全文获取类型
收费全文 | 4901篇 |
免费 | 111篇 |
国内免费 | 46篇 |
专业分类
管理学 | 448篇 |
民族学 | 21篇 |
人才学 | 1篇 |
人口学 | 32篇 |
丛书文集 | 307篇 |
理论方法论 | 154篇 |
综合类 | 2092篇 |
社会学 | 241篇 |
统计学 | 1762篇 |
出版年
2024年 | 2篇 |
2023年 | 26篇 |
2022年 | 24篇 |
2021年 | 55篇 |
2020年 | 73篇 |
2019年 | 120篇 |
2018年 | 130篇 |
2017年 | 204篇 |
2016年 | 113篇 |
2015年 | 117篇 |
2014年 | 237篇 |
2013年 | 813篇 |
2012年 | 314篇 |
2011年 | 289篇 |
2010年 | 214篇 |
2009年 | 256篇 |
2008年 | 248篇 |
2007年 | 276篇 |
2006年 | 215篇 |
2005年 | 254篇 |
2004年 | 215篇 |
2003年 | 191篇 |
2002年 | 130篇 |
2001年 | 138篇 |
2000年 | 99篇 |
1999年 | 54篇 |
1998年 | 45篇 |
1997年 | 40篇 |
1996年 | 27篇 |
1995年 | 21篇 |
1994年 | 11篇 |
1993年 | 11篇 |
1992年 | 21篇 |
1991年 | 14篇 |
1990年 | 6篇 |
1989年 | 8篇 |
1988年 | 7篇 |
1987年 | 4篇 |
1986年 | 4篇 |
1985年 | 7篇 |
1984年 | 1篇 |
1983年 | 8篇 |
1982年 | 4篇 |
1981年 | 3篇 |
1980年 | 3篇 |
1979年 | 2篇 |
1978年 | 2篇 |
1977年 | 1篇 |
1975年 | 1篇 |
排序方式: 共有5058条查询结果,搜索用时 15 毫秒
991.
《统计学通讯:理论与方法》2013,42(11):2329-2342
In this paper we consider a Markovian perfect debugging model for which the software failure is caused by two types of faults, one which is easily detected and the other which is difficult to detect. When a failure occurs, a perfect debugging is immediately performed and consequently one fault is reduced from fault contents. We also treat the debugging time as a variable to develop a new debugging model. Based on the perfect debugging model, we propose an optimal software release policy that satisfies the requirements for both software reliability and expected number of faults which are required to achieve before releasing the software. Several measures, including the distribution of first passage time to the specified number of removed faults, are also obtained using the proposed debugging model. 相似文献
992.
Two families of processes: pure jump processes and jump-diffusion processes are widely used in literatures. Recently, empirical findings demonstrate that the underlying processes of high frequency data sets are pure-jump processes of infinite variation in many situations. Statistical tests are also proposed to make the empirical findings theoretically grounded. In this paper, we extend the work of Jing et al. (2012) in two aspects: (1) the jump process in the null hypothesis and the alternative hypothesis could be different; (2) the null hypothesis covers more flexible processes which are more relevant in finance when considering models for asset prices or nominal interest rates. Theoretically, the test is proven to be very powerful and can control the type I error probabilities well under the nominal level. 相似文献
993.
Motivated by the need to assess the significance of the trend in some macroeconomic series, this article considers inference of a parameter in parametric trend functions when the errors exhibit certain degrees of nonstationarity with changing unconditional variances. We adopt the recently developed self-normalized approach to avoid the difficulty involved in the estimation of the asymptotic variance of the ordinary least-square estimator. The limiting distribution of the self-normalized quantity is nonpivotal but can be consistently approximated by using the wild bootstrap, which is not consistent in general without studentization. Numerical simulation demonstrates favorable coverage properties of the proposed method in comparison with alternative ones. The U.S. nominal wages series is analyzed to illustrate the finite sample performance. Some technical details are included in the online supplemental material. 相似文献
994.
