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941.
Jeffrey D. Hart 《统计学通讯:理论与方法》2013,42(12):2943-2945
P. Ghosh (1981) has claimed that the convolution of two symmetric multimodal distributions is symmetric and unimodal. A simple counterexample to this claim is constructed by considering the convolution f?f, where f is an appropriate mixture of two normal densities. 相似文献
942.
943.
Peihua Qiu 《统计学通讯:理论与方法》2013,42(8):2141-2155
This paper suggests an estimator of the number of jumps of the jump regression functions. The estimator is based on the difference between right and left onesided kernel smoothers. It is proved to be a.s. consistent. Some results about its rate of convergence are also provided. 相似文献
944.
The proposed test detects deviations from randomness, without a priori distributional assumption, when observations are not independent and identically distributed (i.i.d.), which is suitable for our motivating stock market index data. Departures from i.i.d. are tested by subdividing data into subintervals and then using a conditional probability measure within intervals as a binomial test. This nonparametric test is designed to detect deviations of neighboring observations from randomness when the dataset consists of time series observations. Simulation results and a comparison with Lo and MacKinlay's (1988) variance ratio test showed that our proposed test is a competitive alternative. 相似文献
945.
Different methodologies for fault diagnosis in multivariate quality control have been proposed in recent years. These methods work in the space of the original measured variables and have performed reasonably well when there is a reduced number of mildly correlated quality and/or process variables with a well-conditioned covariance matrix. These approaches have been introduced by emphasizing their positive or negative virtues, generally on an individual basis, so it is not clear for the practitioner the best method to be used. This article provides a comprehensive study of the performance of diverse methodological approaches when tested on a large number of distinct simulated scenarios. Our primary aim is to highlight key weaknesses and strengths in these methods as well as clarifying their relationships and the requirements for their implementation in practice. 相似文献
946.
McDonald's ωt,Cronbach's α, and Generalized θ for Composite Reliability of Common Factors Structures
In the common factor model for subtest scores, several reliability coefficients, including Cronbach's α, have been found to be biased. In this article, we introduce a new coefficient, θG, or Generalized θ, which is a generalized version of Armor's θ coefficient and is equal to the true reliability when the dimensions are orthogonal and the measures are parallel. We assessed the McDonald's ωt, α, and θG in terms of mean bias, efficiency, and precision using a Monte Carlo simulation. θG outperformed ωt when the factors were orthogonal or nearly orthogonal with low correlations between them. 相似文献
947.
ABSTRACTPanel datasets have been increasingly used in economics to analyze complex economic phenomena. Panel data is a two-dimensional array that combines cross-sectional and time series data. Through constructing a panel data matrix, the clustering method is applied to panel data analysis. This method solves the heterogeneity question of the dependent variable, which belongs to panel data, before the analysis. Clustering is a widely used statistical tool in determining subsets in a given dataset. In this article, we present that the mixed panel dataset is clustered by agglomerative hierarchical algorithms based on Gower's distance and by k-prototypes. The performance of these algorithms has been studied on panel data with mixed numerical and categorical features. The effectiveness of these algorithms is compared by using cluster accuracy. An experimental analysis is illustrated on a real dataset using Stata and R package software. 相似文献
948.
Neerchal K. Nagaraj 《统计学通讯:模拟与计算》2013,42(3):869-878
The classical change point problem is considered, from the invariance point of view. Locally optimal invariant tests are derived for the change in level, when the initial level and the common variance are assumed to be unknown. The tests derived by Chernoff and Zacks (1964) and Gardner (1969), for the change in level, when variance is known, are shown to be locally optimal invariant tests. 相似文献
949.
Donald J. Koosis: Statistics. A Self-Teaching Guide, Fourth Edition. Wiley 1997, ISBN 0-471-14688-9 Christopher C. Heyde: Quasi-Likelihood and Its Applications, Springer Series in Statistics, 1997, pp. 235, [ISBN 0-387-98225-61 Jeffrey S. Simonoff: Smoothing Methods in Statistics, Springer Series in Statistics, 1996, pp. 338 Andr´e I. Khuri, Thomas Mathew and Birmal K. Sinha: Statistical Tests for Mixed Linear Models, Wiley Series in Probability and Statistics, 1998, pp. 352, PSBN 0-471-1 5653-11 Ronald Christensen: Log-Linear Models and Logistic Regression, Springer Texts in Statistics, 1997, pp. 483, [ISBN 0-387-98247-71 E. L. Lehmann: Testing Statistical Hypotheses, Springer Texts in Statistics, 1997, pp. 600, [ISBN 0-387-94919-41 S. R. Searle, G. Casella and Ch. E. McCulloch: Variance Components, Wiley and Sons, 1992, pp. 496, [ISBN 0-471-62162-51 B. J. T. Morgan: Analysis of Quantal Response Data, Chapman & Hall, 1992, pp. 51 1 Carl D. Huberty: Applied Discriminant Analysis, Wiley and Sons, 1994, pp. 490 C. R. Rao and H. Toutenburg: Linear Models. Least Squares and Alternatives, Springer Series in Statistics, 1995, 188 pp., [ISBN 0-387-94562-81 相似文献
950.
Yo Sheena† 《Statistics》2013,47(5):387-399
We consider the orthogonally invariant estimation problem of the inverse of the scale matrix of Wishart distribution using Stein's loss (entropy loss). In this problem Krishnamoorthy and Gupta [2] proposed an estimator and showed its good performance in a Monte Carlo simulation. They conjectured their estimator is minimax. Perron [3] proved its minimaxity for p?=?2. In this paper we prove it for p?=?3 by using a new method. 相似文献