全文获取类型
收费全文 | 2149篇 |
免费 | 46篇 |
国内免费 | 4篇 |
专业分类
管理学 | 41篇 |
人口学 | 7篇 |
丛书文集 | 5篇 |
理论方法论 | 6篇 |
综合类 | 52篇 |
社会学 | 3篇 |
统计学 | 2085篇 |
出版年
2023年 | 8篇 |
2022年 | 3篇 |
2021年 | 17篇 |
2020年 | 39篇 |
2019年 | 68篇 |
2018年 | 104篇 |
2017年 | 162篇 |
2016年 | 60篇 |
2015年 | 56篇 |
2014年 | 73篇 |
2013年 | 825篇 |
2012年 | 188篇 |
2011年 | 54篇 |
2010年 | 49篇 |
2009年 | 51篇 |
2008年 | 45篇 |
2007年 | 37篇 |
2006年 | 27篇 |
2005年 | 36篇 |
2004年 | 35篇 |
2003年 | 25篇 |
2002年 | 32篇 |
2001年 | 23篇 |
2000年 | 14篇 |
1999年 | 22篇 |
1998年 | 31篇 |
1997年 | 20篇 |
1996年 | 12篇 |
1995年 | 8篇 |
1994年 | 4篇 |
1993年 | 4篇 |
1992年 | 3篇 |
1991年 | 3篇 |
1990年 | 7篇 |
1989年 | 3篇 |
1988年 | 9篇 |
1987年 | 3篇 |
1986年 | 1篇 |
1985年 | 9篇 |
1984年 | 4篇 |
1983年 | 11篇 |
1982年 | 3篇 |
1980年 | 3篇 |
1979年 | 2篇 |
1978年 | 1篇 |
1977年 | 2篇 |
1976年 | 1篇 |
1975年 | 1篇 |
1973年 | 1篇 |
排序方式: 共有2199条查询结果,搜索用时 15 毫秒
141.
Double sampling scheme is used when cheap auxiliary variables may be measured to improve the estimation of a finite population parameter. Several estimators for population mean, ratio of means and variance are available, when two dependent samples are drawn. However, there are few proposals for the case of independent samples. In this paper both cases of dependent and independent samples are dealt with. A general approach for estimating a finite population parameter is given, showing that all the proposed estimators are particular cases of the same general class. The minimum variance bound for any estimator in this class is provided (at the first order of approximation). Furthermore, an optimal estimator which reaches this minimum is found. 相似文献
142.
In this paper we consider semiparametric inference methods for the time scale parameters in general time scale models (Oakes, 1995, Duchesne and Lawless, 2000). We use the results of Robins and Tsiatis (1992) and Lin and Ying (1995) to derive a rank-based estimator that is more efficient and robust than the traditional minimum coefficient of variation (min CV) estimator of Kordonsky and Gerstbakh (1993) for many underlying models. Moreover, our estimator can readily handle censored samples, which is not the case with the min CV method. 相似文献
143.
Moving Extremes Ranked Set Sampling (MERSS) is a useful modification of Ranked Set Sampling (RSS). Unlike RSS, MERSS allows
for an increase of set size without introducing too much ranking error. The method is considered parametrically under exponential
distribution. Maximum likelihood estimator (MLE), and a modified MLE are considered and their properties are studied. The
method is studied under both perfect and imperfect ranking (with error in ranking). It appears that these estimators can be
real competitors to the MLE using the usual simple random sampling (SRS). 相似文献
144.
D. B. Holiday 《统计学通讯:理论与方法》2013,42(6):2107-2124
A kernel estimator of a derivative of arbitrary order of a nonparametric average population curve is considered for a correlated-errors model with balanced replicate measurements at each design point. Asymptotic expansions of the mean squared error are derived for two classes of correlation functions in the model. Consistency, choice of smoothing parameter, and rates of convergence are examined for the important special cases of estimating the first and second derivatives. 相似文献
145.
Heleno Bolfarine 《统计学通讯:理论与方法》2013,42(12):3683-3700
In this paper, minimax predictors are considered for some population quantities of interest, under some specific superpopulation models. Minimax predictors are derived under a binomial superpopulation model. The well known ratio estimator is shown to be minimax under the usual simple regression normal model. Nonparametric minimax predictors are considered under some models. Some of the predictors considered also shown to be admis s ible. 相似文献
146.
We propose kernel density estimators based on prebinned data. We use generalized binning schemes based on the quantiles points of a certain auxiliary distribution function. Therein the uniform distribution corresponds to usual binning. The statistical accuracy of the resulting kernel estimators is studied, i.e. we derive mean squared error results for the closeness of these estimators to both the true function and the kernel estimator based on the original data set. Our results show the influence of the choice of the auxiliary density on the binned kernel estimators and they reveal that non-uniform binning can be worthwhile. 相似文献
147.
Chin-Shang Li 《Revue canadienne de statistique》1999,27(3):485-496
A test is proposed for assessing the lack of fit of heteroscedastic nonlinear regression models that is based on comparison of nonparametric kernel and parametric fits. A data-driven method is proposed for bandwidth selection using the asymptotically optimal bandwidth of the parametric null model which leads to a test that has a limiting normal distribution under the null hypothesis and is consistent against any fixed alternative. The resulting test is applied to the problem of testing the lack of fit of a generalized linear model. 相似文献
148.
We obtain the rates of pointwise and uniform convergence of multivariate kernel density estimators using a random bandwidth vector obtained by some data-based algorithm. We are able to obtain faster rate for pointwise convergence. The uniform convergence rate is obtained under some moment condition on the marginal distribution. The rates are obtained under i.i.d. and strongly mixing type dependence assumptions. 相似文献
149.
Helge Blaker 《Scandinavian Journal of Statistics》1999,26(1):1-15
ABSTRACT. The problem of estimating the mean of a multivariate normal distribution when the parameter space allows an orthogonal decomposition is discussed. Risk functions and lower bounds for a class of shrinkage estimators that includes Stein's estimator are derived, and an improvement on Stein's estimator that takes advantage of the orthogonal decomposition is introduced. Uniform asymptotics related to Pinsker's minimax risk is derived and we give conditions for attaining the lower risk bound. Special cases including regression and analysis of variance are discussed. 相似文献
150.
Yoon-Jae Whang 《Econometric Reviews》1998,17(3):301-327
In this paper, we develop a test of the normality assumption of the errors using the residuals from a nonparametric kernel regression. Contrary to the existing tests based on the residuals from a parametric regression, our test is thus robust to misspecification of the regression function. The test statistic proposed here is a Bera-Jarque type test of skewness and kurtosis. We show that the test statistic has the usual x2(2) limit distribution under the null hypothesis. In contrast to the results of Rilstone (1992), we provide a set of primitive assumptions that allow weakly dependent observations and data dependent bandwidth parameters. We also establish consistency property of the test. Monte Carlo experiments show that our test has reasonably good size and power performance in small samples and perfornu better than some of the alternative tests in various situations. 相似文献