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101.
Olivier Cappé Randal Douc Arnaud Guillin Jean-Michel Marin Christian P. Robert 《Statistics and Computing》2008,18(4):447-459
In this paper, we propose an adaptive algorithm that iteratively updates both the weights and component parameters of a mixture
importance sampling density so as to optimise the performance of importance sampling, as measured by an entropy criterion.
The method, called M-PMC, is shown to be applicable to a wide class of importance sampling densities, which includes in particular
mixtures of multivariate Student t distributions. The performance of the proposed scheme is studied on both artificial and real examples, highlighting in particular
the benefit of a novel Rao-Blackwellisation device which can be easily incorporated in the updating scheme.
This work has been supported by the Agence Nationale de la Recherche (ANR) through the 2006–2008 project
’
. Both last authors are grateful to the participants to the BIRS
meeting on “Bioinformatics, Genetics and Stochastic Computation: Bridging the Gap”, Banff, for their comments on an earlier
version of this paper. The last author also acknowledges an helpful discussion with Geoff McLachlan. The authors wish to thank
both referees for their encouraging comments. 相似文献
102.
Supply networks are becoming increasingly complex with multiple overlapping relationships between firms that may span across industries. Consequently, inventory management is becoming more difficult as managers have to cope with variability in the supply flows that originate from different parts of the network. Managers that quickly sense abnormal flows may intervene and adapt their inventory policies in response to system changes. In this article, we present a framework for sensing abnormal flows originating within the upstream supply network of a focal organization. Our framework combines time series modeling with process charts to identify abnormal flow patterns in the incoming supply streams. It is a flexible framework that uses off‐the‐shelf technology to provide managers with a process that can be employed for monitoring multiple individual or aggregated data streams originating within any complex system such as complex adaptive supply networks. We illustrate our framework on four years of longitudinal supply data from the second largest food bank in the United States. We identify multiple instances of abnormal supply flows and validate our results through rigorous inventory analysis as well as field‐based expert interviews. We discuss the implications of our findings for inventory management in complex supply networks, both from academic and practitioner points of view. 相似文献
103.
金桂桃 《江南大学学报(人文社会科学版)》2011,10(2):124-128
汉语中大多数动量词产生于"动+数"式,少数动量词产生于"数+动"式;能够进入前一种格式并发展成为动量词的词,在语义上必须与需要计量的动词紧密相关:包括近义关系、概括动作过程或表示动作行为结果等;后一种格式中的动词发展成为动量词的必要条件是:它与另一动词同时受一个数词修饰(即"数+V1V2"),且该句义主要由动词V2承担。汉语动量词产生的动因是受名量表示法的影响。文章最后还对动量词为什么首先产生于"动+数"式,且为什么大多数动量词都产生于这一表示法等相关问题提出了一些思考。 相似文献
104.
The so-called “new social history,” which in the 1970s intended to reconstruct the past from the bottom up, made it possible for my cohort of graduate students to put a human face on race, ethnicity, class, gender, and age. At the same time, gerontology's gatekeepers were receptive to joining artists and experts in the humanities in their explorations of aging—if the latter were willing to advance the theoretical dimensions and empirical rules of that scientific field of inquiry. Over the course of a generation, important advances have occurred. Historical research has made a difference, broadening gerontological research. That said, there remains much to learn about the meanings and experiences of growing old(er) over time, and few younger historians in tenure lines are poised to promote historical gerontology. 相似文献
105.
We consider the problem of choosing among a class of possible estimators by selecting the estimator with the smallest bootstrap estimate of finite sample variance. This is an alternative to using cross-validation to choose an estimator adaptively. The problem of a confidence interval based on such an adaptive estimator is considered. We illustrate the ideas by applying the method to the problem of choosing the trimming proportion of an adaptive trimmed mean. It is shown that a bootstrap adaptive trimmed mean is asymptotically normal with an asymptotic variance equal to the smallest among trimmed means. The asymptotic coverage probability of a bootstrap confidence interval based on such adaptive estimators is shown to have the nominal level. The intervals based on the asymptotic normality of the estimator share the same asymptotic result, but have poor small-sample properties compared to the bootstrap intervals. A small-sample simulation demonstrates that bootstrap adaptive trimmed means adapt themselves rather well even for samples of size 10. 相似文献
106.
