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131.
James H. Albert 《The American statistician》2013,67(4):191-196
Consider the problem of inference about a parameter θ in the presence of a nuisance parameter v. In a Bayesian framework, a number of posterior distributions may be of interest, including the joint posterior of (θ, ν), the marginal posterior of θ, and the posterior of θ conditional on different values of ν. The interpretation of these various posteriors is greatly simplified if a transformation (θ, h(θ, ν)) can be found so that θ and h(θ, v) are approximately independent. In this article, we consider a graphical method for finding this independence transformation, motivated by techniques from exploratory data analysis. Some simple examples of the use of this method are given and some of the implications of this approximate independence in a Bayesian analysis are discussed. 相似文献
132.
Some Asymptotic Results of Kernel Density Estimators Under Random Left-Truncation and Dependent Data
Problems with truncated data arise frequently in survival analyses and reliability applications. The estimation of the density function of the lifetimes is often of interest. In this article, the estimation of density function by the kernel method is considered, when truncated data are showing some kind of dependence. We apply the strong Gaussian approximation technique to study the strong uniform consistency for kernel estimators of the density function under a truncated dependent model. We also apply the strong approximation results to study the integrated square error properties of the kernel density estimators under the truncated dependent scheme. 相似文献
133.
Antonio F. B. Costa 《统计学通讯:理论与方法》2013,42(21):3902-3925
134.
ABSTRACTThe literature on spurious regressions has found that the t-statistic for testing the null of no relationship between two independent variables diverges asymptotically under a wide variety of non stationary data-generating processes for the dependent and explanatory variables. This paper introduces a simple method which guarantees convergence of this t-statistic to a pivotal limit distribution, thus allowing asymptotic inference. This method can be used to distinguish a genuine relationship from a spurious one among integrated processes. We apply the proposed procedure to several pairs of apparently independent integrated variables, and find that our procedure does not find (spurious) significant relationships. 相似文献
135.
Daniel Barry 《统计学通讯:理论与方法》2013,42(10):3277-3293
136.
We examine moving average (MA) filters for estimating the integrated variance (IV) of a financial asset price in a framework where high-frequency price data are contaminated with market microstructure noise. We show that the sum of squared MA residuals must be scaled to enable a suitable estimator of IV. The scaled estimator is shown to be consistent, first-order efficient, and asymptotically Gaussian distributed about the integrated variance under restrictive assumptions. Under more plausible assumptions, such as time-varying volatility, the MA model is misspecified. This motivates an extensive simulation study of the merits of the MA-based estimator under misspecification. Specifically, we consider nonconstant volatility combined with rounding errors and various forms of dependence between the noise and efficient returns. We benchmark the scaled MA-based estimator to subsample and realized kernel estimators and find that the MA-based estimator performs well despite the misspecification. 相似文献
137.
138.
139.
Oleg A.?ProkopyevEmail author Panos M.?PardalosEmail author 《Journal of Combinatorial Optimization》2004,8(4):495-502
For a Boolean function f given by its truth table (of length
) and a parameter s the problem considered is whether there is a Boolean function g
-equivalent to f, i.e.,
, and computed by a circuit of size at most s. In this paper we investigate the complexity of this problem and show that for specific values of
it is unlikely to be in P/poly. Under the same assumptions we also consider the optimization variant of the problem and prove its inapproximability. 相似文献
140.
介绍了数字电路故障诊断的Petri网模型和Petri网的分析方法之—─—可达树分析法。该方法应适用于各种Petri网,但由于状态空间的复杂,其限适用于较小Petri网。并研究了可达树分析法在数字电路故障测试中的应用。 相似文献