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421.
On the comparison of the pre-test and shrinkage estimators for the univariate normal mean 总被引:1,自引:1,他引:0
The estimation of the mean of an univariate normal population with unknown variance is considered when uncertain non-sample
prior information is available. Alternative estimators are defined to incorporate both the sample as well as the non-sample
information in the estimation process. Some of the important statistical properties of the restricted, preliminary test, and
shrinkage estimators are investigated. The performances of the estimators are compared based on the criteria of unbiasedness
and mean square error in order to search for a ‘best’ estimator. Both analytical and graphical methods are explored. There
is no superior estimator that uniformly dominates the others. However, if the non-sample information regarding the value of
the mean is close to its true value, the shrinkage estimator over performs the rest of the estimators.
Received: June 19, 1999; revised version: March 23, 2000 相似文献
422.
The authors develop a Markov model for the analysis of longitudinal categorical data which facilitates modelling both marginal and conditional structures. A likelihood formulation is employed for inference, so the resulting estimators enjoy the optimal properties such as efficiency and consistency, and remain consistent when data are missing at random. Simulation studies demonstrate that the proposed method performs well under a variety of situations. Application to data from a smoking prevention study illustrates the utility of the model and interpretation of covariate effects. The Canadian Journal of Statistics © 2009 Statistical Society of Canada 相似文献
423.
Trimmed (and Winsorized) means based on a scaled deviation are introduced and studied. The influence functions of the estimators are derived and their limiting distributions are established via asymptotic representations. As a main focus of the paper, the performance of the estimators with respect to various robustness and efficiency criteria is evaluated and compared with leading competitors including the ordinary Tukey trimmed (and Winsorized) means. Unlike the Tukey trimming which always trims a fixed fraction of sample points at each end of data, the trimming scheme here only trims points at one or both ends that have a scaled deviation beyond some threshold. The resulting trimmed (and Winsorized) means are much more robust than their predecessors. Indeed they can share the best breakdown point robustness of the sample median for any common trimming thresholds. Furthermore, for appropriate trimming thresholds they are highly efficient at light-tailed symmetric models and more efficient than their predecessors at heavy-tailed or contaminated symmetric models. Detailed comparisons with leading competitors on various robustness and efficiency aspects reveal that the scaled deviation trimmed (Winsorized) means behave very well overall and consequently represent very favorable alternatives to the ordinary trimmed (Winsorized) means. 相似文献
424.
An alternative form of the Watson efficiency 总被引:1,自引:0,他引:1
Watson [1951. Serial correlation in regression analysis. Ph.D. Thesis, Department of Experimental Statistics, North Carolina State College, Raleigh] introduced a relative efficiency, which is often called the Watson efficiency in literatures, to measure the inefficiency of the least squares in linear regression models. The Watson efficiency is defined by determinant, but we shall show by two examples that such a criterion does not always work well in some cases. In this paper, an alternative form based on Euclidean norm of the Watson efficiency is proposed and some examples are given to illustrate superiority of the new relative efficiency. 相似文献
425.
426.
Alexandra Rillaers 《Journal of population economics》2001,14(3):425-443
In this paper we aim to understand the role a welfare state can play in stimulating risky but profitable activities like
investment in education, and in reducing income inequality. We analyze how unemployment benefits may affect investment in
education when the latter is characterized by uncertain returns. This is done in an overlapping generations model in which
endogenous growth is introduced through human capital accumulation. We develop a numerical example of the model in order to
reproduce some key differences between the European versus the North American economy; differences that, according to this
model, result from the different degree of social protection characterizing both economies.
Received: 02 June 1999/Accepted: 22 February 2000 相似文献
427.
邓旭 《西华师范大学学报(自然科学版)》2010,(6)
虽然A+H同步IPO模式目前尚不具备常态化操作的条件,但相对于早期的先H后A,对于尚未在香港上市的中央企业而言至少具备7大优点:一是两地同时上市,有利于扩大新股发行影响,提高资金募集效率;二是可以避开其中某一个市场出现不稳定市况的影响,降低首次公开发行的风险;三是能够使企业获得更优的发行价,而此前香港市场的发行市盈率和二级市场市盈率都要低于内地市场,同时以A+H同步IPO,企业投资者基础更加广泛,这会有利于公司价值得到深入挖掘;四是可以使上市公司充分利用国际和国内两个资本市场的优势,尤其是利用香港市场监管国际化的优势提升企业市场化和规范化经营;五是同步发行A股、H股将发行影响扩大到全球范围,能极大地提升公司的市场形象和国际知名度;六是对于企业再融资也带来便利条件;七是上市前期工作也可以相互利用,募集资金到位更加及时。此外,中央企业A+H同步整体上市对于资本市场而言,也具有许多优点。 相似文献
428.
作为最常用的修辞格之一,双关较早便引起人们的关注,历来对双关辞格的论述也比较多,不过大都集中在双关的定义和分类等问题上。这些方面的论述,与双关辞格在社会语言生活中的使用频率和重要功能相比还显得不够,有必要在继承前人研究成果的基础上作进一步探讨。关于双关辞格修辞功能、生成基础的研究在传统修辞学领域尤显薄弱,而中国传统的文艺理论和哲学、美学观点以及现代语言学的相关理论,为这些研究奠定了理论基础。古代文论中的“谐”与“隐”范畴,现代语言学中的“经济原则”理论,很好地揭示了双关辞格的修辞功能;由儒家“中庸”思想衍生而来的“温柔敦厚”和“微言大义”学说构成了双关辞格生成与发展的哲学和美学基础,自然语言中大量存在的同音和多义语言单位则是双关辞格的语言基础 相似文献
429.
涂晓群 《南昌大学学报(人文社会科学版)》2007,38(5):115-118
劳伦斯与张爱玲同是20世纪初的现实主义作家,他们前期创作的作品是一种特殊类型的文学形态,它是世界文学史上的一个不可回避或轻视的阶段。通过比较研究,我们发现劳伦斯与张爱玲在创作思想、创作风格以及创作语言特色等方面有着共同性。这种现象对重新确立转型时期文学在文学史上的地位、作用具有重要意义。 相似文献
430.
AbstractIn a 2-step monotone missing dataset drawn from a multivariate normal population, T2-type test statistic (similar to Hotelling’s T2 test statistic) and likelihood ratio (LR) are often used for the test for a mean vector. In complete data, Hotelling’s T2 test and LR test are equivalent, however T2-type test and LR test are not equivalent in the 2-step monotone missing dataset. Then we interest which statistic is reasonable with relation to power. In this paper, we derive asymptotic power function of both statistics under a local alternative and obtain an explicit form for difference in asymptotic power function. Furthermore, under several parameter settings, we compare LR and T2-type test numerically by using difference in empirical power and in asymptotic power function. Summarizing obtained results, we recommend applying LR test for testing a mean vector. 相似文献