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21.
Juan A. Carrasco 《统计学通讯:模拟与计算》2013,42(4):1027-1052
ABSTRACT In this article, we develop a new method, called regenerative randomization, for the transient analysis of continuous time Markov models with absorbing states. The method has the same good properties as standard randomization: numerical stability, well-controlled computation error, and ability to specify the computation error in advance. The method has a benign behavior for large t and is significantly less costly than standard randomization for large enough models and large enough t. For a class of models, class C, including typical failure/repair reliability models with exponential failure and repair time distributions and repair in every state with failed components, stronger theoretical results are available assessing the efficiency of the method in terms of “visible” model characteristics. A large example belonging to that class is used to illustrate the performance of the method and to show that it can indeed be much faster than standard randomization. 相似文献
22.
《Journal of Statistical Computation and Simulation》2012,82(11):1087-1103
A segmented line regression model has been used to describe changes in cancer incidence and mortality trends [Kim, H.-J., Fay, M.P., Feuer, E.J. and Midthune, D.N., 2000, Permutation tests for joinpoint regression with applications to cancer rates. Statistics in Medicine, 19, 335–351. Kim, H.-J., Fay, M.P., Yu, B., Barrett., M.J. and Feuer, E.J., 2004, Comparability of segmented line regression models. Biometrics, 60, 1005–1014.]. The least squares fit can be obtained by using either the grid search method proposed by Lerman [Lerman, P.M., 1980, Fitting segmented regression models by grid search. Applied Statistics, 29, 77–84.] which is implemented in Joinpoint 3.0 available at http://srab.cancer.gov/joinpoint/index.html, or by using the continuous fitting algorithm proposed by Hudson [Hudson, D.J., 1966, Fitting segmented curves whose join points have to be estimated. Journal of the American Statistical Association, 61, 1097–1129.] which will be implemented in the next version of Joinpoint software. Following the least squares fitting of the model, inference on the parameters can be pursued by using the asymptotic results of Hinkley [Hinkley, D.V., 1971, Inference in two-phase regression. Journal of the American Statistical Association, 66, 736–743.] and Feder [Feder, P.I., 1975a, On asymptotic distribution theory in segmented regression Problems-Identified Case. The Annals of Statistics, 3, 49–83.] Feder [Feder, P.I., 1975b, The log likelihood ratio in segmented regression. The Annals of Statistics, 3, 84–97.] Via simulations, this paper empirically examines small sample behavior of these asymptotic results, studies how the two fitting methods, the grid search and the Hudson's algorithm affect these inferential procedures, and also assesses the robustness of the asymptotic inferential procedures. 相似文献
23.
《Journal of Statistical Computation and Simulation》2012,82(4):177-194
Formulating the model first in continuous time, we have developed a state space approach to the problem of testing for threshold-type nonlinearity when the data are irregularly spaced. 相似文献
24.
传统的审计范式与当前的实时经济已不相适应.连续审计在定义上存在诸多争论,为更好的理解其本质,本文拟对连续审计和传统审计从审计频率,审计方式等七个方面进行对比分析,这可以更好地理解连续审计的本质内涵,并能够对推动连续审计的理论与实务研究有所裨益. 相似文献
25.
Traditionally, IT security investment decisions are made in isolation. However, as firms that compete for customers in an industry are closely interlinked, a macro perspective is needed in analyzing these decisions. We utilize the notions of direct‐ and cross‐risk elasticity to describe the customer response to adverse IT security events in the firm and competitor, respectively, thus allowing us to analyze optimal security investment decisions. Examining both symmetric and asymmetric duopoly cases using a continuous‐time Markov chain (CTMC) model, we demonstrate that optimal IT security spending, expected firm profits and willingness of firms to cooperate on security improvements are highly dependent on the nature of customer response to adverse events. We also examine the investment problem when security attacks on different firms are correlated. 相似文献
26.
While well chosen sampling schemes may substantially increase efficiency of observational studies, some sampling schemes may instead decrease efficiency. Rules of thumb how to choose sampling schemes are only available for some special cases. In this paper we provide tools to compare efficiencies, and cost adjusted efficiencies, of different sampling schemes, in order to facilitate this choice. The method can be used for both categorical and continuous outcome variables. Some examples are presented, focusing on data from ascertainment sampling schemes. A Monte Carlo method is used to overcome computational issues wherever needed. The results are illustrated in graphs. 相似文献
27.
最近实证博弈研究的迅速发展为分析市场中的策略互动、进行政策分析与反事实实验提供了有效的工具。本文提出一种估计不完全信息连续策略博弈的两阶段方法,它可以处理私有信息的影响。第一阶段通过非参数分位数回归估计局中人的策略与期望支付函数;第二阶段利用贝叶斯——纳什均衡不等式构造模拟最小距离估计量,最终获得结构参数的估计。数值模拟显示本方法有良好的小样本表现。与现有文献的嵌套固定点方法相比,本方法不需计算均衡,极大地降低了计算量,并减轻了多重均衡的干扰。本方法既可以用于估计离散状态博弈,也适用于连续状态博弈。 相似文献
28.
29.
现代金融经济学中连续时间模型能够更方便地描述重要经济变量的动态过程如股价、汇率和利率等。为连续时间模型提出了一种高频数据驱动的二阶段估计方法,增强了连续时间扩展模型的弹性和可操作性。以Vasicek模型为例给出了该方法的应用实例,首先在第一阶段使用实现波动率方法估计出模型的扩散项参数,然后使用实际数据的稳态分布的前向方程估计漂移项参数。此方法对模型初始设定和优化算法依赖程度低,结果较为稳定可靠。 相似文献
30.
Torben G. Andersen Tim Bollerslev Nour Meddahi 《Econometrica : journal of the Econometric Society》2005,73(1):279-296
We develop general model‐free adjustment procedures for the calculation of unbiased volatility loss functions based on practically feasible realized volatility benchmarks. The procedures, which exploit recent nonparametric asymptotic distributional results, are both easy‐to‐implement and highly accurate in empirically realistic situations. We also illustrate that properly accounting for the measurement errors in the volatility forecast evaluations reported in the existing literature can result in markedly higher estimates for the true degree of return volatility predictability. 相似文献