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811.
812.
Our study examines factors affecting children's cognitive ability in Vietnam for the period 2006–2016. We find that conditional wealth has a positive association with the cognitive capacity of 15-year-old children, manifested in all three methods of measurement: vocabulary points, math scores and reading comprehension scores in Vietnamese. Notably, the finding implies that improving household wealth after the children's first 1,000 days still plays an important role in the cognitive development of 5–12-year-olds. Also, it suggests that using conditional wealth enables us to capture the impact of economic shocks, thereby having a significant effect on the cognitive ability of children. 相似文献
813.
We test the hypothesis that policy interventions in crisis periods are less effective when markets are integrated, drawing on China and Russia’s experience during the global financial crisis. We conduct an event study to examine the response of stock market returns and volatility to intervention efforts using DCC-GARCH and Markov Regime Switching Models. We then estimate the extent of integration of China and Russia with the US market and assess its impact on policy interventions’ effectiveness based on a regression framework. We find that interventions were effective in China but failed in Russia, where greater global links were evident. Our findings provide important policy lessons to address the impact of the current COVID-19 pandemic, given the increasing global market linkages. 相似文献
814.
We consider the conditional estimation of the survival function of the time T2 to a second event as a function of the time T1 to a first event when there is a censoring mechanism acting on their sum T1+T2. The problem has been motivated by a treatment interruption study aimed at improving the quality of life of HIV-infected patients. We base the analysis on the survival function of T2 given that T1∈I, where I represents a period of scientific interest (1 trimester, 1 year, 2 years, etc.) and propose a non-parametric estimator for the survival function of T2 given that T1∈I, which takes into account both the selection bias and the heterogeneity due to the dependent censoring. The proposed estimator for the survival function uses the risk group of T2 conditioned on the categories of T1 and corrects for the dependent censoring using weights defined by the observed values of T1. The estimator, properly normalized, converges weakly to a zero-mean Gaussian process. We estimate the variance of the limiting process via a bootstrap methodology. Properties of the proposed estimator are illustrated by an extensive simulation study. The motivating data set is analysed by means of this new methodology. 相似文献
815.
The durations between market activities such as trades and quotes provide useful information on the underlying assets while analyzing financial time series. In this article, we propose a stochastic conditional duration model based on the inverse Gaussian distribution. The non-monotonic nature of the failure rate of the inverse Gaussian distribution makes it suitable for modeling the durations in financial time series. The parameters of the proposed model are estimated by an efficient importance sampling method. A simulation experiment is conducted to check the performance of the estimators. These estimates are used to compute estimated hazard functions and to compare with the empirical hazard functions. Finally, a real data analysis is provided to illustrate the practical utility of the models. 相似文献
816.
Hea-Jung Kim 《统计学通讯:理论与方法》2013,42(11):2159-2167
A Monte Carlo (MC) method is suggested for calculating an upper prediction limit for the mean of a future sample of small size N from a lognormal distribution. This is done by obtaining a Monte Carlo estimator of the limit utilizing the future sample generated from the Gibbs sampler. For the Gibbs sampler, a full conditional posterior predictive distribution of each observation in the future sample is derived. The MC method is straightforward to specify distributionally and to implement computationally, with output readily adapted for required inference summaries. In an example, practical application of the method is described. 相似文献
817.
Tachen Liang 《统计学通讯:理论与方法》2013,42(8):1409-1428
This paper deals with an empirical Bayes testing problem for the mean lifetimes of exponential distributions with unequal sample sizes. We study a method to construct empirical Bayes tests {δ* nl + 1,n }∞ n = 1 for the sequence of the testing problems. The asymptotic optimality of {δ* nl + 1,n }∞ n = 1 is studied. It is shown that the sequence of empirical Bayes tests {δ* nl + 1,n }∞ n = 1 is asymptotically optimal, and its associated sequence of regrets converges to zero at a rate (ln n)4M?1/n, where M is an upper bound of sample sizes. 相似文献
818.
In this paper, we consider the distribution of the number of "1"-runs of length k in a sequence of {0,1}-valued random variables of length n by using a new (unified) counting scheme called l-overlapping counting. Here, k and n are positive integers with k ≦ and l is an integer less than k. We obtain the prohabi!ity generating function of the distribution of the number of eoverlapping "in-runs of iength k in the sequence, even when the underiying sequence is a dependent sequence such as a highcr order Markov chaic. 相似文献
819.
Re-Bin Rau 《统计学通讯:理论与方法》2013,42(6):871-887
A batch of M items is inspected for defectives. Suppose there are d defective items in the batch. Let d 0 be a given standard used to evaluate the quality of the population where 0 < d 0 < M. The problem of testing H 0: d < d 0 versus H 1: d ≥ d 0 is considered. It is assumed that past observations are available when the current testing problem is considered. Accordingly, the empirical Bayes approach is employed. By using information obtained from the past data, an empirical Bayes two-stage testing procedure is developed. The associated asymptotic optimality is investigated. It is proved that the rate of convergence of the empirical Bayes two-stage testing procedure is of order O (exp(? c? n)), for some constant c? > 0, where n is the number of past observations at hand. 相似文献
820.
Wayne R. Wesley James R. Simpson Peter A. Parker Joseph J. Pignatiello Jr. 《统计学通讯:理论与方法》2013,42(13):2251-2266
The impact of restricted randomization on the information matrix has created challenges for the computation of design optimality criteria. This article focuses on the computation of the maximum and minimum prediction variance for Central Composite (CCD) and Box–Behnken (BBD) split plot designs (SPD). The approach is to analytically determine the exact maximum and minimum prediction variance for both spherical and cuboidal second-order SPD. A particular feature of these analytical functions is that they are functions of the design parameters. Finally, the application of these analytical functions is demonstrated for a CCD SPD. 相似文献