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851.
Abstract. Pareto sampling was introduced by Rosén in the late 1990s. It is a simple method to get a fixed size π ps sample though with inclusion probabilities only approximately as desired. Sampford sampling, introduced by Sampford in 1967, gives the desired inclusion probabilities but it may take time to generate a sample. Using probability functions and Laplace approximations, we show that from a probabilistic point of view these two designs are very close to each other and asymptotically identical. A Sampford sample can rapidly be generated in all situations by letting a Pareto sample pass an acceptance–rejection filter. A new very efficient method to generate conditional Poisson ( CP ) samples appears as a byproduct. Further, it is shown how the inclusion probabilities of all orders for the Pareto design can be calculated from those of the CP design. A new explicit very accurate approximation of the second-order inclusion probabilities, valid for several designs, is presented and applied to get single sum type variance estimates of the Horvitz–Thompson estimator. 相似文献
852.
Abstract. A new way of estimating stochastic volatility models is developed. The method is based on the existence of autoregressive moving average (ARMA) representations for powers of the log-squared observations. These representations allow to build a criterion obtained by weighting the sums of squared innovations corresponding to the different ARMA models. The estimator obtained by minimizing the criterion with respect to the parameters of interest is shown to be consistent and asymptotically normal. Monte-Carlo experiments illustrate the finite sample properties of the estimator. The method has potential applications to other non-linear time-series models. 相似文献
853.
Abstract. This paper considers simultaneous estimation of means from several strata. A model-based approach is taken, where the covariates in the superpopulation model are subject to measurement errors. Empirical Bayes (EB) and Hierarchical Bayes estimators of the strata means are developed and asymptotic optimality of EB estimators is proved. Their performances are examined and compared with that of the sample mean in a simulation study as well as in data analysis. 相似文献
854.
Consider a population of n individuals that move independently among a finite set {1, 2,……, k} of states in a sequence of trials. t = 0. 1, 2,…, m. each according to a Markov chain with transition probability matrix P . This paper deals with the problem of estimating P on the basis of aggregate data which record only the numbers of individuals that occupy each of the k states at times t = 0. 1,2,……,m. Estimation is accomplished using conditional least squares, and asymptotic results are verified for the case n → ∞. A weighted least-squares estimator is introduced and compared with previous estimators. Some comments are made on estimability questions that arise when only aggregate data are available. 相似文献
855.
Conditional discrimination is inherent in the intraverbal relation when one verbal stimulus alters the evocative effect of another verbal stimulus and they collectively evoke an intraverbal response. Rarely in research on conditional discriminations have both conditional and discriminative stimuli been vocal verbal and rarely have the responses been topography-based. Making conditional discriminations in intraverbal behavior is a repertoire that is often delayed in children with autism and other developmental disabilities. Reviewed in this paper is research on teaching intraverbal behavior, auditory conditional discriminations, and restricted stimulus control. The purpose of these reviews is to identify the extent to which previous researchers examined conditional discriminations in the intraverbal relation and to recommend directions for research in this area. 相似文献
856.
Modern Statistics for Spatial Point Processes* 总被引:1,自引:0,他引:1
Abstract. We summarize and discuss the current state of spatial point process theory and directions for future research, making an analogy with generalized linear models and random effect models, and illustrating the theory with various examples of applications. In particular, we consider Poisson, Gibbs and Cox process models, diagnostic tools and model checking, Markov chain Monte Carlo algorithms, computational methods for likelihood-based inference, and quick non-likelihood approaches to inference. 相似文献
857.
A. S. Tocquet 《Scandinavian Journal of Statistics》2001,28(3):429-443
We develop second order asymptotic results for likelihood-based inference in Gaussian non-linear regression models. We provide an approximation to the conditional density of the maximum likelihood estimator given an approximate ancillary statistic (the affine ancillary). From this approximation, we derive a statistic to test an hypothesis on one component of the parameter. This test statistic is an adjustment of the signed log-likelihood ratio statistic. The distributional approximations (for the maximum likelihood estimator and for the test statistic) are of second order in large deviation regions. 相似文献
858.
BRYAN LANGHOLZ 《Scandinavian Journal of Statistics》2007,34(1):120-136
Abstract. Four case studies are presented to illustrate how information available on cohort members can be used to inform the control selection in epidemiologic case-control studies. The basic framework is the nested case-control paradigm and accompanying analysis methods. Emphasis is on development of intuition for choosing study design candidates, the form of the estimators, and extensions of the basic theory to solve design and analysis problems. 相似文献
859.
本文利用[1]中所介绍的集值函数的导数和伴随导数的概念,对二层多目标决策模型的最优性,给出了两个充分条件和两个必要条件。 相似文献
860.
When they do not use formal quantitative risk assessment methods, many scientists (like other people) make mistakes and exhibit biases in reasoning about causation, if‐then relations, and evidence. Decision‐related conclusions or causal explanations are reached prematurely based on narrative plausibility rather than adequate factual evidence. Then, confirming evidence is sought and emphasized, but disconfirming evidence is ignored or discounted. This tendency has serious implications for health‐related public policy discussions and decisions. We provide examples occurring in antimicrobial health risk assessments, including a case study of a recently reported positive relation between virginiamycin (VM) use in poultry and risk of resistance to VM‐like (streptogramin) antibiotics in humans. This finding has been used to argue that poultry consumption causes increased resistance risks, that serious health impacts may result, and therefore use of VM in poultry should be restricted. However, the original study compared healthy vegetarians to hospitalized poultry consumers. Our examination of the same data using conditional independence tests for potential causality reveals that poultry consumption acted as a surrogate for hospitalization in this study. After accounting for current hospitalization status, no evidence remains supporting a causal relationship between poultry consumption and increased streptogramin resistance. This example emphasizes both the importance and the practical possibility of analyzing and presenting quantitative risk information using data analysis techniques (such as Bayesian model averaging (BMA) and conditional independence tests) that are as free as possible from potential selection, confirmation, and modeling biases. 相似文献