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581.
混合双参数指数分布的参数估计 总被引:1,自引:0,他引:1
刘捷 《华中师范大学研究生学报》2007,(4)
混合指数分布是寿命数据分析中一个非常重要的分布。但是利用矩估计、极大似然估计等估计模型的参数往往比较困难。本文应用EM算法详细研究了混合双指数分布在正常工作条件下,在完全数据场合的参数估计问题。模拟说明利用EM算法来估计混合双指数分布是一种非常有效的方法,随着样本的增加,估计值离真值越来越近,估计值的方差越来越小。 相似文献
582.
凹槽散射是开口腔结构的一种典型代表。用复射线方法十分简便地实现了凹槽结构散射宽度的预估,并用GTD理论对复射线场在入射口面边缘上的绕射场贡献作了简化处理,计算结果与射线模式法所得结果吻合较好,但简化算法却可节省大量计算机时间。 相似文献
583.
This paper deals with a Bayesian analysis of a finite Beta mixture model. We present approximation method to evaluate the
posterior distribution and Bayes estimators by Gibbs sampling, relying on the missing data structure of the mixture model.
Experimental results concern contextual and non-contextual evaluations. The non-contextual evaluation is based on synthetic
histograms, while the contextual one model the class-conditional densities of pattern-recognition data sets. The Beta mixture
is also applied to estimate the parameters of SAR images histograms. 相似文献
584.
Nicholas T. Longford P. Tyrer U. A. M. Nur H. Seivewright 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2006,169(3):507-523
Summary. The paper studies the non-response process in a long-term study of neurotic dis-order by comparing the analysis based on the responses that were collected by the established practice of interviewing the subjects, at dates arranged in advance (appointments), with the analysis of the nearly complete set of responses that were collected by an extensive effort that involved attempts to interview without seeking a prior agreement. The method of multiple imputation is applied, and its properties are explored in a setting that is not perfectly suited for its application: a relatively small sample size, ordinal score outcomes and the likelihood that the outcomes are missing not at random. 相似文献
585.
双负介质覆盖导体球宽带散射特性分析 总被引:1,自引:0,他引:1
从双负介质的本构关系出发,给出了描述双负介质场与流的微分方程组,将其离散得到用于FDTD计算的三维递推表达式。与文献[5]结果对比并验证了本文该算法和程序的正确性。最后,计算了导体球覆盖双负介质或等离子体时的电磁散射。计算表明:由于模拟的双负介质是匹配介质,其吸波性能要明显地优于等离子体的;适当选取双负介质参数,可以使双负介质包层有效地减小目标的雷达回波。 相似文献
586.
Pao-Sheng Shen 《统计学通讯:理论与方法》2014,43(14):2958-2972
Nonparametric estimates of the conditional distribution of a response variable given a covariate are important for data exploration purposes. In this article, we propose a nonparametric estimator of the conditional distribution function in the case where the response variable is subject to interval censoring and double truncation. Using the approach of Dehghan and Duchesne (2011), the proposed method consists in adding weights that depend on the covariate value in the self-consistency equation of Turnbull (1976), which results in a nonparametric estimator. We demonstrate by simulation that the estimator, bootstrap variance estimation and bandwidth selection all perform well in finite samples. 相似文献
587.
Vera Georgescu Nicolas Desassis Samuel Soubeyrand André Kretzschmar Rachid Senoussi 《统计学通讯:理论与方法》2014,43(17):3698-3719
In this article, we consider a model allowing the analysis of multivariate data, which can contain data attributes of different types (e.g., continuous, discrete, binary). This model is a two-level hierarchical model which supports a wide range of correlation structures and can accommodate overdispersed data. Maximum likelihood estimation of the model parameters is achieved with an automated Monte Carlo expectation maximization algorithm. Our method is tested in a simulation study in the bivariate case and applied to a data set dealing with beehive activity. 相似文献
588.
We consider the problem of constructing an appropriate multivariate model to study counterparty credit risk in the credit rating migration problem. For this financial problem different multivariate Markov chain models were proposed. However, the Markovian assumption may be inappropriate for the study of the dynamics of credit ratings, which typically show non Markovian-like behavior. In this article, we develop a semi-Markov approach to study the counterparty credit risk by defining a new multivariate semi-Markov chain model. Methods are given for computing the transition probabilities, reliability functions and the price of a risky Credit Default Swap. 相似文献
589.
590.
Missing covariates data is a common issue in generalized linear models (GLMs). A model-based procedure arising from properly specifying joint models for both the partially observed covariates and the corresponding missing indicator variables represents a sound and flexible methodology, which lends itself to maximum likelihood estimation as the likelihood function is available in computable form. In this paper, a novel model-based methodology is proposed for the regression analysis of GLMs when the partially observed covariates are categorical. Pair-copula constructions are used as graphical tools in order to facilitate the specification of the high-dimensional probability distributions of the underlying missingness components. The model parameters are estimated by maximizing the weighted log-likelihood function by using an EM algorithm. In order to compare the performance of the proposed methodology with other well-established approaches, which include complete-cases and multiple imputation, several simulation experiments of Binomial, Poisson and Normal regressions are carried out under both missing at random and non-missing at random mechanisms scenarios. The methods are illustrated by modeling data from a stage III melanoma clinical trial. The results show that the methodology is rather robust and flexible, representing a competitive alternative to traditional techniques. 相似文献