全文获取类型
收费全文 | 16996篇 |
免费 | 516篇 |
国内免费 | 223篇 |
专业分类
管理学 | 1126篇 |
劳动科学 | 2篇 |
民族学 | 197篇 |
人才学 | 1篇 |
人口学 | 207篇 |
丛书文集 | 2015篇 |
理论方法论 | 841篇 |
综合类 | 11234篇 |
社会学 | 1487篇 |
统计学 | 625篇 |
出版年
2024年 | 36篇 |
2023年 | 146篇 |
2022年 | 168篇 |
2021年 | 187篇 |
2020年 | 273篇 |
2019年 | 332篇 |
2018年 | 320篇 |
2017年 | 348篇 |
2016年 | 341篇 |
2015年 | 424篇 |
2014年 | 852篇 |
2013年 | 1243篇 |
2012年 | 1062篇 |
2011年 | 1199篇 |
2010年 | 934篇 |
2009年 | 956篇 |
2008年 | 1067篇 |
2007年 | 1233篇 |
2006年 | 1114篇 |
2005年 | 1052篇 |
2004年 | 1011篇 |
2003年 | 956篇 |
2002年 | 829篇 |
2001年 | 659篇 |
2000年 | 382篇 |
1999年 | 166篇 |
1998年 | 83篇 |
1997年 | 61篇 |
1996年 | 49篇 |
1995年 | 40篇 |
1994年 | 33篇 |
1993年 | 27篇 |
1992年 | 28篇 |
1991年 | 28篇 |
1990年 | 21篇 |
1989年 | 23篇 |
1988年 | 14篇 |
1987年 | 12篇 |
1986年 | 3篇 |
1985年 | 6篇 |
1984年 | 2篇 |
1983年 | 5篇 |
1982年 | 2篇 |
1981年 | 2篇 |
1979年 | 2篇 |
1978年 | 1篇 |
1975年 | 3篇 |
排序方式: 共有10000条查询结果,搜索用时 0 毫秒
91.
ABSTRACTA quantile autoregresive model is a useful extension of classical autoregresive models as it can capture the influences of conditioning variables on the location, scale, and shape of the response distribution. However, at the extreme tails, standard quantile autoregression estimator is often unstable due to data sparsity. In this article, assuming quantile autoregresive models, we develop a new estimator for extreme conditional quantiles of time series data based on extreme value theory. We build the connection between the second-order conditions for the autoregression coefficients and for the conditional quantile functions, and establish the asymptotic properties of the proposed estimator. The finite sample performance of the proposed method is illustrated through a simulation study and the analysis of U.S. retail gasoline price. 相似文献
92.
John E. Angus 《统计学通讯:理论与方法》2013,42(5):1979-1982
Following Yang (1988), a simple, more self-contained derivation of the asymptotic normality of the bootstrap mean is presented, as well as other asymptotic results. The derivations are appropriate for beginning graduate students in statistics, relying only on fundamental notions of probability theory and analysis, 相似文献
93.
Balgobin Nandram 《统计学通讯:理论与方法》2013,42(6):2155-2164
An assessment is made of the number of observations on ordinal data necessary for reasonable power in a significance test of the null hypothesis of a logit model versus an alternative of a complementary log-log and vice versa. The conclusion is that quite modest numbers of observations, e.g. 50-100, are adequate provided that the boundaries of the ordinal scale are suitably defined. 相似文献
94.
Christina Schneider 《统计学通讯:理论与方法》2013,42(10):3841-3850
In his articles (1966-1968) concerning statistical inference based on lower and upper probabilities, Dempster refers to the connection between Fisher's fiducial argument and his own ideas of statistical inference. Dempster's main concern however focuses on the “Bayesian” aspects of his theory and not on an elaboration of the relation between Fisher's and his ideas. This article attempts to work out the connection between those two approaches and focuses primarily on the question, whether Dempster's combination rule, his upper and lower probabilty based on sufficient statistics and inference based on sufficient statistics in Fisher's sense are consistent. To be adequate to Fisher's reasoning, we deal with absolutely continuous, one parametric families of distributions.This is certainly not the usual assumption in context with Dempster's theory and implies a normative but straightforward definition concerning the underlying conditional distribution; this definition however is done in Dempster's spirit as can be seen from his articles, (1966, 1968,a,b). Under those assumptions it can be shown that - similar to Lindley's results concerning consistency in fiducial reasoning (1958) - the combination rule, Dempster's procedure based on sufficient statistics and fiducial inference by sufficient statistics agree iff the parametric family under consideration can be transformed to location parameter form. 相似文献
95.
Andrew P. Soms 《统计学通讯:理论与方法》2013,42(12):4459-4469
The results of Hoeffding (1956), Pledger and Proschan (1971), Gleser (1975) and Boland and Proschan (1983) are used to obtain Buehler (1957) 1-α lower confidence limits for the reliability of k of n systems of independent components when the subsystem data have equal sample sizes and the observed failures satisfy certain conditions. To the best of our knowledge, for k ≠ 1 or n, this is the first time the exact optimal lower confidence limits for system reliability have been given. The observed failure vectors are a generalization of key test results for k of n systems, k ≠ n (Soms (1984) and Winterbottom (1974)). Two examples applying the above theory are also given. 相似文献
96.
Tanaka (1988) lias derived the influence functions, which are equivalent to the perturbation expansions up to linear terms, of two functions of eigenvalues and eigenvectors of a real symmetric matrix, and applied them to principal component analysis. The present paper deals with the perturbation expansions up to quadratic terms of the same functions and discusses their application to sensitivity analysis in multivariate methods, in particular, principal component analysis and principal factor analysis. Numerical examples are given to show how the approximation improves with the quadratic terms. 相似文献
97.
We obtain the necessary and sufficient conditions so that any real function (x) is the conditional expectation E(h(X)/X≥x) of a random variable X with continuous distribution function, where h is a given real, continuous and strictly monotonic function. 相似文献
98.
Nazir Ahmed Chaudhry 《统计学通讯:理论与方法》2013,42(9):3283-3313
Using the idea of impirical influence function, Hinkley (1977), the weighted jackknife technique is extended to ratio estimation. A weighted jackknife variance estimator for the ratio estimator is developed. Using the prediction theory approach, the properties of the weighted jackknifed variance estimator are examined. The implications of the failures of regression model on the behaviour of the weighted jackknifed variance estimator, for ratio estimation, are also studied. 相似文献
99.
The problem of estimating the mode of a conditional probability density function is considered. It is shown that under some regularity conditions the estimate of the conditional mode obtained by maximizing a kernel estimate of the conditional probability density function is strongly consistent and asymptotically normally distributed. 相似文献
100.