首页 | 本学科首页   官方微博 | 高级检索  
文章检索
  按 检索   检索词:      
出版年份:   被引次数:   他引次数: 提示:输入*表示无穷大
  收费全文   7173篇
  免费   105篇
  国内免费   33篇
管理学   314篇
民族学   26篇
人口学   142篇
丛书文集   230篇
理论方法论   108篇
综合类   1751篇
社会学   71篇
统计学   4669篇
  2024年   5篇
  2023年   28篇
  2022年   63篇
  2021年   58篇
  2020年   112篇
  2019年   203篇
  2018年   230篇
  2017年   455篇
  2016年   148篇
  2015年   169篇
  2014年   246篇
  2013年   2026篇
  2012年   545篇
  2011年   287篇
  2010年   208篇
  2009年   243篇
  2008年   258篇
  2007年   255篇
  2006年   219篇
  2005年   228篇
  2004年   182篇
  2003年   171篇
  2002年   164篇
  2001年   149篇
  2000年   127篇
  1999年   75篇
  1998年   64篇
  1997年   47篇
  1996年   41篇
  1995年   33篇
  1994年   25篇
  1993年   30篇
  1992年   27篇
  1991年   25篇
  1990年   26篇
  1989年   22篇
  1988年   15篇
  1987年   16篇
  1986年   8篇
  1985年   11篇
  1984年   13篇
  1983年   15篇
  1982年   7篇
  1981年   4篇
  1980年   4篇
  1979年   6篇
  1978年   5篇
  1977年   6篇
  1976年   3篇
  1975年   4篇
排序方式: 共有7311条查询结果,搜索用时 15 毫秒
91.
92.
Egmar Rödel 《Statistics》2013,47(4):573-585
Normed bivariate density funtions were introduced by HOEFFDING (1940/41). In the present paper estimators for normed bivariate ranks and on a FOURIER series expansion in LEGENDRE polynomials. The estimation of normed bivarate density functions under positive dependence is also described  相似文献   
93.
The inverse Gaussian distribution is often suited for modeling positive and/or positively skewed data (see Chhikara and Folks, 1989 Chhikara , R. S. , Folks , J. L. ( 1989 ). The Inverse Gaussian Distribution . New York : Marcel Dekker . [Google Scholar]) and presents an interesting alternative to the Gaussian model in such cases. We note here that overlap coefficients and their variants are widely studied in the literature for Gaussian populations (see Mulekar and Mishra, 1994 Mulekar , M. , Mishra , S. N. ( 1994 ). Overlap coefficients of two normal densities: equal means case . J. Japan. Statist. Soc. 24 : 169180 . [Google Scholar], 2000 Mulekar , M. , Mishra , S. N. ( 2000 ). Confidence interval estimation of overlap: equal means case . Computat. Statist. Data Anal. 34 : 121137 .[Crossref], [Web of Science ®] [Google Scholar], and references therein for further details). This article studies the properties and addresses point estimation for large samples of commonly used measures of overlap when the populations are described by inverse Gaussian distributions. The bias and mean square error properties of the estimators are studied through a simulation study.  相似文献   
94.
Partitioning the variance of a response by design levels is challenging for binomial and other discrete outcomes. Goldstein (2003 Goldstein , H. ( 2003 ). Multilevel Statistical Models. 3rd ed . London : Edward Arnold . [Google Scholar]) proposed four definitions for variance partitioning coefficients (VPC) under a two-level logistic regression model. In this study, we explicitly derived formulae for multi-level logistic regression model and subsequently studied the distributional properties of the calculated VPCs. Using simulations and a vegetation dataset, we demonstrated associations between different VPC definitions, the importance of methods for estimating VPCs (by comparing VPC obtained using Laplace and penalized quasilikehood methods), and bivariate dependence between VPCs calculated at different levels. Such an empirical study lends an immediate support to wider applications of VPC in scientific data analysis.  相似文献   
95.
Abstract

The multivariate elliptically contoured distributions provide a viable framework for modeling time-series data. It includes the multivariate normal, power exponential, t, and Cauchy distributions as special cases. For multivariate elliptically contoured autoregressive models, we derive the exact likelihood equations for the model parameters. They are closely related to the Yule-Walker equations and involve simple function of the data. The maximum likelihood estimators are obtained by alternately solving two linear systems and illustrated using the simulation data.  相似文献   
96.
The von Mises-Fisher distribution is widely used for modeling directional data. In this article, we derive the discriminant rules based on this distribution to assign objects into pre-existing classes. We determine a distance between two von Mises-Fisher populations and we calculate estimates of the misclassification probabilities. We also analyze the behavior of the distance between two von Mises-Fisher populations and of the estimates of the misclassification probabilities when we modify the parameters of the populations or the samples size or the dimension of the sphere. Finally, we present an example with real spherical data available in the literature.  相似文献   
97.
For a segmented regression system with an unknown changepoint over two domains of a predictor, a new empirical likelihood ratio statistic is proposed to test the null hypothesis of no change. Under the null hypothesis of no change, the proposed test statistic is shown empirically to be Gumbel distributed with robust location and scale estimators against various parameter settings and error distributions. A power analysis is conducted to illustrate the performance of the test. Under the alternative hypothesis with a changepoint, the test statistic is utilized to estimate the changepoint between the two domains. A comparison of the frequency distributions between the proposed estimator and two parametric methods indicates that the proposed method is effective in capturing the true changepoint.  相似文献   
98.
Several different measures of skewness are commonly used in place of γ1, the third central moment divided by the cube of the standard deviation. The numerical values of these measures are compared in this paper for members of the gamma, lognormal or Weibull family of distributions and shown to vary considerably in most cases even when skewness and kurtosis are moderate.  相似文献   
99.
The Cornish-Fisher expansion of the Pearson type VI distribution is known to be reasonably accurate when both degrees of freedom are relatively large (say greater than or equal to 5). However, when either or both degrees of freedom are less than 5, the accuracy of the computed percentage point begins to suffer; in some cases severely. To correct for this, the error surface in the degrees of freedom plane is modeled by least squares curve fitting for selected levels of tail probability (.025, .05, and .10) which can be used to adjust the percentage point obtained from the usual Cornish-Fisher expansion. This adjustment procedure produces a computing algorithm that computes percentage points of the Pearson type VI distribution at the above probability levels, accurate to at least + 1 in 3 digits in approximately 11 milliseconds per subroutine call on an IBM 370/145. This adjusted routine is valid for both degrees of freedom greater than or equal to 1.  相似文献   
100.
For four variables x1,x2, x3 and x4, which have a quadrivariate normal distribution with means equal to zero, the positive ortrhant probability is the probability that all of the x.'s are simultaneously positive. A representation for the quadrivariate normal positive orthant probability is obtained and it is a function of no more than three integrals over a single variable. Extensive testing has shown this representation to be very efficient on a computational basis.  相似文献   
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号