《Journal Of Human Behavior In The Social Environment》2013,23(4):33-50
Abstract The assessment of client adaptive functioning is often an important component of a comprehensive social work evaluation. The Vineland Adaptive Behavior Scales (VABS) are the most commonly used quantitative measures of adaptive functioning for clients meeting the criteria for a wide range of disorders. We review the development of the VABS and current knowledge pertaining to the instrument's reliability and validity. We conclude that the ability to administer and interpret the VABS is an important skill for clinical social workers to acquire. 相似文献
107.
Nonlinear mixed effects models (NLMEM) are used in pharmacokinetics to analyse concentrations of patients during drug development, particularly for pediatric studies. Approaches based on the Fisher information matrix can be used to optimize their design. Local design needs some a priori parameter values which might be difficult to guess. Therefore, two-stage adaptive designs are useful to provide some flexibility. We implemented in the R function PFIM the Fisher matrix for two-stage designs in NLMEM. We evaluated, with simulations, the impact of one-stage and two-stage designs on the precision of parameter estimation when the true and a priori parameters are different. 相似文献
108.
《The American statistician》2013,67(4):223-228
When employing model selection methods with oracle properties such as the smoothly clipped absolute deviation (SCAD) and the Adaptive Lasso, it is typical to estimate the smoothing parameter by m-fold cross-validation, for example, m = 10. In problems where the true regression function is sparse and the signals large, such cross-validation typically works well. However, in regression modeling of genomic studies involving Single Nucleotide Polymorphisms (SNP), the true regression functions, while thought to be sparse, do not have large signals. We demonstrate empirically that in such problems, the number of selected variables using SCAD and the Adaptive Lasso, with 10-fold cross-validation, is a random variable that has considerable and surprising variation. Similar remarks apply to non-oracle methods such as the Lasso. Our study strongly questions the suitability of performing only a single run of m-fold cross-validation with any oracle method, and not just the SCAD and Adaptive Lasso. 相似文献
109.
Fang Xia Stephen L. George Jing Ning Liang Li Xuelin Huang 《Journal of applied statistics》2021,48(6):1091
Clinical trials in the era of precision cancer medicine aim to identify and validate biomarker signatures which can guide the assignment of individually optimal treatments to patients. In this article, we propose a group sequential randomized phase II design, which updates the biomarker signature as the trial goes on, utilizes enrichment strategies for patient selection, and uses Bayesian response-adaptive randomization for treatment assignment. To evaluate the performance of the new design, in addition to the commonly considered criteria of Type I error and power, we propose four new criteria measuring the benefits and losses for individuals both inside and outside of the clinical trial. Compared with designs with equal randomization, the proposed design gives trial participants a better chance to receive their personalized optimal treatments and thus results in a higher response rate on the trial. This design increases the chance to discover a successful new drug by an adaptive enrichment strategy, i.e. identification and selective enrollment of a subset of patients who are sensitive to the experimental therapies. Simulation studies demonstrate these advantages of the proposed design. It is illustrated by an example based on an actual clinical trial in non-small-cell lung cancer. 相似文献
110.
This article considers the shrinkage estimation procedure in the Cox's proportional hazards regression model when it is suspected that some of the parameters may be restricted to a subspace. We have developed the statistical properties of the shrinkage estimators including asymptotic distributional biases and risks. The shrinkage estimators have much higher relative efficiency than the classical estimator, furthermore, we consider two penalty estimators—the LASSO and adaptive LASSO—and compare their relative performance with that of the shrinkage estimators numerically. A Monte Carlo simulation experiment is conducted for different combinations of irrelevant predictors and the performance of each estimator is evaluated in terms of simulated mean squared error. Simulation study shows that the shrinkage estimators are comparable to the penalty estimators when the number of irrelevant predictors in the model is relatively large. The shrinkage and penalty methods are applied to two real data sets to illustrate the usefulness of the procedures in practice. 相似文献