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61.
For capture–recapture models when covariates are subject to measurement errors and missing data, a set of estimating equations is constructed to estimate population size and relevant parameters. These estimating equations can be solved by an algorithm similar to the EM algorithm. The proposed method is also applicable to the situation when covariates with no measurement errors have missing data. Simulation studies are used to assess the performance of the proposed estimator. The estimator is also applied to a capture–recapture experiment on the bird species Prinia flaviventris in Hong Kong. The Canadian Journal of Statistics 37: 645–658; 2009 © 2009 Statistical Society of Canada 相似文献
62.
Nonparametric density estimation in the presence of measurement error is considered. The usual kernel deconvolution estimator
seeks to account for the contamination in the data by employing a modified kernel. In this paper a new approach based on a
weighted kernel density estimator is proposed. Theoretical motivation is provided by the existence of a weight vector that
perfectly counteracts the bias in density estimation without generating an excessive increase in variance. In practice a data
driven method of weight selection is required. Our strategy is to minimize the discrepancy between a standard kernel estimate
from the contaminated data on the one hand, and the convolution of the weighted deconvolution estimate with the measurement
error density on the other hand. We consider a direct implementation of this approach, in which the weights are optimized
subject to sum and non-negativity constraints, and a regularized version in which the objective function includes a ridge-type
penalty. Numerical tests suggest that the weighted kernel estimation can lead to tangible improvements in performance over
the usual kernel deconvolution estimator. Furthermore, weighted kernel estimates are free from the problem of negative estimation
in the tails that can occur when using modified kernels. The weighted kernel approach generalizes to the case of multivariate
deconvolution density estimation in a very straightforward manner. 相似文献
63.
64.
Emilio Gómez–Déniz 《统计学通讯:理论与方法》2017,46(18):9007-9025
In this paper, we assume that the duration of a process has two different intrinsic components or phases which are independent. The first is the time it takes for a trade to be initiated in the market (for example, the time during which agents obtain knowledge about the market in which they are operating and accumulate information, which is coherent with Brownian motion) and the second is the subsequent time required for the trade to develop into a complete duration. Of course, if the first time is zero then the trade is initiated immediately and no initial knowledge is required. If we assume a specific compound Bernoulli distribution for the first time and an inverse Gaussian distribution for the second, the resulting convolution model has a mixture of an inverse Gaussian distribution with its reciprocal, which allows us to specify and test the unobserved heterogeneity in the autoregressive conditional duration (ACD) model.
Our proposals make it possible not only to capture various density shapes of the durations but also easily to accommodate the behaviour of the tail of the distribution and the non monotonic hazard function. The proposed model is easy to fit and characterizes the behaviour of the conditional durations reasonably well in terms of statistical criteria based on point and density forecasts. 相似文献
65.
We propose an improved difference-cum-exponential ratio type estimator for estimating the finite population mean in simple and stratified random sampling using two auxiliary variables. We obtain properties of the estimators up to first order of approximation. The proposed class of estimators is found to be more efficient than the usual sample mean estimator, ratio estimator, exponential ratio type estimator, usual two difference type estimators, Rao (1991) estimator, Gupta and Shabbir (2008) estimator, and Grover and Kaur (2011) estimator. We use six real data sets in simple random sampling and two in stratified sampling for numerical comparisons. 相似文献
66.
In clinical studies, pairwise comparisons are frequently performed to examine differences in efficacy between treatments. The statistical methods of pairwise comparisons are available when treatment responses are measured on an ordinal scale. The Wilcoxon–Mann–Whitney test and the latent normal model are popular examples. However, these procedures cannot be used to compare treatments in parallel groups (a two-way design) when overall type I error must be controlled. In this paper, we explore statistical approaches to the pairwise testing of treatments that satisfy the requirements of a two-way layout. The results of our simulation indicate that the latent normal approach is superior to the Wilcoxon–Mann–Whitney test. Clinical examples are used to illustrate our suggested testing methods. 相似文献
67.
The occurrence of nonresponse is very much plebeian in surveys, which troubles the analysis, and hence, an inappropriate inference is left out. To counterbalance the sour effects of the incompleteness, fresh imputation techniques have been proposed with the aid of multi-auxiliary variates for the estimation of population mean on successive waves. Properties of the proposed estimators have been elaborated, and they have been compared with the work of Priyanka et al. (2015). Detailed simulation study is carried out to substantiate the empirical and theoretical results. Several possible cases have been addressed in which nonresponse can occur. 相似文献
68.
In this paper, the classical statistical test based on intuitionistic fuzzy hypotheses in relation to the underlying population parametric is extended. In this approach, the type-I, type-II, power of test, and p-value are extended for intuitionistic fuzzy hypotheses. Throughout the paper, some applied examples are provided for both parametric and non parametric cases to clarify the discussions. 相似文献
69.
Liang Yan 《统计学通讯:理论与方法》2017,46(19):9636-9650
For the slope parameter of the measurement error model with the reliability ratio known, this article constructs a fiducial generalized confidence interval (FGCI) which is proved to have correct asymptotic coverage. Simulation results demonstrate that the FGCI often outperforms the existing intervals in terms of empirical coverage probability, average interval length, and false parameter coverage rate. Two examples are also provided to illustrate our approach. 相似文献
70.
In this article, we consider statistical inference for longitudinal partial linear models when the response variable is sometimes missing with missingness probability depending on the covariate that is measured with error. A generalized empirical likelihood (GEL) method is proposed by combining correction attenuation and quadratic inference functions. The method that takes into consideration the correlation within groups is used to estimate the regression coefficients. Furthermore, residual-adjusted empirical likelihood (EL) is employed for estimating the baseline function so that undersmoothing is avoided. The empirical log-likelihood ratios are proven to be asymptotically Chi-squared, and the corresponding confidence regions for the parameters of interest are then constructed. Compared with methods based on NAs, the GEL does not require consistent estimators for the asymptotic variance and bias. The numerical study is conducted to compare the performance of the EL and the normal approximation-based method, and a real example is analysed. 相似文献