全文获取类型
收费全文 | 4408篇 |
免费 | 149篇 |
国内免费 | 62篇 |
专业分类
管理学 | 202篇 |
劳动科学 | 2篇 |
民族学 | 6篇 |
人才学 | 1篇 |
人口学 | 13篇 |
丛书文集 | 199篇 |
理论方法论 | 48篇 |
综合类 | 1600篇 |
社会学 | 55篇 |
统计学 | 2493篇 |
出版年
2024年 | 6篇 |
2023年 | 30篇 |
2022年 | 55篇 |
2021年 | 60篇 |
2020年 | 98篇 |
2019年 | 109篇 |
2018年 | 138篇 |
2017年 | 205篇 |
2016年 | 146篇 |
2015年 | 144篇 |
2014年 | 188篇 |
2013年 | 1011篇 |
2012年 | 392篇 |
2011年 | 227篇 |
2010年 | 200篇 |
2009年 | 202篇 |
2008年 | 211篇 |
2007年 | 183篇 |
2006年 | 140篇 |
2005年 | 151篇 |
2004年 | 126篇 |
2003年 | 97篇 |
2002年 | 63篇 |
2001年 | 83篇 |
2000年 | 73篇 |
1999年 | 53篇 |
1998年 | 31篇 |
1997年 | 40篇 |
1996年 | 21篇 |
1995年 | 21篇 |
1994年 | 14篇 |
1993年 | 16篇 |
1992年 | 10篇 |
1991年 | 8篇 |
1990年 | 12篇 |
1989年 | 6篇 |
1988年 | 9篇 |
1987年 | 6篇 |
1986年 | 3篇 |
1985年 | 5篇 |
1984年 | 6篇 |
1983年 | 6篇 |
1982年 | 4篇 |
1980年 | 3篇 |
1979年 | 1篇 |
1978年 | 1篇 |
1977年 | 2篇 |
1976年 | 1篇 |
1975年 | 2篇 |
排序方式: 共有4619条查询结果,搜索用时 359 毫秒
131.
Bootstrap tests: how many bootstraps? 总被引:3,自引:0,他引:3
In practice, bootstrap tests must use a finite number of bootstrap samples. This means that the outcome of the test will depend on the sequence of random numbers used to generate the bootstrap samples, and it necessarily results in some loss of power. We examine the extent of this power loss and propose a simple pretest procedure for choosing the number of bootstrap samples so as to minimize experimental randomness. Simulation experiments suggest that this procedure will work very well in practice. 相似文献
132.
M. Ishaq Bhatti 《Statistical Papers》2000,41(3):345-352
Sen Gupta (1988) considered a locally most powerful (LMP) test for testing nonzero values of the equicorrelation coefficient
of a standard symmetric multivariate normal distribution. This paper constructs analogous tests for the symmetric multivariate
normal distribution. It shows that the new test is uniformly most powerful invariant even in the presence of a nuisance parameter,
σ2. Further applications of LMP invariant tests to several equicorrelated populations have been considered and an extension
to panel data modeling has been suggested. 相似文献
133.
In 1960 Levene suggested a potentially robust test of homogeneity of variance based on an ordinary least squares analysis of variance of the absolute values of mean-based residuals. Levene's test has since been shown to have inflated levels of significance when based on the F-distribution, and tests a hypothesis other than homogeneity of variance when treatments are unequally replicated, but the incorrect formulation is now standard output in several statistical packages. This paper develops a weighted least squares analysis of variance of the absolute values of both mean-based and median-based residuals. It shows how to adjust the residuals so that tests using the F -statistic focus on homogeneity of variance for both balanced and unbalanced designs. It shows how to modify the F -statistics currently produced by statistical packages so that the distribution of the resultant test statistic is closer to an F-distribution than is currently the case. The weighted least squares approach also produces component mean squares that are unbiased irrespective of which variable is used in Levene's test. To complete this aspect of the investigation the paper derives exact second-order moments of the component sums of squares used in the calculation of the mean-based test statistic. It shows that, for large samples, both ordinary and weighted least squares test statistics are equivalent; however they are over-dispersed compared to an F variable. 相似文献
134.
