全文获取类型
收费全文 | 465篇 |
免费 | 5篇 |
国内免费 | 1篇 |
专业分类
管理学 | 25篇 |
人口学 | 3篇 |
丛书文集 | 2篇 |
理论方法论 | 11篇 |
综合类 | 10篇 |
社会学 | 14篇 |
统计学 | 406篇 |
出版年
2023年 | 1篇 |
2022年 | 3篇 |
2021年 | 5篇 |
2020年 | 4篇 |
2019年 | 19篇 |
2018年 | 23篇 |
2017年 | 29篇 |
2016年 | 9篇 |
2015年 | 9篇 |
2014年 | 15篇 |
2013年 | 150篇 |
2012年 | 32篇 |
2011年 | 14篇 |
2010年 | 17篇 |
2009年 | 16篇 |
2008年 | 12篇 |
2007年 | 14篇 |
2006年 | 8篇 |
2005年 | 12篇 |
2004年 | 14篇 |
2003年 | 10篇 |
2002年 | 1篇 |
2001年 | 6篇 |
2000年 | 5篇 |
1999年 | 6篇 |
1998年 | 5篇 |
1997年 | 8篇 |
1996年 | 5篇 |
1995年 | 2篇 |
1994年 | 2篇 |
1993年 | 4篇 |
1992年 | 2篇 |
1991年 | 2篇 |
1985年 | 1篇 |
1984年 | 1篇 |
1983年 | 1篇 |
1982年 | 3篇 |
1978年 | 1篇 |
排序方式: 共有471条查询结果,搜索用时 109 毫秒
21.
Statistical inference for the diffusion coefficients of multivariate diffusion processes has been well established in recent years; however, it is not the case for the drift coefficients. Furthermore, most existing estimation methods for the drift coefficients are proposed under the assumption that the diffusion matrix is positive definite and time homogeneous. In this article, we put forward two estimation approaches for estimating the drift coefficients of the multivariate diffusion models with the time inhomogeneously positive semidefinite diffusion matrix. They are maximum likelihood estimation methods based on both the martingale representation theorem and conditional characteristic functions and the generalized method of moments based on conditional characteristic functions, respectively. Consistency and asymptotic normality of the generalized method of moments estimation are also proved in this article. Simulation results demonstrate that these methods work well. 相似文献
22.
在险价值VaR是一种非常重要的金融风险度量方法,近期也有很多关于动态VaR以及条件VaR (CVaR) 等方面的研究。根据金融资产的收益率具有重尾特征这一事实,本文假定金融资产收益率服从重尾分布,并假定重尾分布的尾部指数随着收益率发生变化。本文基于尾部指数回归模型对重尾分布的尾部指数进行估计,进而得到收益率尾部数据所服从的条件分布,并首次运用该方法对条件VaR进行估计。本文对沪深300指数进行了实证研究,得到CVaR的估计,并对估计得到的CVaR的预测效果作出检验,并与传统VaR估计方法进行了对比,实证结果发现本文的方法的预测效果更好。 相似文献
23.
Kazuo Anraku 《统计学通讯:理论与方法》2013,42(11):3257-3272
A new method for estimating a set of odds ratios under an order restriction based on estimating equations is proposed. The method is applied to those of the conditional maximum likelihood estimators and the Mantel-Haenszel estimators. The estimators derived from the conditional likelihood estimating equations are shown to maximize the conditional likelihoods. It is also seen that the restricted estimators converge almost surely to the respective odds ratios when the respective sample sizes become large regularly. The restricted estimators are compared with the unrestricted maximum likelihood estimators by a Monte Carlo simulation. The simulation studies show that the restricted estimates improve the mean squared errors remarkably, while the Mantel-Haenszel type estimates are competitive with the conditional maximum likelihood estimates, being slightly worse. 相似文献
24.
《Journal of Statistical Computation and Simulation》2012,82(3-4):163-181
Several jackknife methods for the proportional hazards model are proposed. Instead of deleting observations in the calculation of the pseudovalues, we delete the conditional probabilities from the partial likelihood function. The parameter estimators and variance estimators for both the linear and weighted linear jackknife methods are strongly consistent. A limitted simulation study is conducted. 相似文献
25.
