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11.
《随机性模型》2013,29(1):139-157
We consider the one-sided and the two-sided first-exit problem for a compound Poisson process with linear deterministic decrease between positive and negative jumps. This process (X(t)) t≥0 occurs as the workload process of a single-server queueing system with random workload removal, which we denote by M/G u /G d /1, where G u (G d ) stands for the distribution of the upward (downward) jumps; other applications are to cash management, dams, and several related fields. Under various conditions on G u and G d (assuming e.g. that one of them is hyperexponential, Erlang or Coxian), we derive the joint distribution of τ y =inf{t≥0|X(t)?(0,y)}, y>0, and X(τ y ) as well as that of T=inf{t≥0|X(t)≤0} and X(T). We also determine the distribution of sup{X(t)|0≤t≤T}. 相似文献
12.
This paper develops a new characterization of NBUC aging property, and investigates its preservation properties both under
monotonic anti-star-shaped transformations and under the non-homogeneous Poisson shock models. 相似文献
13.
Mark Bebbington Chin-Diew Lai Riardas Zitikis 《Australian & New Zealand Journal of Statistics》2007,49(3):251-265
Finding optimal, or at least good, maintenance and repair policies is crucial in reliability engineering. Likewise, describing life phases of human mortality is important when determining social policy or insurance premiums. In these tasks, one searches for distributions to fit data and then makes inferences about the population(s). In the present paper, we focus on bathtub‐type distributions and provide a view of certain problems, methods and solutions, and a few challenges, that can be encountered in reliability engineering, survival analysis, demography and actuarial science. 相似文献
14.
Exploring Parameter Relations for Multi‐Stage Models in Stage‐Wise Constant and Time Dependent Hazard Rates 下载免费PDF全文
Single cohort stage‐frequency data are considered when assessing the stage reached by individuals through destructive sampling. For this type of data, when all hazard rates are assumed constant and equal, Laplace transform methods have been applied in the past to estimate the parameters in each stage‐duration distribution and the overall hazard rates. If hazard rates are not all equal, estimating stage‐duration parameters using Laplace transform methods becomes complex. In this paper, two new models are proposed to estimate stage‐dependent maturation parameters using Laplace transform methods where non‐trivial hazard rates apply. The first model encompasses hazard rates that are constant within each stage but vary between stages. The second model encompasses time‐dependent hazard rates within stages. Moreover, this paper introduces a method for estimating the hazard rate in each stage for the stage‐wise constant hazard rates model. This work presents methods that could be used in specific types of laboratory studies, but the main motivation is to explore the relationships between stage maturation parameters that, in future work, could be exploited in applying Bayesian approaches. The application of the methodology in each model is evaluated using simulated data in order to illustrate the structure of these models. 相似文献
15.
Wolfgang Panny 《随机性模型》2016,32(1):160-178
Two-periodic random walks have up-steps and down-steps of one unit as usual, but the probability of an up-step is α after an even number of steps and β = 1 ? α after an odd number of steps, and reversed for down-steps. This concept was studied by Böhm and Hornik[2]. We complement this analysis by using methods from (analytic) combinatorics. By using two steps at once, we can reduce the analysis to the study of Motzkin paths, with up-steps, down-steps, and level-steps. Using a proper substitution, we get the generating functions of interest in an explicit and neat form. The parameters that are discussed here are the (one-sided) maximum (already studied by Böhm and Hornik[2]) and the two-sided maximum. For the asymptotic evaluation of the average value of the two-sided maximum after n random steps, more sophisticated methods from complex analysis (Mellin transform, singularity analysis) are required. The approach to transfer the analysis to Motzkin paths is, of course, not restricted to the two parameters under consideration. 相似文献
16.
In recent decades, quantile regression has received much more attention from academics and practitioners. However, most of existing computational algorithms are only effective for small or moderate size problems. They cannot solve quantile regression with large-scale data reliably and efficiently. To this end, we propose a new algorithm to implement quantile regression on large-scale data using the sparse exponential transform (SET) method. This algorithm mainly constructs a well-conditioned basis and a sampling matrix to reduce the number of observations. It then solves a quantile regression problem on this reduced matrix and obtains an approximate solution. Through simulation studies and empirical analysis of a 5% sample of the US 2000 Census data, we demonstrate efficiency of the SET-based algorithm. Numerical results indicate that our new algorithm is effective in terms of computation time and performs well for large-scale quantile regression. 相似文献
17.
科技已成为推进社会、经济发展的果转化中最为根本的影响因素.但随着经济、社会的发展,其他要素如风险投资、管理、知识产权、资金等对科技成果转化都会产生不同程度的影响.文章主要分析影响科技成果转化的非技术因素. 相似文献
18.
彭澎 《天津市财贸管理干部学院学报》2013,(3):80-87
农村经济社会转型是一个自发的基于市场化改革而产生的社会宏观变迁,它的剧烈变动最终都体现和反射到农村政治机制和农民政治生活之中。日趋活跃的市场经济推动着农村社会主体的分化、利益的多元化、结构的分层化。利益成为人们关注、追求和维护的重点。而正是对利益的愈加认清和重视。就愈加需要对利益的表达渠道和机制进行调整和规范,特别是随着市场化发展而日渐觉醒的农民的民主意识、法治理念、权利思维、平等观念的不断增强,使得农民以前所未有的热情关注和参与农村社会政治事务。农村现有的基层政治制度和农民政治观念面I临着变革和调整的重任。 相似文献
19.
采用严格的信号分析方法,运用离散傅里叶变换(DFT)和傅里叶变换(FT)详细推导了理想状态和相位舍位条件下直接数字频率合成器(DDS)的频谱分布规律。所得到的理论推算结果与目前公认的结果一致,这对实际的DDS系统设计有着极大的参考价值 相似文献
20.
Weighted distributions (univariate and bivariate) have received widespread attention over the last two decades because of their flexibility for analyzing skewed data. In this article, we propose an alternative method to construct a new family of bivariate and multivariate weighted distributions. For illustrative purposes, some examples of the proposed method are presented. Several structural properties of the bivariate weighted distributions including marginal distributions together with distributions of the minimum and maximum, evaluation of the reliability parameter, and verification of total positivity of order two are also presented. In addition, we provide some multivariate extensions of the proposed models. A real-life data set is used to show the applicability of these bivariate weighted distributions. 相似文献