《商业与经济统计学杂志》2013,31(4):382-395
We consider modeling the real exchange rate by a stationary three-regime self-exciting threshold autoregressive (SETAR) model with possibly a unit root in the middle regime. This representation is consistent with purchasing power parity in the presence of trading costs. Our main contribution is to provide statistical tools for testing unit root versus a SETAR. First, we show that a SETAR with a unit root in the middle regime is stationary and mixing under reasonable assumptions. Second, we derive analytically the asymptotic distribution of our unit-root test under the null. Using monthly real exchange rate data, our test rejects the null of unit-root against a threshold process for five European series. 相似文献
995.
《Econometric Reviews》2013,32(2):93-123
Abstract This paper reviews the method of model-fitting via the empirical characteristic function. The advantage of using this procedure is that one can avoid difficulties inherent in calculating or maximizing the likelihood function. Thus it is a desirable estimation method when the maximum likelihood approach encounters difficulties but the characteristic function has a tractable expression. The basic idea of the empirical characteristic function method is to match the characteristic function derived from the model and the empirical characteristic function obtained from data. Ideas are illustrated by using the methodology to estimate a diffusion model that includes a self-exciting jump component. A Monte Carlo study shows that the finite sample performance of the proposed procedure offers an improvement over a GMM procedure. An application using over 72 years of DJIA daily returns reveals evidence of jump clustering. 相似文献
996.
Ngoc Khue Tran 《统计学通讯:理论与方法》2017,46(16):7942-7968
In this article, we consider an ergodic Ornstein–Uhlenbeck process with jumps driven by a Brownian motion and a compensated Poisson process, whose drift and diffusion coefficients as well as its jump intensity depend on unknown parameters. Considering the process discretely observed at high frequency, we derive the local asymptotic normality property. To obtain this result, Malliavin calculus and Girsanov’s theorem are applied to write the log-likelihood ratio in terms of sums of conditional expectations, for which a central limit theorem for triangular arrays can be applied. 相似文献
997.
This paper explores the boundary of the set of reaction networks that have an exact transient (truncated) multidimensional Poisson or product-form distribution for the number of particles of different types. Motivated by the birth–death process, we introduce the notions of transient detailed balance and delay functions, and use these notions to obtain the novel transient product-form distribution in a coagulation-fragmentation process for polymers with a tree-like structure from that of the pure coagulation process. 相似文献
998.
Vasileios Alevizakos 《统计学通讯:理论与方法》2013,42(20):5138-5144
AbstractThe use of indices as an estimation tool of process capability is long-established among the statistical quality professionals. Numerous capability indices have been proposed in last few years. Cpm constitutes one of the most widely used capability indices and its estimation has attracted much interest. In this paper, we propose a new method for constructing an approximate confidence interval for the index Cpm. The proposed method is based on the asymptotic distribution of the index Cpm obtained by the Delta Method. Under some regularity conditions, the distribution of an estimator of the process capability index Cpm is asymptotically normal. 相似文献
999.
James A. Koziol 《统计学通讯:理论与方法》2013,42(3):207-221
Hollander (1970) proposed a conditionally distribution-free test of bivariate symmetry based on the empirical distribution function. In this paper Hollander’s test statistic is examined In greater detail: in particular; its conditional asymptotic distribution is derived under the null hypothesis as well as under a sequence of local alternatives. Percentage points of the asymptotic distribution are presented; a power comparison between Hollander’s statistic and the likelihood ratio criterion in testing a variant of the sphericity hypothesis in multivariate analysis is made. 相似文献
1000.
Stanley L. Sclove 《统计学通讯:理论与方法》2013,42(7):675-695
The individuality of n fingerprint is based on the configuration of occurences of the ten Galton characteristics ( ridge endings, forks, etc. ). A model ( Osterburg, Parthasarthy, Raghavan, Sclove, 1977 ) for the occurence of these characteristics, in terms of a grid of cells, is further developed. The occurence of the characteristics is modelled as a two-dimensional multivariate Poisson process. This approach allows one to treat multiple occurrences in a more satisfying way than in Osterburg, Parthasarathy, Raghavan and Sclove ( 1977 ) or Sclove ( 1978 ) 相似文献