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411.
We are concerned with nested case-control studies in this article. For proportional hazards model, a class of over-all estimators of hazard ratios is presented when simple samples are drawn from risk sets. These estimators have the form of the Mantel-Haenszel estimator of odds ratio, and are consistent not only for large strata, but also for sparse data. Consistent estimators of the variances of the proposed hazard ratio estimators are also developed. An example is given to illustrate the proposed estimators. 相似文献
412.
给出在 φ满足 Kantorovich引理的条件下 ,差分方程 tk 1=φ( tk)迭代序列 {tk}收敛于不动点 t* 的四种收敛速度 .作为应用 ,给出文 [1 ]中 Rheinbold W定理的一个更为明显的结果 相似文献
413.
Chi Song Wong 《统计学通讯:理论与方法》2013,42(8):3095-3115
The linear model Y - N(Xb, σ2∑) with a restriction R'b = M'u + c is considered, where X, R, M, ∑ and c are known. Explicit formulae are obtained for the best linear unbiased estimator of K'b, for the F-test of the hypothesis K'b = W'v + a, and for the simultaneous confidence intervals of the parameters K′i b' s, where K = [K1,K2,…Ks], w, and a are known, none of the matrices X, ∑, R, M, K, and W is required to have full ranks, and the design X can be one - or multi-way,complete or incomplete, balanced or not balanced, connected or disconnected. 相似文献
414.
Christopher A. Sims 《商业与经济统计学杂志》2013,31(1):45-47
Backsolving is a class of methods that generate simulated values for exogenous forcing processes in a stochastic equilibrium model from specified assumed distributions for Euler-equation disturbances. It can be thought of as a way to force the approximation error generated by inexact choice of decision rule or boundary condition into distortions of the distribution of the exogenous shocks in the simulations rather than into violations of the Euler equations as with standard approaches. Here it is applied to a one-sector neoclassical growth model with decision rule generated from a linear-quadratic approximation. 相似文献
415.
针对含一个位势的谱问题,得出了其Lax可积方程族,根据迹恒等式得出其Hamilton结构,并给出了其无穷多守恒律. 相似文献
416.
《Journal of Statistical Computation and Simulation》2012,82(3):139-162
Although the collinearity issue has been studied in previous simulation studies with a simultaneous system of equations, alternative estimators to circumvent this problem have received little attention. Monte Carlo techniques are used to examine the performance of several estimators under a squared error loss criterion. In particular, this study considers the Vinod–Ullah ridge-type estimators at the first and/or second stage of 2SLS. Ridge regression in the second stage only of 2SLS but not the first stage only, seems to be a practical alternative to 2SLS, especially in situations of strong collinearity. The OLS estimator and the ordinary ridge regression estimator also yield favorable results in situations of moderate to strong collinearity. 相似文献
417.
像教育一样,健康作为人力资本的重要组成部分,能够影响个人的劳动生产率和工资。海外有很多检验健康对工资影响的研究,但是基于中国数据的研究较少。本文采用了中国营养健康数据检验健康对中国居民工资的影响,使用一个健康和工资的联立方程模型来解释健康的内生性,分别使用自评健康状况和健康生活质量指标来估计。结论证实了国外大量文献的结论,即健康对工资率有显著影响,但是这种显著效应只有在考虑了健康的内生性和估计误差后才能成立.这种影响不仅显著而且很大。 相似文献
418.
In this paper, it is argued that the measurements of an underlying, latent variable cannot straightforwardly be used in group comparisons without testing whether the measurements relate to the latent variable in the same way for all groups. The procedure for testing this is discussed and is illustrated by assessing measurement invariance across groups with a different socio-economic status (SES) for the ORTOFIN, a scale measuring an individuals’ orientation toward finances [Loix, E., Pepermans, R., Mentens, C., Goedee, M., & Jegers, M. (2005). Orientation toward finances: Development of a measurement scale. The Journal of Behavioral Finance, 6, 192–201]. The results show that one factor of the ORTOFIN, i.e. ‘‘financial information”, is invariant across SES groups while ‘‘personal financial planning” lacks measurement invariance. Implications of these results are discussed. 相似文献
419.
D.G. Kabe 《统计学通讯:理论与方法》2013,42(17):2053-2058
Richmond (1982) uses a linear programming approach to the construction of simultaneous confidence intervals for a set of linear estimable parametric functions of the normal mean vector. We present a quadratic programming approach which constructs narrower confidence intervals than the linear programming approach given by Richmond (1982). 相似文献
420.
牙哈23凝析气田是国内第一个采用整体循环注气部分保压开发的凝析气田,进行有效水体及驱动能量的估算对充分利用天然能量、保持合理的回注比、实现气田开发效益的最大化意义重大。 相似文献