John Whitehead Susan Todd & W. J. Hall 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2000,62(4):731-745
In sequential studies, formal interim analyses are usually restricted to a consideration of a single null hypothesis concerning a single parameter of interest. Valid frequentist methods of hypothesis testing and of point and interval estimation for the primary parameter have already been devised for use at the end of such a study. However, the completed data set may warrant a more detailed analysis, involving the estimation of parameters corresponding to effects that were not used to determine when to stop, and yet correlated with those that were. This paper describes methods for setting confidence intervals for secondary parameters in a way which provides the correct coverage probability in repeated frequentist realizations of the sequential design used. The method assumes that information accumulates on the primary and secondary parameters at proportional rates. This requirement will be valid in many potential applications, but only in limited situations in survival analysis. 相似文献
135.
In this article, we propose a new class of semiparametric instrumental variable models with partially varying coefficients, in which the structural function has a partially linear form and the impact of endogenous structural variables can vary over different levels of some exogenous variables. We propose a three-step estimation procedure to estimate both functional and constant coefficients. The consistency and asymptotic normality of these proposed estimators are established. Moreover, a generalized F-test is developed to test whether the functional coefficients are of particular parametric forms with some underlying economic intuitions, and furthermore, the limiting distribution of the proposed generalized F-test statistic under the null hypothesis is established. Finally, we illustrate the finite sample performance of our approach with simulations and two real data examples in economics. 相似文献
136.
Max Döring 《Journal of Statistical Computation and Simulation》2019,89(16):2997-3034
The aim of this article is to review existing goodness-of-fit tests for the exponential distribution under progressive Type-II censoring and to provide some new ideas and adjustments. In particular, we consider two-parameter exponentially distributed random variables and adapt the proposed test procedures to our scenario if necessary. Then, we compare their power by an extensive simulation study. Furthermore, we propose five new test procedures that provide reasonable alternatives to those already known. 相似文献
137.
V. Zardasht 《Journal of Statistical Computation and Simulation》2019,89(8):1516-1525
In this paper, we introduce a new test for the dilation order based on cumulative residual Tsallis entropy of order α. The effect of the values of parameter α on the power of the test statistics is numerically investigated. The asymptotic distribution of the test statistic is given. The performance of the test statistic is evaluated using a simulation study. Finally, some numerical examples illustrating the theory are also given. 相似文献
138.
Mohammad Reza Mahmoudi Marziyeh Mahmoudi Abbas Pak 《Journal of Statistical Computation and Simulation》2019,89(12):2280-2292
Classifying several regression models fitted on a dataset is one of the most problems in data analysis. In other words, scientists are interested in comparing several regression models that can be used for a dataset. In this paper, an approach will be used to compare and classify several dependent regression models. Then the performance of the proposed method is investigated using simulation study and real example. 相似文献
139.
The traditional estimation of higher order co-moments of non-normal random variables by the sample analog of the expectation faces a curse of dimensionality, as the number of parameters increases steeply when the dimension increases. Imposing a factor structure on the process solves this problem; however, it leads to the challenging task of selecting an appropriate factor model. This paper contributes by proposing a test that exploits the following feature: when the factor model is correctly specified, the higher order co-moments of the unexplained return variation are sparse. It recommends a general to specific approach for selecting the factor model by choosing the most parsimonious specification for which the sparsity assumption is satisfied. This approach uses a Wald or Gumbel test statistic for testing the joint statistical significance of the co-moments that are zero when the factor model is correctly specified. The asymptotic distribution of the test is derived. An extensive simulation study confirms the good finite sample properties of the approach. This paper illustrates the practical usefulness of factor selection on daily returns of random subsets of S&P 100 constituents. 相似文献
140.
In a special paired sample case, Hotelling’s T2 test based on the differences of the paired random vectors is the likelihood ratio test for testing the hypothesis that the paired random vectors have the same mean; with respect to a special group of affine linear transformations it is the uniformly most powerful invariant test for the general alternative of a difference in mean. We present an elementary straightforward proof of this result. The likelihood ratio test for testing the hypothesis that the covariance structure is of the assumed special form is derived and discussed. Applications to real data are given. 相似文献