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31.
Jared L. Deutsch Clayton V. Deutsch 《Journal of statistical planning and inference》2012,142(3):763-772
Complex models can only be realized a limited number of times due to large computational requirements. Methods exist for generating input parameters for model realizations including Monte Carlo simulation (MCS) and Latin hypercube sampling (LHS). Recent algorithms such as maximinLHS seek to maximize the minimum distance between model inputs in the multivariate space. A novel extension of Latin hypercube sampling (LHSMDU) for multivariate models is developed here that increases the multidimensional uniformity of the input parameters through sequential realization elimination. Correlations are considered in the LHSMDU sampling matrix using a Cholesky decomposition of the correlation matrix. Computer code implementing the proposed algorithm supplements this article. A simulation study comparing MCS, LHS, maximinLHS and LHSMDU demonstrates that increased multidimensional uniformity can significantly improve realization efficiency and that LHSMDU is effective for large multivariate problems. 相似文献
32.
《Journal of Statistical Computation and Simulation》2012,82(3-4):205-223
A large-scale study, in which two million random Voronoi polygons (with respect to a homogeneous Poisson point process) were generated and mensurated, is described. The polygon characteristics recorded are number of sides (or vertices), perimeter, area and interior angles. A feature is the efficient “quantile” method of replicating Poisson-type random structures, which it is hoped may find useful application elsewhere. 相似文献
33.
《Journal of Statistical Computation and Simulation》2012,82(1-4):287-310
For the two-sample location and scale problem we propose an adaptive test which is based on so called Lepage type tests. The well known test of Lepage (1971) is a combination of the Wilcoxon test for location alternatives and the Ansari-Bradley test for scale alternatives and it behaves well for symmetric and medium-tailed distributions. For the cae of short-, medium- and long-tailed distributions we replace the Wilcoxon test and the .Ansari-Bradley test by suitable other two-sample tests for location and scale, respectively, in oder to get higher power than the classical Lepage test for such distribotions. These tests here are called Lepage type tests. in practice, however, we generally have no clear idea about the distribution having generated our data. Thus, an adaptive test should be applied which takes the the given data set inio consideration. The proposed adaptive test is based on the concept of Hogg (1974), i.e., first, to classify the unknown symmetric distribution function with respect to a measure for tailweight and second, to apply an appropriate Lepage type test for this classified type of distribution. We compare the adaptive test with the three Lepage type tests in the adaptive scheme and with the classical Lepage test as well as with other parametric and nonparametric tests. The power comparison is carried out via Monte Carlo simulation. It is shown that the adaptive test is the best one for the broad class of distributions considered. 相似文献
34.
Giovanni Masala 《Journal of applied statistics》2012,39(1):81-96
The estimation of earthquakes’ occurrences prediction in seismic areas is a challenging problem in seismology and earthquake engineering. Indeed, the prevention and the quantification of possible damage provoked by destructive earthquakes are directly linked to this kind of prevision. In our paper, we adopt a parametric semi-Markov approach. This model assumes that a sequence of earthquakes is seen as a Markov process and besides it permits to take into consideration the more realistic assumption of events’ dependence in space and time. The elapsed time between two consecutive events is modeled as a general Weibull distribution. We determine then the transition probabilities and the so-called crossing states probabilities. We conclude then with a Monte Carlo simulation and the model is validated through a large database containing real data. 相似文献
35.
以多相瞬变流理论为基础,建立了井筒内气液两相流动模型,并对低压欠平衡钻井中注气量对井内压力的影响关系和规律进行计算和分析。计算分析结果表明,注气量对井内压力的影响除与注气量本身大小有关外,还与井深、井眼与钻柱结构尺寸、井内液相流量和性质等因素密切相关。单纯增大注气量并不一定就必然会导致井内压力的降低,这取决于所给条件下构成井筒内气液两相流体的静液压力和流阻间的平衡关系。介绍的模型及方法对确定低压欠平衡钻井过程中各相关参数、地面压缩机组的配置、以及设计方案等有一定指导意义。 相似文献
36.
《Journal of Statistical Computation and Simulation》2012,82(3-4):245-254
A simulation study was carried out to compare the performances of two different simple estimators of the location parameter for a three-parameter Weibull distribution Both Estimators have been suggested by recent paper in the literature. Bras and mean square error are examined for many different sample-size and shape-parameter-value combinations. Strong evidence of the domination of one estimator over the other is found. 相似文献
37.
为解决汽车侧围外板尾翼在拉延成型后出现起皱和开裂的问题,设计了3种造型方案.通过造型设计分析及Autoform模拟,对比3种方案,对原工艺进行整改和优化,得到了抬高造型台阶面的最优造型方案.该方案能改善进料速度、增加材料流动性,有效地消除开裂、起皱的缺陷,对同类和其他类似产品的冲压工艺设计具有参考意义. 相似文献
38.
In modeling disease transmission, contacts are assumed to have different infection rates. A proper simulation must model the heterogeneity in the transmission rates. In this article, we present a computationally efficient algorithm that can be applied to a population with heterogeneous transmission rates. We conducted a simulation study to show that the algorithm is more efficient than other algorithms for sampling the disease transmission in a subset of the heterogeneous population. We use a valid stochastic model of pandemic influenza to illustrate the algorithm and to estimate the overall infection attack rates of influenza A (H1N1) in a Canadian city. 相似文献
39.
高含水期陆相复杂断块层状油藏剩余油分布复杂,油藏模拟难度大。马11复杂断块油藏在油藏精细描述基础上,利用动静态综合分析研究与密网格大规模数值模拟研究相结合,提高了剩余油研究精度和可信度;在此基础上,针对油藏剩余油分布特点并结合当前经济技术条件,部署实施了以调整井、调剖、堵水、油水井大修为主的剩余油挖潜方案,油藏含水上升率大幅度下降、采油速度上升、采收率提高了。 相似文献
40.
This article analyzes a growing group of fixed T dynamic panel data estimators with a multifactor error structure. We use a unified notational approach to describe these estimators and discuss their properties in terms of deviations from an underlying set of basic assumptions. Furthermore, we consider the extendability of these estimators to practical situations that may frequently arise, such as their ability to accommodate unbalanced panels and common observed factors. Using a large-scale simulation exercise, we consider scenarios that remain largely unexplored in the literature, albeit being of great empirical relevance. In particular, we examine (i) the effect of the presence of weakly exogenous covariates, (ii) the effect of changing the magnitude of the correlation between the factor loadings of the dependent variable and those of the covariates, (iii) the impact of the number of moment conditions on bias and size for GMM estimators, and finally (iv) the effect of sample size. We apply each of these estimators to a crime application using a panel data set of local government authorities in New South Wales, Australia; we find that the results bear substantially different policy implications relative to those potentially derived from standard dynamic panel GMM estimators. Thus, our study may serve as a useful guide to practitioners who wish to allow for multiplicative sources of unobserved heterogeneity in their model. 相似文献