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81.
Finding the influence of traffic accident on the road is helpful to analyze the characteristics of traffic flow, and take reasonable and effective control measures. Here, the detrended fluctuation analysis method is applied to investigate the complexity of time series in mixed traffic flow with a blockage induced by an accident. As a parameter to depict the long-term evolutionary behavior of the time series in traffic flow, the scaling exponent is analyzed. According to the scaling exponent, it is shown that the traffic flow time series can display long-range correlation characteristics, short-range correlation characteristics, and non-power-law relation in the long-range correlation characteristics, which is strongly dependent on the entering probability of vehicle, the ratio of slow vehicle and the blockage duration time. 相似文献
82.
《统计学通讯:模拟与计算》2013,42(3):489-511
We consider the semiparametric regression model introduced by [1]. The dependent variable y is linked to the index x′ β through an unknown link function. [1] and [2] present Slicing methods (the Sliced Inverse Regression methods SIR-I, SIR-II and SIRα) in order to estimate the direction of the unknown slope parameter β. These methods are computationally simple and fast but depend on the choice of an arbitrary slicing fixed by the user. When the sample size is small, the number and the position of slices have an influence on the estimated direction. In this paper, we suggest to use the corresponding Pooled Slicing methods: PSIR-I (proposed by [3]), PSIR-II and PSIRα. These methods combine the results from a number of slicings. We compare the sample behaviour of Slicing and Pooled Slicing methods on simulations. We also propose a practical choice of α in SIRα and PSIRα methods. 相似文献
83.
84.
The inverse Gaussian distribution is often suited for modeling positive and/or positively skewed data (see Chhikara and Folks, 1989) and presents an interesting alternative to the Gaussian model in such cases. We note here that overlap coefficients and their variants are widely studied in the literature for Gaussian populations (see Mulekar and Mishra, 1994, 2000, and references therein for further details). This article studies the properties and addresses point estimation for large samples of commonly used measures of overlap when the populations are described by inverse Gaussian distributions. The bias and mean square error properties of the estimators are studied through a simulation study. 相似文献
85.
A sequence of independent lifetimes X 1,…, X m , X m+1,…, X n were observed from inverse Weibull distribution with mean stress θ1 and reliability R 1(t 0) at time t 0 but later it was found that there was a change in the system at some point of time m and it is reflected in the sequence after X m by change in mean stress θ1 and in reliability R 2(t 0) at time t 0. The Bayes estimators of m, R 1(t 0) and R 2(t 0) are derived when a poor and a more detailed prior information is introduced into the inferential procedure. The effects of correct and wrong prior information on the Bayes estimators are studied. 相似文献
86.
87.
Qihua Wang 《统计学通讯:理论与方法》2013,42(6):1091-1103
Asymptotic properties of M-estimators with complete data are investigated extensively. In the presence of missing data, however, the standard inference procedures for complete data cannot be applied directly. In this article, the inverse probability weighted method is applied to missing response problem to define M-estimators. The existence of M-estimators is established under very general regularity conditions. Consistency and asymptotic normality of the M-estimators are proved, respectively. An iterative algorithm is applied to calculating the M-estimators. It is shown that one step iteration suffices and the resulting one-step M-estimate has the same limit distribution as in the fully iterated M-estimators. 相似文献
88.
89.
Fabrice Gamboa Jean-Michel Loubes Paul Rochet 《Journal of statistical planning and inference》2011,141(1):305-317
Calibration methods have been widely studied in survey sampling over the last decades. Viewing calibration as an inverse problem, we extend the calibration technique by using a maximum entropy method. Finding the optimal weights is achieved by considering random weights and looking for a discrete distribution which maximizes an entropy under the calibration constraint. This method points a new frame for the computation of such estimates and the investigation of its statistical properties. 相似文献
90.
N. BalakrishnanRamesh C. Gupta Debasis KunduVíctor Leiva Antonio Sanhueza 《Journal of statistical planning and inference》2011,141(7):2175-2190
In this paper, we consider three different mixture models based on the Birnbaum-Saunders (BS) distribution, viz., (1) mixture of two different BS distributions, (2) mixture of a BS distribution and a length-biased version of another BS distribution, and (3) mixture of a BS distribution and its length-biased version. For all these models, we study their characteristics including the shape of their density and hazard rate functions. For the maximum likelihood estimation of the model parameters, we use the EM algorithm. For the purpose of illustration, we analyze two data sets related to enzyme and depressive condition problems. In the case of the enzyme data, it is shown that Model 1 provides the best fit, while for the depressive condition data, it is shown all three models fit well with Model 3 providing the best fit. 相似文献