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821.
A general successive substitutions' scheme is developed to estimate parameters in a finite mixture of distributions from the exponential family, based on censored data. It is assumed that the data can be grouped in the first class and the number of observations in each of the remaining classes are known Examples from Poisson Exponential and Normal distributions are given A small simulation exercise has also been carried out for the mixture of two one parameter exponential population. 相似文献
822.
Chin Wen Cheong 《Journal of applied statistics》2010,37(2):201-214
This research investigates long memory financial equity markets using three heuristic methodologies namely a proposed modified variance time-aggregated plot, modified rescaled-range plot and periodogram approaches. The intensity of the long memory process is quantified in terms of Hurst parameter (H). Five Malaysian equity market indices are selected in the empirical studies with the inclusion of pre- and post-drastic economic events. Our empirical results evidenced dissimilar long memory behaviours in the different regimes of significant economic events. It is also found that after the short-memory adjustment, all the equity markets exhibited substantial reductions in long memory estimations. 相似文献
823.
This investigation considers a general linear model which changes parameters exactly once during the observation period. Assuming all the parameters are unknown and a proper prior distribution, the Bayesian predictive distribution of the future observations is derived. It is shown that the predictive distribution is a mixture of multivariate t distributions and that the mixing distribution is the marginal posterior mass function of the change point parameter. 相似文献
824.
Felix Famoye 《统计学通讯:理论与方法》2013,42(5):1335-1354
The family of generalized Poisson distribution has been found useful in describing over-dispersed and under-dispersed count data. We propose the use of restricted generalized Poisson regression model to predict a response variable affected by one or more explanatory variables. Approximate tests for the adequacy of the model and the estimation of the parameters are considered. Restricted generalized Poisson regression model has been applied to an observed data set. 相似文献
825.
Approximate conditional inference is developed for the slope parameter of the linear functional model with two variables. It is shown that the model can be transformed so that the slope parameter becomes an angle and nuisance parameters are radial distances. If the nuisance parameters are known an exact confidence interval based on a location-type conditional distribution is available for the angle. More gen¬erally, confidence distributions are used to average the conditional distribution over the nuisance parameters yielding an approximate conditional confidence interval that reflects the precision indicated by the data. An example is analyzed. 相似文献
826.
The usual maximum likelihood estimators of the parameters of the von Mises distribution are shown to perform badly in small samples. In view of this and the fact that these estimators require a large amount of computation, alternative, simpler estimators are proposed. It is shown that these estimators are at least comparable to the traditional estimators and are, in many cases, superior to them. We also apply the procedure of jackknifing to the maximum likelihood estimator of the concentration parameter of the von Mises distribution and compare the properties of the jackknifed estimator with the other estimators considered in this paper. 相似文献
827.
Shiue and Bain proposed an approximate F statistic for testing equality of two gamma distribution scale parameters in presence of a common and unknown shape parameter. By generalizing Shiue and Bain's statistic we develop a new statistic for testing equality of L >= 2 gamma distribution scale parameters. We derive the distribution of the new statistic ESP for L = 2 and equal sample size situation. For other situations distribution of ESP is not known and test based on the ESP statistic has to be performed by using simulated critical values. We also derive a C(α) statistic CML and develop a likelihood ratio statistic, LR, two modified likelihood ratio statistics M and MLB and a quadratic statistic Q. The distribution of each of the statistics CML, LR, M, MLB and Q is asymptotically chi-square with L - 1 degrees of freedom. We then conducted a monte-carlo simulation study to compare the perfor- mance of the statistics ESP, LR, M, MLB, CML and Q in terms of size and power. The statistics LR, M, MLB and Q are in general liberal and do not show power advantage over other statistics. The statistic CML, based on its asymptotic chi-square distribution, in general, holds nominal level well. It is most powerful or nearly most powerful in most situations and is simple to use. Hence, we recommend the statistic CML for use in general. For better power the statistic ESP, based on its empirical distribution, is recommended for the special situation for which there is evidence in the data that λ1 < … < λL and n1 < … < nL, where λ1 …, λL are the scale parameters and n1,…, nL are the sample sizes. 相似文献
828.
Martin Bachmaier 《AStA Advances in Statistical Analysis》2007,91(2):197-219
This paper gives conditions for the consistency of simultaneous redescending M-estimators for location
and scale. The consistency postulates the uniqueness of the parameters μ and σ, which are defined
analogously to the estimations by using the population distribution function instead of the empirical
one. The uniqueness of these parameters is no matter of course, because redescending ψ- and χ-functions,
which define the parameters, cannot be chosen in a way that the parameters can be considered as
the result of a common minimizing problem where the sum of ρ-functions of standardized residuals
is to be minimized. The parameters arise from two minimizing problems where the result of one problem
is a parameter of the other one. This can give different solutions. Proceeding from a symmetrical
unimodal distribution and the usual symmetry assumptions for ψ and χ leads, in most but not
in all cases, to the uniqueness of the parameters. Under this and some other assumptions, we can also
prove the consistency of the according M-estimators, although these estimators are usually not unique
even when the parameters are. The present article also serves as a basis for a forthcoming
paper, which is concerned with a completely outlier-adjusted confidence interval for μ. So
we introduce a ñ where data points far away from the bulk of the data are not counted at
all. 相似文献
829.
《Journal of Statistical Computation and Simulation》2012,82(10):2115-2132
This paper considers the development of inferential techniques based on the generalized variable method (GV-Method) for the location parameter of the general half-normal distribution. We are interested in hypothesis testing of, and interval estimation for, the location parameter. Body fat data, urinary excretion rate data, and simulated data are used to illustrate the application and to demonstrate the advantages of the proposed GV-Method over the large-sample method and the Bayesian method. 相似文献
830.
William C. Guenther 《The American statistician》2013,67(2):83-85
Approximate chi-square tests for hypotheses concerning multinomial probabilities are considered in many textbooks. In this article power calculations and sample size based on power are discussed and illustrated for the three most frequently used tests of this type. Available noncentrality parameters and existing tables permit a relatively easy solution of these kinds of problems. 相似文献