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101.
Roel J.G. Wilms Jan G.F. Thiemann 《Australian & New Zealand Journal of Statistics》1994,36(3):351-354
Let X1Y1,…, Yn be independent random variables. We characterize the distributions of X and Yj satisfying the equation {X+Y1++Yn}=dX, where {Z} denotes the fractional part of a random variable Z. In the case of full generality, either X is uniformly distributed on [0,1), or Yj has.a shifted lattice distribution and X is shift-invariant. We also give a characterization of shift-invariant distributions. Finally, we consider some special cases of this equation. 相似文献
102.
Ensuring a standard of assessment in situations where marking panels are used is fraught with difficulties, particularly where essay-type responses are to be marked. This paper discusses statistical process control procedures, similar to those used in industry, to help moderate marking quality when ‘double-marking’ or ‘partial double-marking’ are used. When questions are assessed by the same two markers, the scores assigned to responses by each marker may be adjusted so that their assessments are on average equal in terms of location and scale. The paper also discusses methods of controlling sequential assessment, and demonstrates the application of these techniques in evaluating marker consistency, using data from school leaving examinations in geography. 相似文献
103.
This article focuses on estimating regression coefficients in the high-dimensional seemingly unrelated regression model. When the number of equations exceeds that of the observations, both the maximum likelihood estimator and Zellner’s two-stage estimator do not exist. As an alternative, we propose a two-stage conditional expectation improved estimator. The new estimator is further improved by the high-correlated residuals, and the high correlation is determined by hypothesis testings. Simulations show that the new estimator outperforms the ordinary least-squares estimator in terms of mean square errors, especially when high-correlated residuals exist between the equations. 相似文献
104.
Interpretation of Canonical Discriminant Functions,Canonical Variates,and Principal Components 总被引:1,自引:0,他引:1
Alvin C. Rencher 《The American statistician》2013,67(3):217-225
Canonical discriminant functions are defined here as linear combinations that separate groups of observations, and canonical variates are defined as linear combinations associated with canonical correlations between two sets of variables. In standardized form, the coefficients in either type of canonical function provide information about the joint contribution of the variables to the canonical function. The standardized coefficients can be converted to correlations between the variables and the canonical function. These correlations generally alter the interpretation of the canonical functions. For canonical discriminant functions, the standardized coefficients are compared with the correlations, with partial t and F tests, and with rotated coefficients. For canonical variates, the discussion includes standardized coefficients, correlations between variables and the function, rotation, and redundancy analysis. Various approaches to interpretation of principal components are compared: the choice between the covariance and correlation matrices, the conversion of coefficients to correlations, the rotation of the coefficients, and the effect of special patterns in the covariance and correlation matrices. 相似文献
105.
Leon J. Gleser 《The American statistician》2013,67(4):310-312
Analysis of longitudinal data using a general linear mixed model requires the specification of a form for the covariance matrix of within-subject observations. Graphical diagnostics, such as the scatterplot matrix, can be of substantial help in making this specification. I introduce another graphical diagnostic, the Partial-Regression-on-Intervenors Scatterplot Matrix (PRISM), which complements the ordinary scatterplot matrix and which is more useful for identifying certain kinds of correlation structures. PRISMs corresponding to several commonly used correlation structures are displayed. The PRISM's usefulness in model specification is illustrated with an example of longitudinal data from a 100-kilometer road race. 相似文献
106.
Three tables provide coefficients for polynomial approximations of Student's t and chi-square percentage points at 10 probability levels, with relative error less than .00005 相似文献
107.
108.
109.
The estimator for the coefficients of a distributed lag model with smoothness priors proposed by Shi Her (1973) is examined and an alternative ridge-type estimator is obtained utilizing restricted least squares approach, A Monte Carlo experiment is carried out to compare the behavior of these estimators. 相似文献
110.
For the detection of influential observations on the loading matrix of the factor analysis model, we propose to use the infinitesimal version of two matrix coefficients, including Escoufier (1973)'s also discussed the application in factor analysis of some sensitivity measures used for similar purposes in principal component analysis. 相似文献