全文获取类型
收费全文 | 820篇 |
免费 | 14篇 |
专业分类
管理学 | 36篇 |
民族学 | 10篇 |
人口学 | 18篇 |
丛书文集 | 96篇 |
理论方法论 | 43篇 |
综合类 | 251篇 |
社会学 | 77篇 |
统计学 | 303篇 |
出版年
2023年 | 3篇 |
2022年 | 6篇 |
2021年 | 6篇 |
2020年 | 17篇 |
2019年 | 14篇 |
2018年 | 25篇 |
2017年 | 28篇 |
2016年 | 18篇 |
2015年 | 18篇 |
2014年 | 53篇 |
2013年 | 128篇 |
2012年 | 64篇 |
2011年 | 76篇 |
2010年 | 46篇 |
2009年 | 45篇 |
2008年 | 56篇 |
2007年 | 45篇 |
2006年 | 33篇 |
2005年 | 20篇 |
2004年 | 23篇 |
2003年 | 23篇 |
2002年 | 25篇 |
2001年 | 16篇 |
2000年 | 17篇 |
1999年 | 9篇 |
1998年 | 10篇 |
1997年 | 3篇 |
1995年 | 2篇 |
1991年 | 1篇 |
1990年 | 1篇 |
1989年 | 1篇 |
1985年 | 1篇 |
1984年 | 1篇 |
排序方式: 共有834条查询结果,搜索用时 0 毫秒
71.
Q. Shao 《统计学通讯:理论与方法》2013,42(14):2418-2427
A periodically stationary time series has seasonal variances. A local linear trend estimation is proposed to accommodate unequal variances. A comparison of this proposed estimator with the estimator commonly used for a stationary time series is provided. The optimal bandwidth selection for this new trend estimator is discussed. 相似文献
72.
In this article, we introduce new asymptotic expansions for probability functions of sums of independent and identically distributed random variables. Results are obtained by efficiently employing information provided by lower-order convolutions. In comparison with Edgeworth-type theorems, advantages include improved asymptotic results in the case of symmetric random variables and ease of computation of main error terms and asymptotic crossing points. The first-order estimate can perform quite well against the corresponding renormalized saddlepoint approximation and, pointwise, requires evaluation of only a single convolution integral. While the new expansions are fairly straightforward, the implications are fortuitous and may spur further related work. 相似文献
73.
In this article, we propose the local linear estimators of the drift coefficient and diffusion coefficient in the second-order jump-diffusion model. We also show the consistency and asymptotic normality of these estimators under mild conditions. 相似文献
74.
ABSTRACTWe consider semiparametric inference on the partially linearsingle-index model (PLSIM). The generalized likelihood ratio (GLR) test is proposed to examine whether or not a family of new semiparametric models fits adequately our given data in the PLSIM. A new GLR statistic is established to deal with the testing of the index parameter α0 in the PLSIM. The newly proposed statistic is shown to asymptotically follow a χ2-distribution with the scale constant and the degrees of freedom being independent of the nuisance parameters or function. Some finite sample simulations and a real example are used to illustrate our proposed methodology. 相似文献
75.
AbstractThis article is devoted to study the problem of test of periodicity in the restricted exponential autoregressive (EXPAR) model. The local asymptotic normality property, of this model, is shown via the adapted sufficient conditions due to Swensen (1985). Using this result, in the case where the innovation density is specified, we obtain a parametric local asymptotic “most stringent” test. 相似文献
76.
This paper studies the partially time-varying coefficient models where some covariates are measured with additive errors. In order to overcome the bias of the usual profile least squares estimation when measurement errors are ignored, we propose a modified profile least squares estimator of the regression parameter and construct estimators of the nonlinear coefficient function and error variance. The proposed three estimators are proved to be asymptotically normal under mild conditions. In addition, we introduce the profile likelihood ratio test and then demonstrate that it follows an asymptotically χ2 distribution under the null hypothesis. Finite sample behavior of the estimators is investigated via simulations too. 相似文献
77.
Weighted local linear composite quantile estimation for the case of general error distributions 总被引:1,自引:0,他引:1
It is known that for nonparametric regression, local linear composite quantile regression (local linear CQR) is a more competitive technique than classical local linear regression since it can significantly improve estimation efficiency under a class of non-normal and symmetric error distributions. However, this method only applies to symmetric errors because, without symmetric condition, the estimation bias is non-negligible and therefore the resulting estimator is inconsistent. In this paper, we propose a weighted local linear CQR method for general error conditions. This method applies to both symmetric and asymmetric random errors. Because of the use of weights, the estimation bias is eliminated asymptotically and the asymptotic normality is established. Furthermore, by minimizing asymptotic variance, the optimal weights are computed and consequently the optimal estimate (the most efficient estimate) is obtained. By comparing relative efficiency theoretically or numerically, we can ensure that the new estimation outperforms the local linear CQR estimation. Finite sample behaviors conducted by simulation studies further illustrate the theoretical findings. 相似文献
78.
《统计学通讯:理论与方法》2013,42(3):435-449
Nonlinear reproductive dispersion models (NRDM, Jorgensen 1997) include a wider range of distributions and nonlinear models such as the possibility of correlated errors and nonlinear hypotheses dropping the exponential family assumption. Based on the generalized Cook distance and the conformal normal curvature of Poon & Poon (1999), local influence of minor perturbations on the data set is investigated for NRDM. Two examples are used to illustrate our results. 相似文献
79.
80.
We develop a likelihood ratio test for an abrupt change point in Weibull hazard functions with covariates, including the two-piece constant hazard as a special case. We first define the log-likelihood ratio test statistic as the supremum of the profile log-likelihood ratio process over the interval which may contain an unknown change point. Using local asymptotic normality (LAN) and empirical measure, we show that the profile log-likelihood ratio process converges weakly to a quadratic form of Gaussian processes. We determine the critical values of the test and discuss how the test can be used for model selection. We also illustrate the method using the Chronic Granulomatous Disease (CGD) data. 相似文献