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611.
A nonparametric estimate for the posterior probabilities in the classification problem using multivariate thin plate splines is proposed. This method presents a nonpararnetric alternative to logistic discrimination as well as to survival curve estimation. The degree of smoothness of the estimate is determined from the data using generalized crossvalidation. 相似文献
612.
Vladimir Spokoiny Weining Wang Wolfgang Karl Härdle 《Journal of statistical planning and inference》2013
Quantile regression is a technique to estimate conditional quantile curves. It provides a comprehensive picture of a response contingent on explanatory variables. In a flexible modeling framework, a specific form of the conditional quantile curve is not a priori fixed. This motivates a local parametric rather than a global fixed model fitting approach. A nonparametric smoothing estimator of the conditional quantile curve requires to balance between local curvature and stochastic variability. In this paper, we suggest a local model selection technique that provides an adaptive estimator of the conditional quantile regression curve at each design point. Theoretical results claim that the proposed adaptive procedure performs as good as an oracle which would minimize the local estimation risk for the problem at hand. We illustrate the performance of the procedure by an extensive simulation study and consider a couple of applications: to tail dependence analysis for the Hong Kong stock market and to analysis of the distributions of the risk factors of temperature dynamics. 相似文献
613.
《商业与经济统计学杂志》2013,31(2):224-234
Measuring dependence in multivariate time series is tantamount to modeling its dynamic structure in space and time. In risk management, the nonnormal behavior of most financial time series calls for non-Gaussian dependences. The correct modeling of non-Gaussian dependences is, therefore, a key issue in the analysis of multivariate time series. In this article we use copula functions with adaptively estimated time-varying parameters for modeling the distribution of returns. Furthermore, we apply copulae to the estimation of Value-at-Risk of portfolios and show their better performance over the RiskMetrics approach. 相似文献
614.
615.
Anthony Ngerng 《Econometric Reviews》2013,32(1):69-79
The recursive estimator for the conditional mean of a nonparametric regression model with independent observations was thoroughly explored by Ahmad and Lin (1976), and Singh and Ullah (1986). Their studies are mainly concerned with the estimator's asymptotic behaviour. However, they do not include much discussion on the strategy of computing the estimates. In this paper, we provide a convenient implementation of the recursive estimator and examine its finite sample properties through simulation studies. Our study has demonstrated that for relatively short length of recursive updating, the estimates are generally equivalent to their fixed window width counterparts However, we found that substantial recursive updating can seriously lower the estimator's efficiency even though it is a consistent estimator. 相似文献
616.
M.L. Tiku 《Journal of statistical planning and inference》1980,4(2):123-143
We investigate the efficiences of Tiku's (1967) modified maximum likelihood estimators μc and σc (based on symmetrically censored normal samples) for estimating the location and scale parameters μ and σ of symmetric non-normal distributions. We show that μc and σc are jointly more efficient than x? and s for long-tailed distributions (kurtosis for the Logistic), and always more efficient than the trimmed mean μT and the matching sample estimate σT of σ. We also show that μc and σc are jointly at least as efficient as some of the more prominent “robust” estimators (Gross, 1976). We show that the statistic (r is the number of observations censored on each side of the sample and β is a constant), is robust and powerful for testing an assumed value of μ. We define a statistic Tc (based on μc andσc) for testing that two symmetric distributions are identical and show that Tc is robust and generally more poweerful than the well-known nonparametric statistics (Wilcoxon, normal-score, Kolmogorov-Smirnov), against the important location-shift alternatives. We generalize the statistic Tc to test that k symmetric distibutions are identical. The asymptotic distributions of tc and Tc are normal, under some very general regularity conditions. For small samples, the upper (lower) percentage points of tc and Tc are shown to be closely approximated by Student's t-distributions. Besides, the statistics μc and σc (and hence tc and Tc) are explicit and simple functions of sample observations and are easy to compute. 相似文献
617.
R.S. Singh 《Journal of statistical planning and inference》1978,2(1):53-62
This paper deals with a sequence-compound estimation. The component problem is the squared error loss estimation of θ?[a,b] based on an observation X whose p.d.f. is of the form . For each a class of sequence-compound estimators is exhibited whose compound risk (average of risks) up to stage n differs from the Bayes envelope (in the component problem) w.r.t. the empiric distribution Gn of the parameters involved up to stage n by a quantity of order O(n?δt) for a δ>0. It is also shown that at any stage i the difference of the risk of ψ?i and the risk of the Bayes response w.r.t. Gi?1 is O(i?δt). Examples of the above type of families are given where δ is min{1,} and t is arbitrarily close to . Here it may be worthwhile to mention that a rate or better has not yet been obtained even in a very special family of densities. 相似文献
618.
Jussi K. Vaurio 《Risk analysis》1984,4(2):103-115
Statistical procedures are developed to estimate accident occurrence rates from historical event records, to predict future rates and trends, and to estimate the accuracy of the rate estimates and predictions. Maximum likelihood estimation is applied to several learning models and results are compared to earlier graphical and analytical estimates. The models are based on (1) the cumulative number of operating years, (2) the cumulative number of plants built, and (3) accidents (explicitly), with the accident rate distinctly different before and after an accident. The statistical accuracies of the parameters estimated are obtained in analytical form using the Fisher information matrix. Using data on core damage accidents in electricity producing plants , it is estimated that the probability for a plant to have a serious flaw has decreased from 0.1 to 0.01 during the developmental phase of the nuclear industry. At the same time the equivalent frequency of accidents has decreased from 0.04 per reactor year to 0.0004 per reactor year, partly due to the increasing population of plants. 相似文献
619.
620.
The main purpose of this article is to assess the performance of autoregressive integrated moving average (ARIMA) models when occasional level shifts occur in the time series under study. A random level-shift time series model that allows the level of the process to change occasionally is introduced. Between two consecutive changes, the process behaves like the usual autoregressive moving average (ARMA) process. In practice, a series generated from a random level-shift ARMA (RLARMA) model may be misspecified as an ARIMA process. The efficiency of this ARIMA approximation with respect to estimation of current level and forecasting is investigated. The results of examining a special case of an RLARMA model indicate that the ARIMA approximations are inadequate for estimating the current level, but they are robust for forecasting future observations except when there is a very low frequency of level shifts or when the series are highly negatively correlated. A level-shift detection procedure is presented to handle the low-frequency level-shift phenomena, and its usefulness in building models for forecasting is demonstrated. 相似文献