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101.
Robust estimators of the scale parameters in the error-components model are described. The new estimators are based on the empirical characteristic functions of appropriate sets of residuals and are affine equivariant, consistent and asymptotically normal. The robustness of the new estimators is investigated via influence-function calculations. The results of Monte Carlo experiments and an example based on real data illustrate the usefulness of the estimators. 相似文献
102.
Vasant P. Bhapkar 《Journal of statistical planning and inference》1984,9(3):285-296
A unified development is offered for asymptotically distribution-free profile analysis of several multivariate samples. This includes as special cases procedures based on generalized U-statistics and also those based on linear rank statistics. Furthermore, it includes as special cases analysis of location profiles and also scalar profiles. Finally, asymptotic power and consistency properties are discussed for tests of hypotheses and subhypotheses of interest. 相似文献
103.
Andrew L. Rukhin 《Journal of statistical planning and inference》1983,8(1):59-74
The estimation problem of a permutation parameter on the basis of a random sample of increasing size is considered. A necessary and sufficient condition for the existence of an estimator, asymptotically fully efficient for two different distributions families, is derived. We also study the application of this result to cyclic groups of order two and three. 相似文献
104.
The set of distinct blocks of a block design is known as its support. We construct complete designs with parameters v(?7), k=3, λ=v ? 2 which contain a block of maximal multiplicity and with support size . Any complete design which contains such a block, and has parameters v, k, λ as above, must be supported on at most (v3) ? 4(v ? 2) blocks. Attention is given to complete designs because of their direct relationship to simple random sampling. 相似文献
105.
Enock F. Chinganda Kocherlakota Subrahmaniam 《Journal of statistical planning and inference》1979,3(1):69-77
The asymptotic distribution of the Errors of Misclassification in using the Linear Discriminant Function is investigated here. The purpose is to study the effects of nonnormality on these errors. The class of distributions considered is the Johnson's system. Each of the three random variables can be transformed to normality. In one particular case numerical evaluations are made, based on which it is possible to recommend whether or not it is necessary to make the transformation prior to classification. In a parallel study, we present similar results for the Edgeworth Series distribution, where the random variables cannot be transformed to normality. 相似文献
106.
The aim of this note is to suggest a revised formulation of the universal optimality criterion for full rank models as stated in Kiefer (1975). We have presented the relevant results with indications of some possible applications. 相似文献
107.
Hira L. Koul 《Revue canadienne de statistique》1978,6(2):249-271
A class of tests is proposed for testing H0 F?(x) = e?λx, λ > 0, x≥0 vs. H1 F?(x + y) ≤ F?(x)F?(y), x, y≥0, with strict inequality for some x, y ≥ 0 (F = new is better than used). Efficiency comparisons of some tests within the class are made and a new test is proposed on the basis of these comparisons. Consistency and the asymptotic normality of the class of tests is proved under fairly broad conditions on the underlying entities. 相似文献
108.
Bounded-width sequential confidence intervals and sequential tests for regression parameter based on M-estimators are extended to the case where the score-functions generating the M-estimators have jump-discontinuities. In the context of the asymptotic normality of the stopping variable, for the confidence interval problem, it is observed that the jump-discontinuities induce a slower rate of convergence. The proofs of the main theorems rest on the weak convergence of some related processes and this is also studied. 相似文献
109.
George J. Borjas 《Journal of statistical planning and inference》1982,7(2):131-137
This paper considers a regression model in which coefficients obtained from a previous regression are themselves the object of analysis. It is shown that the parameters of interest can be obtained in two ways: pooling across observations and subsamples, or a two-stage process of first estimating the coefficients within each subsample, and then using these coefficients as dependent variables in a second stage regression. The relative properties of these estimators are analyzed, and the conditions under which the two estimators are equivalent are derived. 相似文献
110.
Let Xi≤?≤Xm and Yi≤?≤Yn be two sets of independent order statistics from continous distributions with distribution functions F and G respectively. Let Ri denote the rank of Xi in the combined order sample. Steck (1980) has found an expression for P(bi≤Ri≤ai, all i) when F = h(G), h being the incomplete beta function with parameters (α,β?α+1). An alternative expression for the same probability is obtained which is computationally a substantial improvement on Steck's result. 相似文献