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131.
Liang Hong 《The American statistician》2015,69(3):157-159
Students in a calculus-based probability course will often see the expectation formula for nonnegative continuous random variables in terms of the survival function. This alternative expectation formula has a wide spectrum of applications. It is natural to ask whether there is a multivariate version of this formula. This note gives an affirmative answer by establishing such a formula using two different approaches. The two approaches employed in this note correspond to the two approaches for the univariate case. Supplementary materials for this article are available online. 相似文献
132.
We propose a thresholding generalized method of moments (GMM) estimator for misspecified time series moment condition models. This estimator has the following oracle property: its asymptotic behavior is the same as of any efficient GMM estimator obtained under the a priori information that the true model were known. We propose data adaptive selection methods for thresholding parameter using multiple testing procedures. We determine the limiting null distributions of classical parameter tests and show the consistency of the corresponding block-bootstrap tests used in conjunction with thresholding GMM inference. We present the results of a simulation study for a misspecified instrumental variable regression model and for a vector autoregressive model with measurement error. We illustrate an application of the proposed methodology to data analysis of a real-world dataset. 相似文献
133.
王波 《南通工学院学报(社会科学版)》1998,14(2):41-47
逻辑函数的绝对最小化算法存在的主要问题是运行时间过长和需要的存储空间过大,本文提出了一个从给定本源蕴源项集合中抽出一个绝对最小覆盖的算法,而时间空间的需求被大大地缩小了。 相似文献
134.
柯云泉 《绍兴文理学院学报》1999,(6)
本文讨论了一类三阶变系数微分方程的边值问题的样条解法.构造了一个四次样条的近似解,并证明了它的唯一性和收敛性.在文末举例说明本方法是可行的. 相似文献
135.
P. Damlen J. Wakefield & S. Walker 《Journal of the Royal Statistical Society. Series B, Statistical methodology》1999,61(2):331-344
We demonstrate the use of auxiliary (or latent) variables for sampling non-standard densities which arise in the context of the Bayesian analysis of non-conjugate and hierarchical models by using a Gibbs sampler. Their strategic use can result in a Gibbs sampler having easily sampled full conditionals. We propose such a procedure to simplify or speed up the Markov chain Monte Carlo algorithm. The strength of this approach lies in its generality and its ease of implementation. The aim of the paper, therefore, is to provide an alternative sampling algorithm to rejection-based methods and other sampling approaches such as the Metropolis–Hastings algorithm. 相似文献
136.
137.
Väinö Jääskinen Jie Xiong Jukka Corander Timo Koski 《Scandinavian Journal of Statistics》2014,41(3):639-655
Finite memory sources and variable‐length Markov chains have recently gained popularity in data compression and mining, in particular, for applications in bioinformatics and language modelling. Here, we consider denser data compression and prediction with a family of sparse Bayesian predictive models for Markov chains in finite state spaces. Our approach lumps transition probabilities into classes composed of invariant probabilities, such that the resulting models need not have a hierarchical structure as in context tree‐based approaches. This can lead to a substantially higher rate of data compression, and such non‐hierarchical sparse models can be motivated for instance by data dependence structures existing in the bioinformatics context. We describe a Bayesian inference algorithm for learning sparse Markov models through clustering of transition probabilities. Experiments with DNA sequence and protein data show that our approach is competitive in both prediction and classification when compared with several alternative methods on the basis of variable memory length. 相似文献
138.
Wei Xiong 《Journal of applied statistics》2014,41(10):2240-2256
In this article, we propose a novel robust data-analytic procedure, dynamic quantile regression (DQR), for model selection. It is robust in the sense that it can simultaneously estimate the coefficients and the distribution of errors over a large collection of error distributions even those that are heavy-tailed and may not even possess variances or means; and DQR is easy to implement in the sense that it does not need to decide in advance which quantile(s) should be gathered. Asymptotic properties of related estimators are derived. Simulations and illustrative real examples are also given. 相似文献
139.
Weiyan Mu 《Journal of applied statistics》2014,41(10):2092-2102
Sure independence screening (SIS) proposed by Fan and Lv [4] uses marginal correlations to select important variables, and has proven to be an efficient method for ultrahigh-dimensional linear models. This paper provides two robust versions of SIS against outliers. The two methods, respectively, replace the sample correlation in SIS with two robust measures, and screen variables by ranking them. Like SIS, the proposed methods are simple and fast. In addition, they are highly robust against a substantial fraction of outliers in the data. These features make them applicable to large datasets which may contain outliers. Simulation results are presented to show their effectiveness. 相似文献
140.
In this paper, we suggest regression-type estimators for estimating the Bowley's coefficient of skewness using auxiliary information. To the first degree of approximation, the bias and mean-squared error expressions of the regression-type estimators are obtained, and the regions under which these estimators are more efficient than the conventional estimator are also determined. Further, a general class of estimators of the Bowley's coefficient of skewness is defined along with its properties. A class of estimators based on estimated optimum values is also defined. It is shown to the first degree of approximations that the variance of the class of estimators based on estimated optimum values is the same as that of the minimum variance of the proposed class of estimators. A simulation study is carried out to demonstrate the performance of the proposed difference estimator over the usual estimator. 相似文献