全文获取类型
收费全文 | 804篇 |
免费 | 12篇 |
专业分类
管理学 | 58篇 |
人才学 | 1篇 |
人口学 | 13篇 |
丛书文集 | 9篇 |
理论方法论 | 14篇 |
综合类 | 80篇 |
社会学 | 24篇 |
统计学 | 617篇 |
出版年
2024年 | 1篇 |
2023年 | 5篇 |
2022年 | 5篇 |
2021年 | 3篇 |
2020年 | 10篇 |
2019年 | 34篇 |
2018年 | 27篇 |
2017年 | 56篇 |
2016年 | 23篇 |
2015年 | 20篇 |
2014年 | 36篇 |
2013年 | 254篇 |
2012年 | 44篇 |
2011年 | 23篇 |
2010年 | 20篇 |
2009年 | 19篇 |
2008年 | 19篇 |
2007年 | 24篇 |
2006年 | 21篇 |
2005年 | 20篇 |
2004年 | 18篇 |
2003年 | 16篇 |
2002年 | 27篇 |
2001年 | 9篇 |
2000年 | 9篇 |
1999年 | 12篇 |
1998年 | 10篇 |
1997年 | 11篇 |
1996年 | 6篇 |
1995年 | 2篇 |
1994年 | 4篇 |
1993年 | 2篇 |
1992年 | 5篇 |
1991年 | 2篇 |
1990年 | 3篇 |
1989年 | 1篇 |
1988年 | 1篇 |
1987年 | 3篇 |
1986年 | 2篇 |
1985年 | 2篇 |
1984年 | 2篇 |
1983年 | 1篇 |
1981年 | 1篇 |
1980年 | 1篇 |
1979年 | 2篇 |
排序方式: 共有816条查询结果,搜索用时 15 毫秒
101.
N. K. Sajeevkumar 《统计学通讯:理论与方法》2013,42(10):1780-1786
In this article, we consider the problem of best linear unbiased estimation and best linear invariant estimation of the scale parameter of a symmetric distribution using quasi-ranges is considered. We also prove a sufficient condition for the non negativity of the scale estimator obtained by the above method. Further, we obtain necessary and sufficient conditions for the derived estimators to be constant multiple of the sample range. 相似文献
102.
Let {X j , j ≥ 1} be a strictly stationary negatively or positively associated sequence of real valued random variables with unknown distribution function F(x). On the basis of the random variables {X j , j ≥ 1}, we propose a smooth recursive kernel-type estimate of F(x), and study asymptotic bias, quadratic-mean consistency and asymptotic normality of the recursive kernel-type estimator under suitable conditions. 相似文献
103.
Jiří Anděl 《统计学通讯:理论与方法》2013,42(17):3191-3201
We deal with sequences of dependent Bernoulli variables with non positive correlations. Some special models for 1-dependent and 2-dependent 0–1 valued variables are analyzed, namely Bernoulli variables obtained by clipping a linear combination of iid variables. Formulas describing dependence of their correlation function on the clipping parameters are derived. The lower bound for the sum of autocorrelations of Bernoulli variables obtained by clipping a Gaussian process is provided. 相似文献
104.
The paper reviews finite mixture models for binomial counts with concomitant variables. These models are well known in theory, but they are rarely applied. We use a binomial finite mixture to model the number of credits gained by freshmen during the first year at the School of Economics of the University of Florence. The finite mixture approach allows us to appropriately account for the large number of zeroes and the multimodality of the observed distribution. Moreover, we rely on a concomitant variable specification to investigate the role of student background characteristics and of a compulsory pre-enrollment test in predicting gained credits. In the paper, we deal with model selection, including the choice of the number of components, and we devise numerical and graphical summaries of the model results in order to exploit the information content of the concomitant variable specification. The main finding is that the introduction of the pre-enrollment test gives additional information for student tutoring, even if the predictive power is modest. 相似文献
105.
Simultaneous confidence intervals for the p means of a multivariate normal random variable with known variances may be generated by the projection method of Scheffé and by the use of Bonferroni's inequality. It has been conjectured that the Bonferroni intervals are shorter than the Scheffé intervals, at least for the usual confidence levels. This conjecture is proved for all p≥2 and all confidence levels above 50%. It is shown, incidentally, that for all p≥2 Scheffé's intervals are shorter for sufficiently small confidence levels. The results are also applicable to the Bonferroni and Scheffé intervals generated for multinomial proportions. 相似文献
106.
Barry R. Davis 《统计学通讯:理论与方法》2013,42(9):1161-1175
A nonparametric inference algorithm developed by Davis and Geman (1983) is extended problem. The algorithm and applied to a medical prediction employs an estimation procedure for acquiring pairwise statistics among variables of a binary data set, allows for the data-driven creation of interaction terms among the variables, and employs a decision rule which asymptotically gives the minimum expected error. The inference procedure was designed for large data sets but has been extended via the method of cross-validation to encompass smaller data sets. 相似文献
107.
Information on several auxiliary variables correlated with the variable under study is available in most of the sample survey studies. This paper attempts an optimal use of several auxiliary variables in the form of a single auxiliary variable obtained as a linear function of these variables. The performance of this condensed auxiliary variable has been studied in selecting the sample. 相似文献
108.
The Mellin convolution is used to derive in analytical form an exact 3-parameterprobabilitydensity function of the quotient of two noncentral normal random variables. In contrast with the 5-parameter probability density function previously derivedby Fieller (1932) and Hinkley (1969), this 3-parameter probability density function is feasible for computer evaluation of the mean and cumulative distribution function, which are needed, for example, when dealing with estimation and distribution problems in regression analysis and sampling theory. When the normal variables are independent, the probability density function reduces to a 2-parameter function, for which a computer program is operational. An illustrative example is given for one set of parameters when the normal variables are independent, in which themean and functional form of the probability density function are presented, together with a brief tabulation of the probability density function. 相似文献
109.
Asatoshi Maeshiro 《统计学通讯:理论与方法》2013,42(4):1185-1204
This study reveals that contrary to the conventional wisdom among econometricians, the bias of the OLS estimator can be quite small when the estimator is applied to a geometrically distributed lag model, yt<ce:glyph name="dbnd6"/> α + βx t+ λy t-1. + ut, with autocorrelated disturbances, be they AR(1), MA(1), MA(2), AR(2), and ARMA(1,1). This happens when λ is large and xtis smoothly trended (e.g., a real GNP series). In fact, the bias of the OLS estimator becomes zero at one parameter combination, and the OLS estimator performs well over a wide range around this parameter combination. By decomposing the disturbance term into two parts, the paper also explains why OLS shows such an unexpected property. These findings have both pedagogical and practical significance. 相似文献
110.