In this paper, we consider the simple step-stress model for a two-parameter exponential distribution, when both the parameters are unknown and the data are Type-II censored. It is assumed that under two different stress levels, the scale parameter only changes but the location parameter remains unchanged. It is observed that the maximum likelihood estimators do not always exist. We obtain the maximum likelihood estimates of the unknown parameters whenever they exist. We provide the exact conditional distributions of the maximum likelihood estimators of the scale parameters. Since the construction of the exact confidence intervals is very difficult from the conditional distributions, we propose to use the observed Fisher Information matrix for this purpose. We have suggested to use the bootstrap method for constructing confidence intervals. Bayes estimates and associated credible intervals are obtained using the importance sampling technique. Extensive simulations are performed to compare the performances of the different confidence and credible intervals in terms of their coverage percentages and average lengths. The performances of the bootstrap confidence intervals are quite satisfactory even for small sample sizes. 相似文献
26.
In this article, we develop a specification technique for building multiplicative time-varying GARCH models of Amado and Teräsvirta (2008, 2013). The variance is decomposed into an unconditional and a conditional component such that the unconditional variance component is allowed to evolve smoothly over time. This nonstationary component is defined as a linear combination of logistic transition functions with time as the transition variable. The appropriate number of transition functions is determined by a sequence of specification tests. For that purpose, a coherent modelling strategy based on statistical inference is presented. It is heavily dependent on Lagrange multiplier type misspecification tests. The tests are easily implemented as they are entirely based on auxiliary regressions. Finite-sample properties of the strategy and tests are examined by simulation. The modelling strategy is illustrated in practice with two real examples: an empirical application to daily exchange rate returns and another one to daily coffee futures returns. 相似文献
27.
Recently, there has been a great interest in the analysis of longitudinal data in which the observation process is related to the longitudinal process. In literature, the observation process was commonly regarded as a recurrent event process. Sometimes some observation duration may occur and this process is referred to as a recurrent episode process. The medical cost related to hospitalization is an example. We propose a conditional modeling approach that takes into account both informative observation process and observation duration. We conducted simulation studies to assess the performance of the method and applied it to a dataset of medical costs. 相似文献
28.
ABSTRACTIn this article, we study the recursive kernel estimator of the conditional quantile of a scalar response variable Y given a random variable (rv) X taking values in a semi-metric space. Two estimators are considered. While the first one is given by inverting the double-kernel estimate of the conditional distribution function, the second estimator is obtained by using the robust approach. We establish the almost complete consistency of these estimates when the observations are sampled from a functional ergodic process. Finally, a simulation study is carried out to illustrate the finite sample performance of these estimators. 相似文献
29.
Neil Butler 《统计学通讯:理论与方法》2013,42(9):2325-2342
This paper demonstrates that well-known parameter estimation methods for Gaussian fields place different emphasis on the high and low frequency components of the data. As a consequence, the relative importance of the frequencies under the objective of the analysis should be taken into account when selecting an estimation method, in addition to other considerations such as statistical and computational efficiency. The paper also shows that when noise is added to the Gaussian field, maximum pseudolikelihood automatically sets the smoothing parameter of the model equal to one. A simulation study then indicates that generalised cross-validation is more robust than maximum likelihood un- der model misspecification in smoothing and image restoration problems. This has implications for Bayesian procedures since these use the same weightings of the frequencies as the likelihood. 相似文献
30.
《统计学通讯:理论与方法》2013,42(9):1835-1858
Abstract The efficacy and the asymptotic relative efficiency (ARE) of a weighted sum of Kendall's taus, a weighted sum of Spearman's rhos, a weighted sum of Pearson's r's, and a weighted sum of z-transformation of the Fisher–Yates correlation coefficients, in the presence of a blocking variable, are discussed. The method of selecting the weighting constants that maximize the efficacy of these four correlation coefficients is proposed. The estimate, test statistics and confidence interval of the four correlation coefficients with weights are also developed. To compare the small-sample properties of the four tests, a simulation study is performed. The theoretical and simulated results all prefer the weighted sum of the Pearson correlation coefficients with the optimal weights, as well as the weighted sum of z-transformation of the Fisher–Yates correlation coefficients with the optimal weights. 相似文献