全文获取类型
收费全文 | 3148篇 |
免费 | 64篇 |
国内免费 | 10篇 |
专业分类
管理学 | 117篇 |
人口学 | 17篇 |
丛书文集 | 27篇 |
理论方法论 | 19篇 |
综合类 | 287篇 |
社会学 | 23篇 |
统计学 | 2732篇 |
出版年
2023年 | 20篇 |
2022年 | 24篇 |
2021年 | 27篇 |
2020年 | 70篇 |
2019年 | 114篇 |
2018年 | 159篇 |
2017年 | 226篇 |
2016年 | 98篇 |
2015年 | 89篇 |
2014年 | 132篇 |
2013年 | 1005篇 |
2012年 | 268篇 |
2011年 | 91篇 |
2010年 | 77篇 |
2009年 | 83篇 |
2008年 | 68篇 |
2007年 | 79篇 |
2006年 | 50篇 |
2005年 | 61篇 |
2004年 | 61篇 |
2003年 | 43篇 |
2002年 | 54篇 |
2001年 | 43篇 |
2000年 | 28篇 |
1999年 | 39篇 |
1998年 | 46篇 |
1997年 | 30篇 |
1996年 | 18篇 |
1995年 | 15篇 |
1994年 | 7篇 |
1993年 | 9篇 |
1992年 | 11篇 |
1991年 | 7篇 |
1990年 | 8篇 |
1989年 | 5篇 |
1988年 | 10篇 |
1987年 | 3篇 |
1986年 | 2篇 |
1985年 | 11篇 |
1984年 | 4篇 |
1983年 | 11篇 |
1982年 | 3篇 |
1980年 | 3篇 |
1979年 | 2篇 |
1978年 | 2篇 |
1977年 | 3篇 |
1976年 | 1篇 |
1975年 | 1篇 |
1973年 | 1篇 |
排序方式: 共有3222条查询结果,搜索用时 0 毫秒
1.
2.
Rodolphe Priam 《统计学通讯:理论与方法》2020,49(18):4468-4489
AbstractThe mean estimators with ratio depend on multiple auxiliary variables and unknown parameters in a finite population setting. We propose a new generalized approach with matrices for modeling the mutivariate mean estimators with two auxiliary variables. Our approach brings naturally a graphical analysis for comparing mean estimators. 相似文献
3.
Herein, we propose a data-driven test that assesses the lack of fit of nonlinear regression models. The comparison of local linear kernel and parametric fits is the basis of this test, and specific boundary-corrected kernels are not needed at the boundary when local linear fitting is used. Under the parametric null model, the asymptotically optimal bandwidth can be used for bandwidth selection. This selection method leads to the data-driven test that has a limiting normal distribution under the null hypothesis and is consistent against any fixed alternative. The finite-sample property of the proposed data-driven test is illustrated, and the power of the test is compared with that of some existing tests via simulation studies. We illustrate the practicality of the proposed test by using two data sets. 相似文献
4.
CHIN-TSANG CHIANG MEI-CHENG WANG CHIUNG-YU HUANG 《Scandinavian Journal of Statistics》2005,32(1):77-91
Abstract. Recurrent event data are largely characterized by the rate function but smoothing techniques for estimating the rate function have never been rigorously developed or studied in statistical literature. This paper considers the moment and least squares methods for estimating the rate function from recurrent event data. With an independent censoring assumption on the recurrent event process, we study statistical properties of the proposed estimators and propose bootstrap procedures for the bandwidth selection and for the approximation of confidence intervals in the estimation of the occurrence rate function. It is identified that the moment method without resmoothing via a smaller bandwidth will produce a curve with nicks occurring at the censoring times, whereas there is no such problem with the least squares method. Furthermore, the asymptotic variance of the least squares estimator is shown to be smaller under regularity conditions. However, in the implementation of the bootstrap procedures, the moment method is computationally more efficient than the least squares method because the former approach uses condensed bootstrap data. The performance of the proposed procedures is studied through Monte Carlo simulations and an epidemiological example on intravenous drug users. 相似文献
5.
讨论增长曲线模型Y =X1BX2 +ε中回归矩阵B的函数C1BC2 的估计L1YL2 +A ,在矩阵损失 (LT2 L1)Y +A - (ST2 XT2 S1X1)B (LT2 L1)Y +A - (ST2 XT2 S1X1)B T 下 ,我们得到了非齐次线性估计L1YL2 +A在非齐次线性估计类Г ={L1YL2 +A|L1:t×p ,L2 ;n×n ,A :t×s均为已知实阵 }中可容许的充要条件 :L1YL2在Г0 ={L1YL2 |L1:t×p ,L2 :n×s均为已知实阵 }中容许且当LT2 XT2 L1X1=ST2 XT2 S1X1时有A =0。 相似文献
6.
Merging information for semiparametric density estimation 总被引:1,自引:0,他引:1
Konstantinos Fokianos 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2004,66(4):941-958
Summary. The density ratio model specifies that the likelihood ratio of m −1 probability density functions with respect to the m th is of known parametric form without reference to any parametric model. We study the semiparametric inference problem that is related to the density ratio model by appealing to the methodology of empirical likelihood. The combined data from all the samples leads to more efficient kernel density estimators for the unknown distributions. We adopt variants of well-established techniques to choose the smoothing parameter for the density estimators proposed. 相似文献
7.
A Semi-parametric Regression Model with Errors in Variables 总被引:4,自引:0,他引:4
Abstract. In this paper, we consider a partial linear regression model with measurement errors in possibly all the variables. We use a method of moments and deconvolution to construct a new class of parametric estimators together with a non-parametric kernel estimator. Strong convergence, optimal rate of weak convergence and asymptotic normality of the estimators are investigated. 相似文献
8.
Summary:
The H–family of distributions or H–distributions, introduced by Tukey (1960; 1977), are
generated by a single transformation of the standard normal distribution and allow for leptokurtosis
represented by the parameter h. Alternatively, Haynes et al. (1997) generated leptokurtic distributions
by applying the K–transformation to the normal distribution. In this study we propose a third transformation,
the so–called J–transformation, and derive some properties of this transformation. Moreover,
so-called elongation generating functions (EGFs) are introduced. By means of EGFs we are able to
visualize the strength of tail elongation and to construct new transformations. Finally, we compare the
three transformations towards their goodness–of–fit in the context of financial return data. 相似文献
9.
提出了变质量系统的相对论性万有D’Alembert原理,构造了相对论性广义动能函数,建立了变质量任意阶非线性非完整系统在准坐标下和广义坐标下的相对论性广义Mar-Millan型方程,并得到厂相应的型方程 相似文献
10.
Mohammad Salehi M. George A.F. Seber 《Australian & New Zealand Journal of Statistics》2004,46(3):483-494
Not having a variance estimator is a seriously weak point of a sampling design from a practical perspective. This paper provides unbiased variance estimators for several sampling designs based on inverse sampling, both with and without an adaptive component. It proposes a new design, which is called the general inverse sampling design, that avoids sampling an infeasibly large number of units. The paper provide estimators for this design as well as its adaptive modification. A simple artificial example is used to demonstrate the computations. The adaptive and non‐adaptive designs are compared using simulations based on real data sets. The results indicate that, for appropriate populations, the adaptive version can have a substantial variance reduction compared with the non‐adaptive version. Also, adaptive general inverse sampling with a limitation on the initial sample size has a greater variance reduction than without the limitation. 相似文献