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161.
This paper proposes a high dimensional factor multivariate stochastic volatility (MSV) model in which factor covariance matrices are driven by Wishart random processes. The framework allows for unrestricted specification of intertemporal sensitivities, which can capture the persistence in volatilities, kurtosis in returns, and correlation breakdowns and contagion effects in volatilities. The factor structure allows addressing high dimensional setups used in portfolio analysis and risk management, as well as modeling conditional means and conditional variances within the model framework. Owing to the complexity of the model, we perform inference using Markov chain Monte Carlo simulation from the posterior distribution. A simulation study is carried out to demonstrate the efficiency of the estimation algorithm. We illustrate our model on a data set that includes 88 individual equity returns and the two Fama-French size and value factors. With this application, we demonstrate the ability of the model to address high dimensional applications suitable for asset allocation, risk management, and asset pricing. 相似文献
162.
“狂欢化”写作是王蒙“季节”系列长篇小说众多艺术特点中非常突出的一点。运用巴赫金的“狂欢化”诗学研究王蒙的“季节”系列长篇小说,可以充分认识“加冕”、“脱冕”,“双声”(仿格、讽拟),语言狂欢等王蒙“狂欢化”写作的艺术特点。 相似文献
163.
The relationship between daily pollen counts during the peak pollen season and hay fever symptoms in known sufferers of pollen allergy was investigated in a Sydney hospital‐based study. This paper develops statistical models for both the short term (day to day) associations and the longer term relationships between these time series. Possible effects of asthma status are investigated. The analyses illustrate how different relationships between time series may be explored in a simple way by working on different time scales with suitably transformed variables. 相似文献
164.
Shiqing Ling 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2005,67(3):381-393
Summary. How to undertake statistical inference for infinite variance autoregressive models has been a long-standing open problem. To solve this problem, we propose a self-weighted least absolute deviation estimator and show that this estimator is asymptotically normal if the density of errors and its derivative are uniformly bounded. Furthermore, a Wald test statistic is developed for the linear restriction on the parameters, and it is shown to have non-trivial local power. Simulation experiments are carried out to assess the performance of the theory and method in finite samples and a real data example is given. The results are entirely different from other published results and should provide new insights for future research on heavy-tailed time series. 相似文献
165.
Douglas J. Hodgson 《Econometric Reviews》2005,23(3):229-257
We obtain semiparametric efficiency bounds for estimation of a location parameter in a time series model where the innovations are stationary and ergodic conditionally symmetric martingale differences but otherwise possess general dependence and distributions of unknown form. We then describe an iterative estimator that achieves this bound when the conditional density functions of the sample are known. Finally, we develop a “semi-adaptive” estimator that achieves the bound when these densities are unknown by the investigator. This estimator employs nonparametric kernel estimates of the densities. Monte Carlo results are reported. 相似文献
166.
文章在已知Fuzzy函数项级数一致收敛概念的基础上,补充了区间值函数项级数一致收敛的概念和判别方法,给出了一致收敛性的区间值函数项级数的分析性质。 相似文献
167.
本文阐述了精度设计是《互换性与测量技术》课程在机械基础系列课程教改中的准确定位。指出互换性与精度设计是两个完全不同的概念 ,互换性是不同于精度设计的另一种要求。对于典型的机械产品或零件的设计与制造 ,应首先进行合理的精度设计 ,再根据具体条件确定是否需要按照标准化的原则满足互换的要求。 相似文献
168.
Asymptotic Normality in Mixtures of Power Series Distributions 总被引:1,自引:0,他引:1
Abstract. The problem of estimating the individual probabilities of a discrete distribution is considered. The true distribution of the independent observations is a mixture of a family of power series distributions. First, we ensure identifiability of the mixing distribution assuming mild conditions. Next, the mixing distribution is estimated by non-parametric maximum likelihood and an estimator for individual probabilities is obtained from the corresponding marginal mixture density. We establish asymptotic normality for the estimator of individual probabilities by showing that, under certain conditions, the difference between this estimator and the empirical proportions is asymptotically negligible. Our framework includes Poisson, negative binomial and logarithmic series as well as binomial mixture models. Simulations highlight the benefit in achieving normality when using the proposed marginal mixture density approach instead of the empirical one, especially for small sample sizes and/or when interest is in the tail areas. A real data example is given to illustrate the use of the methodology. 相似文献
169.
Rasul A. Khan 《Journal of statistical planning and inference》1984,9(2):199-206
A subfamily of exponential distributions is considered and it is shown that the variance of the UMVU estimator of an estimable function g(θ) having power series expansion is the limit of Bhattacharya bounds. 相似文献
170.
This paper gives a characterization of some members of the compound Poisson family of distributions based on the generalized Rao-Rubin condition. By considering some variants of this condition and using power series arguments, characterizations of the Poisson distribution are also obtained. 相似文献