全文获取类型
收费全文 | 876篇 |
免费 | 15篇 |
专业分类
管理学 | 132篇 |
民族学 | 1篇 |
人口学 | 118篇 |
丛书文集 | 15篇 |
理论方法论 | 79篇 |
综合类 | 13篇 |
社会学 | 421篇 |
统计学 | 112篇 |
出版年
2020年 | 8篇 |
2019年 | 7篇 |
2018年 | 18篇 |
2017年 | 22篇 |
2016年 | 15篇 |
2015年 | 10篇 |
2014年 | 22篇 |
2013年 | 153篇 |
2012年 | 25篇 |
2011年 | 24篇 |
2010年 | 20篇 |
2009年 | 22篇 |
2008年 | 25篇 |
2007年 | 13篇 |
2006年 | 14篇 |
2005年 | 41篇 |
2004年 | 19篇 |
2003年 | 18篇 |
2002年 | 27篇 |
2001年 | 16篇 |
2000年 | 17篇 |
1999年 | 16篇 |
1998年 | 11篇 |
1997年 | 20篇 |
1996年 | 10篇 |
1995年 | 8篇 |
1994年 | 8篇 |
1993年 | 14篇 |
1992年 | 16篇 |
1991年 | 21篇 |
1990年 | 16篇 |
1989年 | 16篇 |
1988年 | 22篇 |
1987年 | 10篇 |
1986年 | 9篇 |
1985年 | 12篇 |
1984年 | 11篇 |
1983年 | 8篇 |
1982年 | 15篇 |
1981年 | 11篇 |
1980年 | 7篇 |
1979年 | 12篇 |
1978年 | 9篇 |
1977年 | 13篇 |
1976年 | 8篇 |
1975年 | 12篇 |
1974年 | 6篇 |
1973年 | 5篇 |
1970年 | 3篇 |
1969年 | 4篇 |
排序方式: 共有891条查询结果,搜索用时 15 毫秒
91.
92.
The Friedman (1937) test for the randomized complete block design is used to test the hypothesis of no treatment effect among k treatments with b blocks. Difficulty in determination of the size of the critical region for this hypothesis is com¬pounded by the facts that (1) the most recent extension of exact tables for the distribution of the test statistic by Odeh (1977) go up only to the case with k6 and b6, and (2) the usual chi-square approximation is grossly inaccurate for most commonly used combinations of (k,b). The purpose of this paper 2 is to compare two new approximations with the usual x2 and F large sample approximations. This work represents an extension to the two-way layout of work done earlier by the authors for the one-way Kruskal-Wallis test statistic. 相似文献
93.
This paper studies the performance of tests which use a null hypothesis of bivariate symmetry and detect the broad class of location and/or scale alternatives . The conditionally distribution-free tests of Sen (1967) and Hollander (1971) and parametric tests related to those of Bell and Haller (1969) are compared in a Monte Carlo study which also includes a new conditionally distribution-free test. 相似文献
94.
The general Gauss–Markov model, Y = Xβ + e, E(e) = 0, Cov(e) = σ 2 V, has been intensively studied and widely used. Most studies consider covariance matrices V that are nonsingular but we focus on the most difficult case wherein C(X), the column space of X, is not contained in C(V). This forces V to be singular. Under this condition there exist nontrivial linear functions of Q′Xβ that are known with probability 1 (perfectly) where ${C(Q)=C(V)^\perp}$ . To treat ${C(X) \not \subset C(V)}$ , much of the existing literature obtains estimates and tests by replacing V with a pseudo-covariance matrix T = V + XUX′ for some nonnegative definite U such that ${C(X) \subset C(T)}$ , see Christensen (Plane answers to complex questions: the theory of linear models, 2002, Chap. 10). We find it more intuitive to first eliminate what is known about Xβ and then to adjust X while keeping V unchanged. We show that we can decompose β into the sum of two orthogonal parts, β = β 0 + β 1, where β 0 is known. We also show that the unknown component of X β is ${X\beta_1 \equiv \tilde{X} \gamma}$ , where ${C(\tilde{X})=C(X)\cap C(V)}$ . We replace the original model with ${Y-X\beta_0=\tilde{X}\gamma+e}$ , E(e) = 0, ${Cov(e)=\sigma^2V}$ and perform estimation and tests under this new model for which the simplifying assumption ${C(\tilde{X}) \subset C(V)}$ holds. This allows us to focus on the part of that parameters that are not known perfectly. We show that this method provides the usual estimates and tests. 相似文献
95.
Since the squared ranks test was first proposed by Taha in 1964 it has been mentioned by several authors as a test that is easy to use, with good power in many situations. It is almost as easy to use as the Wilcoxon rank sum test, and has greater power when two populations differ in their scale parameters rather than in their location parameters. This paper discuss the versatility of the squared ranks test, introduces a test which uses squared ranks, and presents some exact tables 相似文献
96.
Ronald D. Armstrong 《统计学通讯:模拟与计算》2013,42(7):1057-1073
This article develops a new cumulative sum statistic to identify aberrant behavior in a sequentially administered multiple-choice standardized examination. The examination responses can be described as finite Poisson trials, and the statistic can be used for other applications which fit this framework. The standardized examination setting uses a maximum likelihood estimate of examinee ability and an item response theory model. Aberrant and non aberrant probabilities are computed by an odds ratio analogous to risk adjusted CUSUM schemes. The significance level of a hypothesis test, where the null hypothesis is non-aberrant examinee behavior, is computed with Markov chains. A smoothing process is used to spread probabilities across the Markov states. The practicality of the approach to detect aberrant examinee behavior is demonstrated with results from both simulated and empirical data. 相似文献
97.
These Fortran-77 subroutines provide building blocks for Generalized Cross-Validation (GCV) (Craven and Wahba, 1979) calculations in data analysis and data smoothing including ridge regression (Golub, Heath, and Wahba, 1979), thin plate smoothing splines (Wahba and Wendelberger, 1980), deconvolution (Wahba, 1982d), smoothing of generalized linear models (O'sullivan, Yandell and Raynor 1986, Green 1984 and Green and Yandell 1985), and ill-posed problems (Nychka et al., 1984, O'sullivan and Wahba, 1985). We present some of the types of problems for which GCV is a useful method of choosing a smoothing or regularization parameter and we describe the structure of the subroutines.Ridge Regression: A familiar example of a smoothing parameter is the ridge parameter X in the ridge regression problem which we write. 相似文献
98.
99.
100.
A graphical procedure for the display of treatment means that enables one to determine the statistical significance of the observed differences is presented. It is shown that the widely used least significant difference and honestly significant difference statistics can be used to construct plots in which any two means whose uncertainty intervals do not overlap are significantly different at the assigned probability level. It is argued that these plots, because of their straightforward decision rules, are more effective than those that show the observed means with standard errors or confidence limits. Several examples of the proposed displays are included to illustrate the procedure. 相似文献