全文获取类型
收费全文 | 1236篇 |
免费 | 17篇 |
国内免费 | 1篇 |
专业分类
管理学 | 27篇 |
民族学 | 1篇 |
人口学 | 3篇 |
丛书文集 | 22篇 |
理论方法论 | 11篇 |
综合类 | 228篇 |
社会学 | 7篇 |
统计学 | 955篇 |
出版年
2023年 | 3篇 |
2022年 | 4篇 |
2021年 | 2篇 |
2020年 | 16篇 |
2019年 | 32篇 |
2018年 | 41篇 |
2017年 | 80篇 |
2016年 | 23篇 |
2015年 | 17篇 |
2014年 | 48篇 |
2013年 | 405篇 |
2012年 | 78篇 |
2011年 | 42篇 |
2010年 | 43篇 |
2009年 | 54篇 |
2008年 | 37篇 |
2007年 | 43篇 |
2006年 | 16篇 |
2005年 | 25篇 |
2004年 | 24篇 |
2003年 | 22篇 |
2002年 | 26篇 |
2001年 | 30篇 |
2000年 | 12篇 |
1999年 | 13篇 |
1998年 | 10篇 |
1997年 | 10篇 |
1996年 | 7篇 |
1995年 | 8篇 |
1994年 | 11篇 |
1993年 | 2篇 |
1992年 | 7篇 |
1991年 | 5篇 |
1990年 | 9篇 |
1989年 | 6篇 |
1988年 | 2篇 |
1987年 | 3篇 |
1985年 | 4篇 |
1984年 | 9篇 |
1983年 | 9篇 |
1982年 | 5篇 |
1981年 | 4篇 |
1980年 | 4篇 |
1979年 | 1篇 |
1978年 | 2篇 |
排序方式: 共有1254条查询结果,搜索用时 0 毫秒
81.
We analyze a variant of the EGARCH model which captures the variation of the intra-day price. We study the asymptotic behavior of the estimators for the parameters of the model. We also illustrate our theoretical results by empirical studies. 相似文献
82.
《随机性模型》2013,29(2):205-227
Abstract Extremal dependence analysis assesses the tendency of large values of components of a random vector to occur simultaneously. This kind of dependence information can be qualitatively different than what is given by correlation which averages over the total body of the joint distribution. Also, correlation may be completely inappropriate for heavy tailed data. We study the extremal dependence measure (EDM), a measure of the tendency of large values of components of a random vector to occur simultaneously and show consistency of an estimator of the EDM. We also show asymptotic normality of an idealized estimator in a restricted case of multivariate regular variation where scaling functions do not have to be estimated. 相似文献
83.
Consider comparing between two treatments a response variable, whose expectation depends on the value of a continuous covariate in some nonlinear fashion. We fit separate segmented linear models to each treatment to approximate the nonlinear relationship. For this setting, we provide a simultaneous confidence band for the difference between treatments of the expected value functions. The treatments are said to differ significantly on intervals of the covariate where the simultaneous confidence band does not contain zero. We consider segmented linear models where the locations of the changepoints are both known and unknown. The band is obtained from asymptotic results. 相似文献
84.
We propose an efficient and robust method for variance function estimation in semiparametric longitudinal data analysis. The method utilizes a local log‐linear approximation for the variance function and adopts a generalized estimating equation approach to account for within subject correlations. We show theoretically and empirically that our method outperforms estimators using working independence that ignores the correlations. The Canadian Journal of Statistics 39: 656–670; 2011. © 2011 Statistical Society of Canada 相似文献
85.
Let T2 i=z′iS?1zi, i==,…k be correlated Hotelling's T2 statistics under normality. where z=(z′i,…,z′k)′ and nS are independently distributed as Nkp((O,ρ?∑) and Wishart distribution Wp(∑, n), respectively. The purpose of this paper is to study the distribution function F(x1,…,xk) of (T2 i,…,T2 k) when n is large. First we derive an asymptotic expansion of the characteristic function of (T2 i,…,T2 k) up to the order n?2. Next we give asymptotic expansions for (T2 i,…,T2 k) in two cases (i)ρ=Ik and (ii) k=2 by inverting the expanded characteristic function up to the orders n?2 and n?1, respectively. Our results can be applied to the distribution function of max (T2 i,…,T2 k) as a special case. 相似文献
86.
《统计学通讯:理论与方法》2013,42(7):1353-1372
The paper derives Bartlett corrections for improving the chisquare approximation to the likelihood ratio statistics in a class of location-scale family of distributions, which encompasses the elliptical family of distributions and also asymmetric distributions such as the extreme value distributions. We present, in matrix notation, a Bartlett corrected likelihood ratio statistic for testing that a subset of the nonlinear regression coefficients in this class of models equals a given vector of constants. The formulae derived are simple enough to be used analytically to obtain several Bartlett corrections in a variety of important models. We show that these formulae generalize a number of previously published results. We also present simulation results comparing the sizes and powers of the usual likelihood ratio tests and their Bartlett corrected versions when the scale parameter is considered known and when this parameter is uncorrectly specified. 相似文献
87.
《统计学通讯:理论与方法》2013,42(10):2057-2078
The main object of this paper is to consider structural comparative calibration models under the assumption that the unknown quantity being measured is not identically distributed for all units. We consider the situation where the mean of the unknown quantity being measured is different within subgroups of the population. Method of moments and maximum likelihood estimators are considered for estimating the parameters in the model. Large sample inference is facilitated by the derivation of the asymptotic variances. An application to a data set which indeed motivated the consideration of such general model and was obtained by measuring the heights of a group of trees with five different instruments is considered. 相似文献
88.
《统计学通讯:理论与方法》2013,42(6):943-960
ABSTRACT We study the estimation of a hazard rate function based on censored data by non-linear wavelet method. We provide an asymptotic formula for the mean integrated squared error (MISE) of nonlinear wavelet-based hazard rate estimators under randomly censored data. We show this MISE formula, when the underlying hazard rate function and censoring distribution function are only piecewise smooth, has the same expansion as analogous kernel estimators, a feature not available for the kernel estimators. In addition, we establish an asymptotic normality of the nonlinear wavelet estimator. 相似文献
89.
《统计学通讯:理论与方法》2013,42(8):1373-1383
ABSTRACT We consider the variance estimation in a general nonparametric regression model with multiple covariates. We extend difference methods to the multivariate setting by introducing an algorithm that orders the design points in higher dimensions. We also consider an adaptive difference estimator which requires much less strict assumptions on the covariate design and can significantly reduce mean squared error for small sample sizes. 相似文献
90.
ABSTRACTOne main challenge for statistical prediction with data from multiple sources is that not all the associated covariate data are available for many sampled subjects. Consequently, we need new statistical methodology to handle this type of “fragmentary data” that has become more and more popular in recent years. In this article, we propose a novel method based on the frequentist model averaging that fits some candidate models using all available covariate data. The weights in model averaging are selected by delete-one cross-validation based on the data from complete cases. The optimality of the selected weights is rigorously proved under some conditions. The finite sample performance of the proposed method is confirmed by simulation studies. An example for personal income prediction based on real data from a leading e-community of wealth management in China is also presented for illustration. 相似文献