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241.
Hsiaw-Chan Yeh 《统计学通讯:理论与方法》2013,42(4):497-510
This article studies the minima stable property of the general multivariate Pareto distributions MP(k)(I), MP(k)(II), MP(k)(III), MP(k)(IV) which can be applied to characterize the MP(k) distribution via its weighted ordered coordinates minima and marginal distribution. Also, the multivariate semi-Pareto distribution (denoted by MSP) is discerned in the class of geometric minima infinite divisible and geometric minima stable distributions. If the exponent measure is satisfied by some functional equation, then the geometric minima stable property can be used to characterize the MSP distribution. Finally, the finite sample minima infinite divisible property of the MP(k)(I), (II), and (IV) distributions is also discussed. 相似文献
242.
The class of nature exponential families generated by stable distributions has been introduced in different contexts by several authors. Tweedie (1984) and Jorgensen (1987) studied this class in the context of generalized liner models and exponential dispersion models. Bar-Lev and Enis (1986) introduced this class in the context of the property of reproducibility in natural exponential families and Hougaard (1986) found the distributions in this class to be natural candidates for applications as survival distributions in life tables for heterogeneous populations. In this note, we consider such a class in the context of minimum variance unbiased estimation. For each family in this class, we obtain an explicit expression for the uniformly minimum variance unbiased estimator for the r-th cumlant, the density function, and the reliability function. 相似文献
243.
The performance of several control charting schemes is studied when the process mean changes as a linear trend. The control charts considered include the Shewhart chart, the Shewhart chart supplemented with runs rules, the cumulative sum (CUSUM) chart, the exponentially weighted moving average (EWMA) chart, and a generalized control chart. 相似文献
244.
《随机性模型》2013,29(4):549-577
Abstract We look at a family of models for Internet traffic with increasing input rates and consider approximation models which exhibit self‐similarity at large time scales and multifractality at small time scales. Depending on whether the input rate is fast or slow, the total cumulative input traffic can be approximated by a self‐similar stable Lévy motion or a self‐similar Gaussian process. The stable Lévy limit does not depend on the behavior of the individual transmission schedules but the Gaussian limit does. Also, the models and their approximations show multifractal behavior at small time scales. 相似文献
245.
N. R. Mohan 《Revue canadienne de statistique》1977,5(2):213-218
Let {Sn, n ≥ 1} be a sequence of partial sums of independent and identically distributed non-negative random variables with a common distribution function F. Let F belong to the domain of attraction of a stable law with exponent α, 0 < α < 1. Suppose H(t) = ? N(t), t ? 0, where N(t) = max(n : Sn ≥ t). Under some additional assumptions on F, the difference between H(t) and its asymptotic value as t → ∞ is estimated. 相似文献
246.
Abstract High frequency data have become an important feature of many areas of research. They permit the creation of estimators in highly non‐parametric classes of continuous‐time models. In the context of continuous semi‐martingale models, we here provide a locally parametric ‘double Gaussian’ approximation, to facilitate the analysis of estimators. As in Mykland and Zhang (Econometrica, 77, 2009, p. 1403), the error in the approximation can be offset with a postasymptotic likelihood correction. The current approximation is valid in large neighbourhoods, permitting a sharp analysis of estimators that use local behaviour over asymptotically increasing numbers of observations. 相似文献
247.
248.
Efthymios G. Tsionas 《Statistical Papers》2000,41(4):437-451
The purpose of the paper, is to explain how recent advances in Markov Chain Monte Carlo integration can facilitate the routine
Bayesian analysis of the linear model when the prior distribution is completely user dependent. The method is based on a Metropolis-Hastings
algorithm with a Student-t source distribution that can generate posterior moments as well as marginal posterior densities
for model parameters. The method is illustrated with numerical examples where the combination of prior and likelihood information
leads to multimodal posteriors due to prior-likelihood conflicts, and to cases where prior information can be summarized by
symmetric stable Paretian distributions. 相似文献
249.
Copulas and frailty models are important tools to model bivariate survival data. Equivalence between Archimedean copula models and shared frailty models, e.g. between the Clayton-Oakes copula model and the shared gamma frailty model, has often been claimed in the literature. In this note we show that, in both the models, there is indeed a well-known equivalence between the copula functions; the modeling of the marginal survival functions, however, is quite different. The latter fact leads to different joint survival functions. 相似文献
250.