全文获取类型
收费全文 | 164篇 |
免费 | 0篇 |
专业分类
管理学 | 9篇 |
人才学 | 1篇 |
人口学 | 1篇 |
丛书文集 | 2篇 |
综合类 | 71篇 |
统计学 | 80篇 |
出版年
2019年 | 3篇 |
2018年 | 5篇 |
2017年 | 7篇 |
2014年 | 5篇 |
2013年 | 27篇 |
2012年 | 6篇 |
2011年 | 4篇 |
2010年 | 2篇 |
2009年 | 6篇 |
2008年 | 10篇 |
2007年 | 6篇 |
2006年 | 17篇 |
2005年 | 5篇 |
2004年 | 8篇 |
2003年 | 2篇 |
2002年 | 6篇 |
2001年 | 7篇 |
2000年 | 3篇 |
1999年 | 9篇 |
1998年 | 9篇 |
1997年 | 3篇 |
1996年 | 3篇 |
1995年 | 2篇 |
1993年 | 3篇 |
1992年 | 4篇 |
1988年 | 1篇 |
1985年 | 1篇 |
排序方式: 共有164条查询结果,搜索用时 15 毫秒
141.
李珺平 《汕头大学学报(人文社会科学版)》2008,24(4):32-35,51
波德莱尔与傅立叶之关系问题,国内几乎无人论及。傅立叶宇宙论是波德莱尔"应和"论的哲学、美学来源之一。准确地说,波德莱尔的"应和"所对应的就是傅立叶的"情欲引力"和"普遍类比原则"(相似性)。由于傅立叶宇宙论是其历史学和政治经济学("空想社会主义")的基础,所以也被马克思恩格斯所关注和吸收。 相似文献
142.
143.
Bradford R. Grain 《统计学通讯:理论与方法》2013,42(1):89-96
The accuracy of orthogonal series types of density estimators can be conveniently measured in terms of their Mean Integrated Squared Error, or MISE. Further reduction In MISE is achieved by introducing certain weighting factors into the estimators. In this paper we consider optimal weighting matrices, and the result is a new class of density estimators, the collection of matrix density estimators. 相似文献
144.
In statistics, Fourier series have been used extensively in such areas as time series and stochastic processes. These series; however, to a large degree have been neglected with regard to their use in statistical distribution theory. This omission appears quite striking when one considers that, after the elementary functions, the trigonometric functions are the most important functions in applied mathematics. In this paper a procedure is developed for utilizing Fourier series to represent distribution functions of finite range random variables as Fourier series with coefficients easily expressible (using Chebyshev polynomials) In terms of the moments of the distribution. This method allows the evaluation of probabilities for a wide class of distributions. It is applied to the 相似文献
145.
Some bounds and approximations for the mean of second largest order sta¬tistic from an arbitrary continuous distribution symmetric about zero are obtained. For the standard normal case, FOURIER coefficients involved in the approximation procedure are tabulated and the bounds obtained are compared with other similar methods 相似文献
146.
Riccardo Gatto 《Statistics》2013,47(4):409-421
The broad class of generalized von Mises (GvM) circular distributions has certain optimal properties with respect to information theoretic quantities. It is shown that, under constraints on the trigonometric moments, and using the Kullback–Leibler information as the measure, the closest circular distribution to any other is of the GvM form. The lower bounds for the Kullback–Leibler information in this situation are also provided. The same problem is also considered using a modified version of the Kullback–Leibler information. Finally, series expansions are given for the entropy and the normalizing constants of the GvM distribution. 相似文献
147.
This paper demonstrates how certain statistics, computed from a sample of size n (from almost any distribution) may be simulated by using a sequence of substantially less than n random normal variates. Many statistics, θ, including almost all maximum likelihood estimates, can be expressed in terms of the sample trigonometric moments, STM. The STM are asymptotically multivariate normal with a mean vector and variance-covariance matrix easily expressible in terms of equally spaced characteristic function evaluations. Thus one only needs to know the Fourier transform or equivalently the characteristic function associated with elements of any moderate to large i. i. d. sample and have access to a normal random number generator to generate a sequence of STM with distributional properties almost identical to those of STM computed from that sample. These STM can in turn be used to compute the desired statistic θ. 相似文献
148.
Burak Güriş 《统计学通讯:模拟与计算》2013,42(10):3056-3062
AbstractTraditional unit root tests display a tendency to be nonstationary in the case of structural breaks and nonlinearity. To eliminate this problem this paper proposes a new flexible Fourier form nonlinear unit root test. This test eliminates this problem to add structural breaks and nonlinearity together to the test procedure. In this test procedure, structural breaks are modeled by means of a Fourier function and nonlinear adjustment is modeled by means of an exponential smooth threshold autoregressive (ESTAR) model. The simulation results indicate that the proposed unit root test is more powerful than the Kruse and KSS tests. 相似文献
149.
Mohsen Pourahmadi 《统计学通讯:理论与方法》2013,42(18):2085-2094
Let f be the spectral density function of a purely nondeterministic stationary stochastic process and be the optimal (canonical) fator of f. The role of the coefficients cn and dn (n ≥ 0) of φ and φ?1 respectivey, in prediction, filtering and control theory is well-knwn. We show that the cn's and dn's can be obtained recursively in terms of the Fourier coefficients of log f. Also, recursive and updating formulae fr the kolmogorovwiener predictor similar to those Box-Jenkins are provided.. 相似文献
150.
John F. Monahan 《统计学通讯:理论与方法》2013,42(11):3355-3357