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121.
Partitioning the variance of a response by design levels is challenging for binomial and other discrete outcomes. Goldstein (2003) proposed four definitions for variance partitioning coefficients (VPC) under a two-level logistic regression model. In this study, we explicitly derived formulae for multi-level logistic regression model and subsequently studied the distributional properties of the calculated VPCs. Using simulations and a vegetation dataset, we demonstrated associations between different VPC definitions, the importance of methods for estimating VPCs (by comparing VPC obtained using Laplace and penalized quasilikehood methods), and bivariate dependence between VPCs calculated at different levels. Such an empirical study lends an immediate support to wider applications of VPC in scientific data analysis. 相似文献
122.
In this paper, we revisit the construction of confidence intervals for extreme quantiles of Pareto-type distributions. A novel asymptotic pivotal quantity is proposed for these quantile estimators, which leads to new asymptotic confidence intervals that exhibit more accurate coverage probability. This pivotal quantity also allows for the construction of a saddle-point approximation, from which a second set of new confidence intervals follows. The small-sample properties and utility of these confidence intervals are studied using simulations and a case study from insurance. 相似文献
123.
A two-step estimation approach is proposed for the fixed-effect parameters, random effects and their variance σ2 of a Poisson mixed model. In the first step, it is proposed to construct a small σ2-based approximate likelihood function of the data and utilize this function to estimate the fixed-effect parameters and σ2. In the second step, the random effects are estimated by minimizing their posterior mean squared error. Methods of Waclawiw and Liang (1993) based on so-called Stein-type estimating functions and of Breslow and Clayton (1993) based on penalized quasilikelihood are compared with the proposed likelihood method. The results of a simulation study on the performance of all three approaches are reported. 相似文献
124.
Denis Heng-Yan Leung & You-Gan Wang 《Australian & New Zealand Journal of Statistics》1998,40(1):43-52
The paper studies stochastic approximation as a technique for bias reduction. The proposed method does not require approximating the bias explicitly, nor does it rely on having independent identically distributed (i.i.d.) data. The method always removes the leading bias term, under very mild conditions, as long as auxiliary samples from distributions with given parameters are available. Expectation and variance of the bias-corrected estimate are given. Examples in sequential clinical trials (non-i.i.d. case), curved exponential models (i.i.d. case) and length-biased sampling (where the estimates are inconsistent) are used to illustrate the applications of the proposed method and its small sample properties. 相似文献
125.
Randeep Bhatia Sudipto Guha Samir Khuller Yoram J. Sussmann 《Journal of Combinatorial Optimization》1998,2(3):199-217
Facility location problems have always been studied with theassumption that the edge lengths in the network are static anddo not change over time. The underlying network could be used to model a city street networkfor emergency facility location/hospitals, or an electronic network for locating information centers. In any case, it is clear that due to trafficcongestion the traversal time on links changes with time. Very often, we have estimates as to how the edge lengths change over time, and our objective is to choose a set of locations (vertices) ascenters, such that at every time instant each vertex has a center close to it (clearly, the center close to a vertex may change over time). We also provide approximation algorithms as well as hardness results forthe K-center problem under this model. This is the first comprehensive study regarding approximation algorithmsfor facility location for good time-invariant solutions. 相似文献
126.
127.
A weighted approximation to a sequence of continuous time martingales by a time transformed Wiener process is established. The basic tool of proof is the Skorohod imbedding for martingale difference sequences. As an application of the main result a useful weighted approximation to the randomly weighted uniform empirical process is derived. A number of other applications are also discussed. 相似文献
128.
Josef Hofbauer William H. Sandholm 《Econometrica : journal of the Econometric Society》2002,70(6):2265-2294
We establish global convergence results for stochastic fictitious play for four classes of games: games with an interior ESS, zero sum games, potential games, and supermodular games. We do so by appealing to techniques from stochastic approximation theory, which relate the limit behavior of a stochastic process to the limit behavior of a differential equation defined by the expected motion of the process. The key result in our analysis of supermodular games is that the relevant differential equation defines a strongly monotone dynamical system. Our analyses of the other cases combine Lyapunov function arguments with a discrete choice theory result: that the choice probabilities generated by any additive random utility model can be derived from a deterministic model based on payoff perturbations that depend nonlinearly on the vector of choice probabilities. 相似文献
129.
M. P. Wand 《Australian & New Zealand Journal of Statistics》2011,53(3):305-330
We develop Mean Field Variational Bayes methodology for fast approximate inference in Bayesian Generalized Extreme Value additive model analysis. Such models are useful for flexibly assessing the impact of continuous predictor variables on sample extremes. The new methodology allows large Bayesian models to be fitted and assessed without the significant computing costs of Markov Chain Monte Carlo methods. We illustrate our new methodology with maximum rainfall data from the Sydney, Australia, hinterland. Comparisons are made between the Mean Field Variational Bayes and Markov Chain Monte Carlo approaches. 相似文献
130.
Adrian Baddeley 《Australian & New Zealand Journal of Statistics》2011,53(3):365-387
In survey sampling and in stereology, it is often desirable to estimate the ratio of means θ= E(Y)/E(X) from bivariate count data (X, Y) with unknown joint distribution. We review methods that are available for this problem, with particular reference to stereological applications. We also develop new methods based on explicit statistical models for the data, and associated model diagnostics. The methods are tested on a stereological dataset. For point‐count data, binomial regression and bivariate binomial models are generally adequate. Intercept‐count data are often overdispersed relative to Poisson regression models, but adequately fitted by negative binomial regression. 相似文献