全文获取类型
收费全文 | 3448篇 |
免费 | 73篇 |
国内免费 | 29篇 |
专业分类
管理学 | 237篇 |
民族学 | 5篇 |
人才学 | 1篇 |
人口学 | 64篇 |
丛书文集 | 114篇 |
理论方法论 | 78篇 |
综合类 | 1248篇 |
社会学 | 199篇 |
统计学 | 1604篇 |
出版年
2024年 | 7篇 |
2023年 | 24篇 |
2022年 | 16篇 |
2021年 | 21篇 |
2020年 | 63篇 |
2019年 | 91篇 |
2018年 | 111篇 |
2017年 | 148篇 |
2016年 | 88篇 |
2015年 | 82篇 |
2014年 | 129篇 |
2013年 | 750篇 |
2012年 | 252篇 |
2011年 | 129篇 |
2010年 | 157篇 |
2009年 | 137篇 |
2008年 | 150篇 |
2007年 | 159篇 |
2006年 | 159篇 |
2005年 | 118篇 |
2004年 | 121篇 |
2003年 | 107篇 |
2002年 | 89篇 |
2001年 | 81篇 |
2000年 | 62篇 |
1999年 | 36篇 |
1998年 | 30篇 |
1997年 | 34篇 |
1996年 | 37篇 |
1995年 | 27篇 |
1994年 | 14篇 |
1993年 | 17篇 |
1992年 | 19篇 |
1991年 | 17篇 |
1990年 | 15篇 |
1989年 | 11篇 |
1988年 | 10篇 |
1987年 | 6篇 |
1986年 | 3篇 |
1985年 | 9篇 |
1984年 | 2篇 |
1983年 | 2篇 |
1982年 | 1篇 |
1981年 | 1篇 |
1980年 | 3篇 |
1979年 | 3篇 |
1978年 | 2篇 |
排序方式: 共有3550条查询结果,搜索用时 15 毫秒
11.
We consider the problem of estimating the scale parameter of an exponential or a gamma distribution under squared error loss when the scale parameter θ is known to be greater than some fixed value θ0. Natural estimators in this setting include truncated linear functions of the sufficient statistic. Such estimators are typically inadmissible, but explicit improvements seem difficult to find. Some are presented here. A particularly interesting finding is that estimators which are admissible in the untruncated problem which take values only in the interior of the truncated parameter space are found to be inadmissible for the truncated problem. 相似文献
12.
LetX1,X2, ..., be real-valued random variables forming a strictly stationary sequence, and satisfying the basic requirement of being either pairwise positively quadrant dependent or pairwise negatively quadrant dependent. LetF^ be the marginal distribution function of theXips, which is estimated by the empirical distribution functionFn and also by a smooth kernel-type estimateFn, by means of the segmentX1, ...,Xn. These estimates are compared on the basis of their mean squared errors (MSE). The main results of this paper are the following. Under certain regularity conditions, the optimal bandwidth (in the MSE sense) is determined, and is found to be the same as that in the independent identically distributed case. It is also shown thatn MSE(Fn(t)) andnMSE (F^n(t)) tend to the same constant, asn→∞ so that one can not discriminate be tween the two estimates on the basis of the MSE. Next, ifi(n) = min {k∈{1, 2, ...}; MSE (Fk(t)) ≤ MSE (Fn(t))}, then it is proved thati(n)/n tends to 1, asn→∞. Thus, once again, one can not choose one estimate over the other in terms of their asymptotic relative efficiency. If, however, the squared bias ofF^n(t) tends to 0 sufficiently fast, or equivalently, the bandwidthhn satisfies the requirement thatnh3n→ 0, asn→∞, it is shown that, for a suitable choice of the kernel, (i(n) ?n)/(nhn) tends to a positive number, asn→∞ It follows that the deficiency ofFn(t) with respect toF^n(t),i(n) ?n, is substantial, and, actually, tends to ∞, asn→∞. In terms of deficiency, the smooth estimateF^n(t) is preferable to the empirical distribution functionFn(t) 相似文献
13.
Local linear curve estimators are typically constructed using a compactly supported kernel, which minimizes edge effects and (in the case of the Epanechnikov kernel) optimizes asymptotic performance in a mean square sense. The use of compactly supported kernels can produce numerical problems, however. A common remedy is ridging, which may be viewed as shrinkage of the local linear estimator towards the origin. In this paper we propose a general form of shrinkage, and suggest that, in practice, shrinkage be towards a proper curve estimator. For the latter we propose a local linear estimator based on an infinitely supported kernel. This approach is resistant against selection of too large a shrinkage parameter, which can impair performance when shrinkage is towards the origin. It also removes problems of numerical instability resulting from using a compactly supported kernel, and enjoys very good mean squared error properties. 相似文献
14.
