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451.
Summary Moments and distributions of quadratic forms or quadratic expressions in normal variables are available in literature. Such
quadratic expressions are shown to be equivalent to a linear function of independent central or noncentral chi-square variables.
Some results on linear functions of generalized quadratic forms are also available in literature. Here we consider an arbitrary
linear function of matrix-variate gamma variables. Moments of the determinant of such a linear function are evaluated when
the matrix-variate gammas are independently distributed. By using these results, arbitrary non-null moments as well as the
non-null distribution of the likelihood ratio criterion for testing the hypothesis of equality of covariance matrices in independent
multivariate normal populations are derived. As a related result, the distribution of a linear function of independent matrix-variate
gamma random variables, which includes linear functions of independent Wishart matrices, is also obtained. Some properties
of generalized special functions of several matrix arguments are used in deriving these results. 相似文献
452.
AbstractMissing data arise frequently in clinical and epidemiological fields, in particular in longitudinal studies. This paper describes the core features of an R package wgeesel, which implements marginal model fitting (i.e., weighted generalized estimating equations, WGEE; doubly robust GEE) for longitudinal data with dropouts under the assumption of missing at random. More importantly, this package comprehensively provide existing information criteria for WGEE model selection on marginal mean or correlation structures. Also, it can serve as a valuable tool for simulating longitudinal data with missing outcomes. Lastly, a real data example and simulations are presented to illustrate and validate our package. 相似文献
453.
This paper studies a sequential procedure R for selecting a random size subset that contains the multinomial cell which has the smallest cell probability. The stopping rule of the proposed procedure R is the composite of the stopping rules of curtailed sampling, inverse sampling, and the Ramey-Alam sampling. A reslut on the worst configuration is shown and it is employed in computing the procedure parameters that guarantee certain probability requirements. Tables of these procedure parameters, the corresponding probability of correct selection, the expected sample size, and the expected subset size are given for comparison purpose. 相似文献
454.
This paper considers a generalization of the exponential type distributions in the class of exponential families. A characterization and a method of generating an exponential family from a given family are given. In particular the generalized gamma, the generalized Poisson, the inverse Gaussian distributions belonging to this family are discussed. The approximations of the cumulative sums for the generalized gamma and the generalized Poisson by the Chi-square are considered. Some of the results are extended to the bivariate case. 相似文献
455.
456.
V. Seshadri 《Revue canadienne de statistique》1991,19(4):437-445
Let μ be a positive measure concentrated on R+ generating a natural exponential family (NEF) F with quadratic variance function VF(m), m being the mean parameter of F. It is shown that v(dx) = (γ+x)μ(γ ≥ 0) (γ ≥ 0) generates a NEF G whose variance function is of the form l(m)Δ+cΔ(m), where l(m) is an affine function of m, Δ(m) is a polynomial in m (the mean of G) of degree 2, and c is a constant. The family G turns out to be a finite mixture of F and its length-biased family. We also examine the cases when F has cubic variance function and show that for suitable choices of γ the family G has variance function of the form P(m) + Q(m)m where P, Q are polynomials in m of degree m2 while Δ is an affine function of m. Finally we extend the idea to two dimensions by considering a bivariate Poisson and bivariate gamma mixture distribution. 相似文献
457.
Let D = (V, A) be a directed graph, for each vertex v V, let +(v) and – (v) denote the sets of arcs leaving and entering v,
and
be intersecting families on +(v) and –(v), respectively, and
and
be submodular functions on intersecting pairs. A flow f : A R is feasible if
Given a cost function c on A, the minimum cost polymatroidal flow problem is to find a feasible flow f with minimum cost {c(e)f(e)ve A}, it is a significant generalization of many combinatorial optimization problems.Given a feasible flow f*, cost and restriction functions on A, the inverse polymatroidal flow problem is to modify c, optimally and with bounds, such that f* becomes a minimum cost polymatroidal flow under the modified cost.It is shown in this paper that the inverse problem can be formulated as a combinatorial linear program and can be further transformed into a minimum cost circulation problem. Hence it can be solved efficiently by strongly polynomial combinatorial algorithms. We also give a necessary and sufficient condition for the feasibility of the inverse problem. 相似文献
458.
We consider a regression analysis of multivariate response on a vector of predictors. In this article, we develop a sliced inverse regression-based method for reducing the dimension of predictors without requiring a prespecified parametric model. Our proposed method preserves as much regression information as possible. We derive the asymptotic weighted chi-squared test for dimension. Simulation results are reported and comparisons are made with three methods—most predictable variates, k-means inverse regression and canonical correlation approach. 相似文献
459.
460.
The paper deals with the problem of sequential estimation for stochastic processes in the presence of a nuisance parameter.
Using the approach to estimation through estimating equations, optimum estimating functions based on a random observation
time are investigated in some models for processes appearing in reliability systems theory. 相似文献