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31.
Silvia Lopes 《统计学通讯:理论与方法》2013,42(10):2955-2967
32.
We present particle-based algorithms for sequential filtering and parameter learning in state-space autoregressive (AR) models with structured priors. Non-conjugate priors are specified on the AR coefficients at the system level by imposing uniform or truncated normal priors on the moduli and wavelengths of the reciprocal roots of the AR characteristic polynomial. Sequential Monte Carlo algorithms are considered and implemented for on-line filtering and parameter learning within this modeling framework. More specifically, three SMC approaches are considered and compared by applying them to data simulated from different state-space AR models. An analysis of a human electroencephalogram signal is also presented to illustrate the use of the structured state-space AR models in describing biomedical signals. 相似文献
33.
A pivotal characteristic of credit defaults that is ignored by most credit scoring models is the rarity of the event. The most widely used model to estimate the probability of default is the logistic regression model. Since the dependent variable represents a rare event, the logistic regression model shows relevant drawbacks, for example, underestimation of the default probability, which could be very risky for banks. In order to overcome these drawbacks, we propose the generalized extreme value regression model. In particular, in a generalized linear model (GLM) with the binary-dependent variable we suggest the quantile function of the GEV distribution as link function, so our attention is focused on the tail of the response curve for values close to one. The estimation procedure used is the maximum-likelihood method. This model accommodates skewness and it presents a generalisation of GLMs with complementary log–log link function. We analyse its performance by simulation studies. Finally, we apply the proposed model to empirical data on Italian small and medium enterprises. 相似文献
34.
This article analyses aspirations and intentions to migrate based on Gallup World Poll for the period 2010–2015. We estimate individual‐level traits associated with aspirations and intentions to migrate across groups of countries in different regions and with different income levels. This paper brings together previous hypotheses regarding migration aspirations and tests them under several specifications, while keeping separate findings according to migration aspirations and intentions to appreciate differences between them. Being dissatisfied with one’s own standard of living is associated with a higher probability of desiring to move, while the relation with the actual preparation to migrate is less clear. Some individual traits remain significant across (almost) all specifications: being male, foreign‐born, highly educated, and having networks abroad are associated with higher probability of preparing for international migration. Aspects related to one’s economic situation are not consistently significant across specifications, signalling the importance of contextual analyses for these factors. 相似文献
35.
Elisa Gallo Silvia Bressan Simonetta Baraldo Daniele Bottigliengo Sara Geremia Aslihan Senturk Acar Luca Zagolin Giovanna Marson Liviana Da Dalt Dario Gregori 《Risk analysis》2023,43(6):1137-1144
Air pollution has been linked to an increased risk of several respiratory diseases in children, especially respiratory tract infections. The present study aims to evaluate the association between pediatric emergency department (PED) presentations for bronchiolitis and air pollution. PED presentations due to bronchiolitis in children aged less than 1 year were retrospectively collected from 2007 to 2018 in Padova, Italy, together with daily environmental data. A conditional logistic regression based on a time-stratified case-crossover design was performed to evaluate the association between PED presentations and exposure to NO2, PM2.5, and PM10. Models were adjusted for temperature, relative humidity, atmospheric pressure, and public holidays. Delayed effects in time were evaluated using distributed lag non-linear models. Odds ratio for lagged exposure from 0 to 14 days were obtained. Overall, 2251 children presented to the PED for bronchiolitis. Infants’ exposure to higher concentrations of PM10 and PM2.5 in the 5 days before the presentation to the PED increased the risk of accessing the PED by more than 10%, whereas high concentrations of NO2 between 2 and 12 days before the PED presentation were associated with an increased risk of up to 30%. The association between pollutants and infants who required hospitalization was even greater. A cumulative effect of NO2 among the 2 weeks preceding the presentation was also observed. In summary, PM and NO2 concentrations are associated with PED presentations and hospitalizations for bronchiolitis. Exposure of infants to air pollution could damage the respiratory tract mucosa, facilitating viral infections and exacerbating symptoms. 相似文献
36.
37.
This article deals with the estimation of parametric equivalence scales for Italian households with different demographic characteristics: composition, location and number of employed members in the household. Using a sample of 43,701 observations on monthly current expenditures from 1997 to 2004 we estimate a demand system for ten goods and we tackle the problem of corner solutions for some goods adopting the Two Step estimator proposed by Shonkweiler and Yen (Am J Agric Econ 81:972–982, 1999). The consumption behavior of households is also analyzed calculating compensated, uncompensated and expenditure elasticites for each commodity. By considering households that differ in composition (number of children), geographic location (four-different macro-areas of Italy), and number of employed adults, we allow for a range of useful comparisons. 相似文献
38.
The Health and Retirement Study (HRS) is funded by the National Institute on Aging of US with the aim of investigating the health, social and economic implications of the aging of the American population. The participants of the study receive a thorough in-home clinical and neuropsychological assessment leading to a diagnosis of normal, cognitive impairment but not demented, or dementia. Due to the heterogeneity of the participants into three classes, we analyze some overall cognitive functioning responses through a factor mixture analysis model. The model extends recent proposals developed for binary and continuous data to general mixed data and to the situation of observed heterogeneity, typical of the HRS study. 相似文献
39.
Fernando Ferraz do Nascimento Dani Gamerman Hedibert Freitas Lopes 《Statistics and Computing》2012,22(2):661-675
This paper is concerned with extreme value density estimation. The generalized Pareto distribution (GPD) beyond a given threshold
is combined with a nonparametric estimation approach below the threshold. This semiparametric setup is shown to generalize
a few existing approaches and enables density estimation over the complete sample space. Estimation is performed via the Bayesian
paradigm, which helps identify model components. Estimation of all model parameters, including the threshold and higher quantiles,
and prediction for future observations is provided. Simulation studies suggest a few useful guidelines to evaluate the relevance
of the proposed procedures. They also provide empirical evidence about the improvement of the proposed methodology over existing
approaches. Models are then applied to environmental data sets. The paper is concluded with a few directions for future work. 相似文献
40.
Fiorenzo Laghi Roberto Baiocco Eleonora Cannoni Anna Di Norcia Emma Baumgartner Anna Silvia Bombi 《Children and youth services review》2013
This study examined the relationship between friendship representation and internalizing and externalizing problems in school-aged children. One hundred Caucasian 6–7 year-old children (50 males and 50 females) and their mothers took part in the study. The Draw-a-Man Test, the Pictorial Assessment of Interpersonal Relationships, and the Child Behavior Checklist (CBCL/6-18) were used. Children with internalizing problems, externalizing problems, comorbid internalizing and externalizing problems, and a control group were compared on their pictorial representations of friendship. Results showed that children with externalizing problems included more pictorial indices of each friend's autonomy and a larger imbalance of importance between them; children with internalizing problems drew themselves as less similar to their friends. In conclusion, children's pictorial representation allows exploring some aspects of their tacit knowledge about the relationship with a best friend, which is not easily expressed verbally by young children. Finally, the implications of these findings for theoretical and empirical research development on friendship are discussed. 相似文献