15.
In this paper we investigate the asymptotic critical value behaviour of certain multiple decision procedures as e.g. simultaneous confidence intervals and simultaneous as well as stepwise multiple test procedures. Supposing that n hypotheses or parameters of interest are under consideration we investigate the critical value behaviour when n increases. More specifically, we answer e.g. the question by which amount the lengths of confidence intervals increase when an additional parameter is added to the statistical analysis. Furthermore, critical values of different multiple decision procedures as for instance step-down and step-up procedures will be compared. Some general theoretic results are derived and applied for various distributions. 相似文献
16.
住房价格上涨与其影响因素之间的关系研究——基于VEC模型的实证分析 总被引:1,自引:1,他引:0
通过建立向量误差修正模型,对中国近年来住房价格持续上涨的原因进行了分析。结果表明,土地价格的快速上涨、金融对房地产业的过度支持以及在住房价格继续上涨预期刺激下的投机因素是中国住房价格上涨过快的主要原因。近年来中国住房价格的持续快速上涨在很大程度上是一种泡沫现象。 相似文献
17.
18.
Jianhong Shi Jie Zhang Xiaorui Wang Weixing Song 《Australian & New Zealand Journal of Statistics》2020,62(2):232-248
In this paper, we propose a robust estimation procedure for a class of non‐linear regression models when the covariates are contaminated with Laplace measurement error, aiming at constructing an estimation procedure for the regression parameters which are less affected by the possible outliers, and heavy‐tailed underlying distribution, as well as reducing the bias introduced by the measurement error. Starting with the modal regression procedure developed for the measurement error‐free case, a non‐trivial modification is made so that the modified version can effectively correct the potential bias caused by measurement error. Large sample properties of the proposed estimate, such as the convergence rate and the asymptotic normality, are thoroughly investigated. A simulation study and real data application are conducted to illustrate the satisfying finite sample performance of the proposed estimation procedure. 相似文献
19.
AbstractThe present study confirms the influential role of a positively and a negatively correlated auxiliary variables in enhancing the precision of estimates of current population mean in two occasion rotation (successive) sampling. Exponential-type estimators of current population mean have been proposed for three different situations: (i) the information on a positively correlated auxiliary variable is readily available on both occasions (ii) the information on a negatively correlated auxiliary variable is readily available on both occasions and (iii) the information on both positively and negatively correlated auxiliary variables are readily available on both the occasions. The characteristics of the proposed estimators have been explored and their efficacious performances are compared with the natural and recent contemporary estimators. Optimum replacement strategies of the proposed estimation procedures have been formulated. Simulation and empirical studies are carried out to justify the proposition of the proposed estimators and appropriate recommendations have been put forward to the survey practitioners. 相似文献
20.
Brajendra C. Sutradhar K.V. Vineetha Warriyar Nan Zheng 《Australian & New Zealand Journal of Statistics》2016,58(3):397-434
This paper deals with a longitudinal semi‐parametric regression model in a generalised linear model setup for repeated count data collected from a large number of independent individuals. To accommodate the longitudinal correlations, we consider a dynamic model for repeated counts which has decaying auto‐correlations as the time lag increases between the repeated responses. The semi‐parametric regression function involved in the model contains a specified regression function in some suitable time‐dependent covariates and a non‐parametric function in some other time‐dependent covariates. As far as the inference is concerned, because the non‐parametric function is of secondary interest, we estimate this function consistently using the independence assumption‐based well‐known quasi‐likelihood approach. Next, the proposed longitudinal correlation structure and the estimate of the non‐parametric function are used to develop a semi‐parametric generalised quasi‐likelihood approach for consistent and efficient estimation of the regression effects in the parametric regression function. The finite sample performance of the proposed estimation approach is examined through an intensive simulation study based on both large and small samples. Both balanced and unbalanced cluster sizes are incorporated in the simulation study. The asymptotic performances of the estimators are given. The estimation methodology is illustrated by reanalysing the well‐known health care utilisation data consisting of counts of yearly visits to a physician by 180 individuals for four years and several important primary and secondary covariates. 相似文献