全文获取类型
收费全文 | 1299篇 |
免费 | 9篇 |
专业分类
管理学 | 82篇 |
人口学 | 3篇 |
丛书文集 | 3篇 |
理论方法论 | 7篇 |
综合类 | 25篇 |
社会学 | 11篇 |
统计学 | 1177篇 |
出版年
2023年 | 1篇 |
2022年 | 2篇 |
2021年 | 8篇 |
2020年 | 12篇 |
2019年 | 36篇 |
2018年 | 48篇 |
2017年 | 85篇 |
2016年 | 26篇 |
2015年 | 22篇 |
2014年 | 35篇 |
2013年 | 568篇 |
2012年 | 90篇 |
2011年 | 20篇 |
2010年 | 19篇 |
2009年 | 38篇 |
2008年 | 21篇 |
2007年 | 20篇 |
2006年 | 10篇 |
2005年 | 13篇 |
2004年 | 21篇 |
2003年 | 17篇 |
2002年 | 9篇 |
2001年 | 16篇 |
2000年 | 16篇 |
1999年 | 17篇 |
1998年 | 14篇 |
1997年 | 13篇 |
1996年 | 6篇 |
1995年 | 7篇 |
1994年 | 11篇 |
1993年 | 4篇 |
1992年 | 11篇 |
1991年 | 7篇 |
1990年 | 6篇 |
1989年 | 4篇 |
1988年 | 8篇 |
1987年 | 2篇 |
1986年 | 10篇 |
1985年 | 4篇 |
1984年 | 5篇 |
1983年 | 3篇 |
1982年 | 5篇 |
1981年 | 6篇 |
1980年 | 3篇 |
1979年 | 1篇 |
1977年 | 2篇 |
1976年 | 3篇 |
1975年 | 3篇 |
排序方式: 共有1308条查询结果,搜索用时 15 毫秒
61.
Marco Barnabani 《统计学通讯:模拟与计算》2017,46(1):331-343
In general, the exact distribution of a convolution of independent gamma random variables is quite complicated and does not admit a closed form. Of all the distributions proposed, the gamma-series representation of Moschopoulos (1985) is relatively simple to implement but for particular combinations of scale and/or shape parameters the computation of the weights of the series can result in complications with too much time consuming to allow a large-scale application. Recently, a compact random parameter representation of the convolution has been proposed by Vellaisamy and Upadhye (2009) and it allows to give an exact interpretation to the weights of the series. They describe an infinite discrete probability distribution. This result suggested to approximate Moschopoulos’s expression looking for an approximating theoretical discrete distribution for the weights of the series. More precisely, we propose a general negative binomial distribution. The result is an “excellent” approximation, fast and simple to implement for any parameter combination. 相似文献
62.
The ordinary-G class of distributions is defined to have the cumulative distribution function (cdf) as the value of the cdf of the ordinary distribution F whose range is the unit interval at G, that is, F(G), and it generalizes the ordinary distribution. In this work, we consider the standard two-sided power distribution to define other classes like the beta-G and the Kumaraswamy-G classes. We extend the idea of two-sidedness to other ordinary distributions like normal. After studying the basic properties of the new class in general setting, we consider the two-sided generalized normal distribution with maximum likelihood estimation procedure. 相似文献
63.
The forecasting of sales in a company is one of the crucial challenges that must be faced. Nowadays, there is a large spectrum of methods that enable making reliable forecasts. However, sometimes the nature of time series excludes many well-known and widely used forecasting methods (e.g., econometric models). Therefore, the authors decided to forecast on the basis of a seasonally adjusted median of selected probability distributions. The obtained forecasts were verified by means of distributions of the Theil U2 coefficient and unbiasedness coefficient. 相似文献
64.
65.
Changjun Yu 《统计学通讯:理论与方法》2017,46(2):591-601
This paper investigates tail behavior of the randomly weighted sum ∑nk = 1θkXk and reaches an asymptotic formula, where Xk, 1 ? k ? n, are real-valued linearly wide quadrant-dependent (LWQD) random variables with a common heavy-tailed distribution, and θk, 1 ? k ? n, independent of Xk, 1 ? k ? n, are n non-negative random variables without any dependence assumptions. The LWQD structure includes the linearly negative quadrant-dependent structure, the negatively associated structure, and hence the independence structure. On the other hand, it also includes some positively dependent random variables and some other random variables. The obtained result coincides with the existing ones. 相似文献
66.
In this paper, we propose a new bivariate distribution, namely bivariate alpha-skew-normal distribution. The proposed distribution is very flexible and capable of generalizing the univariate alpha-skew-normal distribution as its marginal component distributions; it features a probability density function with up to two modes and has the bivariate normal distribution as a special case. The joint moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach. The asymptotic properties of the maximum-likelihood estimates are verified in light of a simulation study. The usefulness of the new model is illustrated in a real benchmark data. 相似文献
67.
Fiducial inference has been gaining presence recently and it is the intention of the present article to look at the notion of fiducial generators; meaning procedures to simulate parameter values that in some sense correspond to simulations from some implicit fiducial distribution. It is well known that when the distribution has group structure, stemming from the natural pivotal associated, a fiducial may be obtained. It is in the non group distributions that there appears to be still room for finding a fiducial distribution. Recently some general procedures have been proposed for dealing with generalized fiducials, but these depend on certain choices for a structural equation or a fiducial equation, as in Hannig (2009) or Taraldsen and Lindqvist (2013), respectively. A brief presentation is made of an earlier approach to fiducial inference for multivariate parameters, as in Brillinger (1962), and the implied fiducial generator introduced in Engen and Lillegård (1997), trying to connect them. Three interesting non group distributions are seen; two of them, the truncated exponential and the two-parameter gamma, already reported in literature. A third non group distribution is analyzed; the inverse Gaussian, connecting the fiducial that results following Brillinger (1962), with a result pertaining confidence limits for the shape parameter in Hsieh (1990). In the three cases, comparisons are made with the Bayesian posteriors that have been known to be close numerically. Some discussion is made on the issue of singularities of the fiducial density and its connection with densities that do not integrate to unity. As to the case of discrete observables, some comments are made for the Bernoulli distribution, only. 相似文献
68.
69.
S. M. R. Alavi 《统计学通讯:理论与方法》2017,46(5):2193-2201
70.
Rubin (1976) derived general conditions under which inferences that ignore missing data are valid. These conditions are sufficient but not generally necessary, and therefore may be relaxed in some special cases. We consider here the case of frequentist estimation of a conditional cdf subject to missing outcomes. We partition a set of data into outcome, conditioning, and latent variables, all of which potentially affect the probability of a missing response. We describe sufficient conditions under which a complete-case estimate of the conditional cdf of the outcome given the conditioning variable is unbiased. We use simulations on a renal transplant data set (Dienemann et al.) to illustrate the implications of these results. 相似文献