全文获取类型
收费全文 | 7337篇 |
免费 | 285篇 |
国内免费 | 122篇 |
专业分类
管理学 | 2843篇 |
民族学 | 7篇 |
人口学 | 88篇 |
丛书文集 | 274篇 |
理论方法论 | 411篇 |
综合类 | 2932篇 |
社会学 | 495篇 |
统计学 | 694篇 |
出版年
2024年 | 16篇 |
2023年 | 134篇 |
2022年 | 102篇 |
2021年 | 114篇 |
2020年 | 257篇 |
2019年 | 248篇 |
2018年 | 241篇 |
2017年 | 266篇 |
2016年 | 263篇 |
2015年 | 269篇 |
2014年 | 396篇 |
2013年 | 653篇 |
2012年 | 441篇 |
2011年 | 431篇 |
2010年 | 354篇 |
2009年 | 333篇 |
2008年 | 353篇 |
2007年 | 371篇 |
2006年 | 389篇 |
2005年 | 379篇 |
2004年 | 302篇 |
2003年 | 260篇 |
2002年 | 213篇 |
2001年 | 198篇 |
2000年 | 106篇 |
1999年 | 93篇 |
1998年 | 58篇 |
1997年 | 47篇 |
1996年 | 42篇 |
1995年 | 41篇 |
1994年 | 57篇 |
1993年 | 41篇 |
1992年 | 33篇 |
1991年 | 28篇 |
1990年 | 36篇 |
1989年 | 22篇 |
1988年 | 32篇 |
1987年 | 22篇 |
1986年 | 19篇 |
1985年 | 13篇 |
1984年 | 18篇 |
1983年 | 17篇 |
1982年 | 17篇 |
1981年 | 16篇 |
1980年 | 1篇 |
1979年 | 1篇 |
1977年 | 1篇 |
排序方式: 共有7744条查询结果,搜索用时 15 毫秒
61.
Dipak K. Dey 《统计学通讯:理论与方法》2013,42(6):661-673
The problem of choice of coordinates in Stein-type estimators,when simultaneously estimating normal means, is considered. The question of deciding whether to use all coordinates in one combined shrinkage estimators or to separate into groups and use separate shrinkage estimators on each group is considered in the situation in which part of the prior information may be " misspecified". It is observed that the amount of misspecification determines whether to use the combined shrinkage estimator the separate shrinkage estimator. 相似文献
62.
63.
For a general class of continuous ( and marginally symmetric ) inultivariate distributions, based on suitable M-statistics ( involving bounded but possibly discontinuous score generating functions), shrinkage estimators of location are considered. These estimators are based on the James-Stein type rule and incorporates the idea of preliminary test estimation too. The main emphasis is laid on the study of asymptotic tdistributional ) risk properties of these est-innators, and asymptotic tin-) adraissibility results are also studied under fairly general regularity conditions. 相似文献
64.
In a multi-sample simple regression model, generally, homogeneity of the regression slopes leads to improved estimation of the intercepts. Analogous to the preliminary test estimators, (smooth) shrinkage least squares estimators of Intercepts based on the James-Stein rule on regression slopes are considered. Relative pictures on the (asymptotic) risk of the classical, preliminary test and the shrinkage least squares estimators are also presented. None of the preliminary test and shrinkage least squares estimators may dominate over the other, though each of them fares well relative to the other estimators. 相似文献
65.
H.J. Khamis 《统计学通讯:理论与方法》2013,42(7):2029-2060
The two-parent disease-genotype association problem is studied from the point of view of a coefficient of association between the disease phenotype of the child and the disease phenotypes of the parents, in the presence of some genotypic information about the parents. This coefficient of partial association is derived, and certain tests of hypotheses are constructed. The results are shown to be useful in estimation of recurrence risks, and in understanding the nature of the association between child and parental disease phenotypes. 相似文献
66.
N. Mukhopadhyay 《统计学通讯:理论与方法》2013,42(8):2471-2506
The literature on sequential estimation problems for negative exponential populations has been reviewed here, We attempt to bring in all the published and unpublished materials known to us in a fairly coherent fashion. Both the concepts and theoretical findings are discussed. 相似文献
67.
A sampling plan is derived for compliance testing providing consumer protection. 相似文献
68.
C. Gourieroux 《Econometric Reviews》2013,32(2-3):177-217
Risks are usually represented and measured by volatility–covolatility matrices. Wishart processes are models for a dynamic analysis of multivariate risk and describe the evolution of stochastic volatility–covolatility matrices, constrained to be symmetric positive definite. The autoregressive Wishart process (WAR) is the multivariate extension of the Cox, Ingersoll, Ross (CIR) process introduced for scalar stochastic volatility. As a CIR process it allows for closed-form solutions for a number of financial problems, such as term structure of T-bonds and corporate bonds, derivative pricing in a multivariate stochastic volatility model, and the structural model for credit risk. Moreover, the Wishart dynamics are very flexible and are serious competitors for less structural multivariate ARCH models. 相似文献
69.
Anirban Dasgupta George Casella Mohan Delampady Christian Genest William E. Strawderman Herman Rubin 《Revue canadienne de statistique》2000,28(4):675-687
The authors consider the correlation between two arbitrary functions of the data and a parameter when the parameter is regarded as a random variable with given prior distribution. They show how to compute such a correlation and use closed form expressions to assess the dependence between parameters and various classical or robust estimators thereof, as well as between p‐values and posterior probabilities of the null hypothesis in the one‐sided testing problem. Other applications involve the Dirichlet process and stationary Gaussian processes. Using this approach, the authors also derive a general nonparametric upper bound on Bayes risks. 相似文献
70.
The accuracy of a binary diagnostic test is usually measured in terms of its sensitivity and its specificity, or through positive and negative predictive values. Another way to describe the validity of a binary diagnostic test is the risk of error and the kappa coefficient of the risk of error. The risk of error is the average loss that is caused when incorrectly classifying a non-diseased or a diseased patient, and the kappa coefficient of the risk of error is a measure of the agreement between the diagnostic test and the gold standard. In the presence of partial verification of the disease, the disease status of some patients is unknown, and therefore the evaluation of a diagnostic test cannot be carried out through the traditional method. In this paper, we have deduced the maximum likelihood estimators and variances of the risk of error and of the kappa coefficient of the risk of error in the presence of partial verification of the disease. Simulation experiments have been carried out to study the effect of the verification probabilities on the coverage of the confidence interval of the kappa coefficient. 相似文献