transform, which is known to be free of discretization bias at older ages, and also preserves the increasing slope of the log hazard in the Gompertz case. It is assumed that data are available in the form published by official statistical agencies, that is, as aggregated frequencies in discrete time. Local polynomial modelling and weighted least squares are applied to cause‐of‐death mortality counts. The second, related, problem is to discover what conditions are necessary for population mortality to exhibit deceleration for a mixture of Gompertz sub‐populations. The general problem remains open but, in the case of three groups, we demonstrate that heterogeneity may be such that it is possible for a population to show decelerating mortality and then return to a Gompertz‐like increase at a later age. This implies that there are situations, depending on the extent of heterogeneity, in which there is at least one age interval in which the hazard function decreases before increasing again. 相似文献
774.
We proposed a modification to the variant of link-tracing sampling suggested by Félix-Medina and Thompson [M.H. Félix-Medina, S.K. Thompson, Combining cluster sampling and link-tracing sampling to estimate the size of hidden populations, Journal of Official Statistics 20 (2004) 19–38] that allows the researcher to have certain control of the final sample size, precision of the estimates or other characteristics of the sample that the researcher is interested in controlling. We achieve this goal by selecting an initial sequential sample of sites instead of an initial simple random sample of sites as those authors suggested. We estimate the population size by means of the maximum likelihood estimators suggested by the above-mentioned authors or by the Bayesian estimators proposed by Félix-Medina and Monjardin [M.H. Félix-Medina, P.E. Monjardin, Combining link-tracing sampling and cluster sampling to estimate the size of hidden populations: A Bayesian-assisted approach, Survey Methodology 32 (2006) 187–195]. Variances are estimated by means of jackknife and bootstrap estimators as well as by the delta estimators proposed in the two above-mentioned papers. Interval estimates of the population size are obtained by means of Wald and bootstrap confidence intervals. The results of an exploratory simulation study indicate good performance of the proposed sampling strategy. 相似文献
775.
Diana L.H. Chan 《Serials Review》2009,35(3):119-124
This paper reports on the developmental strategies, challenges and directions of the institutional repositories of the higher educational institutions in Hong Kong. The study integrates the size, content, full text and public accessibility of these repositories. The paper also compares archived output with research output as registered by the Hong Kong University Grants Committee. Percentages of archived work are low for journal and conference papers, but moderate for graduate theses. These deposit rates reflect the differing institutional policies. In recognizing these challenges, the Hong Kong Open Access Committee has been formed to address regional issues in knowledge sharing. 相似文献
776.
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
777.
An approach to the analysis of time-dependent ordinal quality score data from robust design experiments is developed and applied to an experiment from commercial horticultural research, using concepts of product robustness and longevity that are familiar to analysts in engineering research. A two-stage analysis is used to develop models describing the effects of a number of experimental treatments on the rate of post-sales product quality decline. The first stage uses a polynomial function on a transformed scale to approximate the quality decline for an individual experimental unit using derived coefficients and the second stage uses a joint mean and dispersion model to investigate the effects of the experimental treatments on these derived coefficients. The approach, developed specifically for an application in horticulture, is exemplified with data from a trial testing ornamental plants that are subjected to a range of treatments during production and home-life. The results of the analysis show how a number of control and noise factors affect the rate of post-production quality decline. Although the model is used to analyse quality data from a trial on ornamental plants, the approach developed is expected to be more generally applicable to a wide range of other complex production systems. 相似文献
778.
Plotting of log−log survival functions against time for different categories or combinations of categories of covariates is perhaps the easiest and most commonly used graphical tool for checking proportional hazards (PH) assumption. One problem in the utilization of the technique is that the covariates need to be categorical or made categorical through appropriate grouping of the continuous covariates. Subjectivity in the decision making on the basis of eye-judgment of the plots and frequent inconclusiveness arising in situations where the number of categories and/or covariates gets larger are among other limitations of this technique. This paper proposes a non-graphical (numerical) test of the PH assumption that makes use of log−log survival function. The test enables checking proportionality for categorical as well as continuous covariates and overcomes the other limitations of the graphical method. Observed power and size of the test are compared to some other tests of its kind through simulation experiments. Simulations demonstrate that the proposed test is more powerful than some of the most sensitive tests in the literature in a wide range of survival situations. An example of the test is given using the widely used gastric cancer data. 相似文献
779.
A supersaturated design is a design whose run size is not enough for estimating all the main effects. It is commonly used in screening experiments, where the goals are to identify sparse and dominant active factors with low cost. In this paper, we study a variable selection method via the Dantzig selector, proposed by Candes and Tao [2007. The Dantzig selector: statistical estimation when p is much larger than n. Annals of Statistics 35, 2313–2351], to screen important effects. A graphical procedure and an automated procedure are suggested to accompany with the method. Simulation shows that this method performs well compared to existing methods in the literature and is more efficient at estimating the model size. 相似文献
780.
Using relative utility curves to evaluate risk prediction 总被引:2,自引:0,他引:2
Stuart G. Baker Nancy R. Cook rew Vickers Barnett S. Kramer 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2009,172(4):729-748
Summary. Because many medical decisions are based on risk prediction models that are constructed from medical history and results of tests, the evaluation of these prediction models is important. This paper makes five contributions to this evaluation: the relative utility curve which gauges the potential for better prediction in terms of utilities, without the need for a reference level for one utility, while providing a sensitivity analysis for misspecification of utilities, the relevant region, which is the set of values of prediction performance that are consistent with the recommended treatment status in the absence of prediction, the test threshold, which is the minimum number of tests that would be traded for a true positive prediction in order for the expected utility to be non-negative, the evaluation of two-stage predictions that reduce test costs and connections between various measures of performance of prediction. An application involving the risk of cardiovascular disease is discussed. 相似文献