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   145篇
  免费   1篇
综合类   5篇
社会学   4篇
统计学   137篇
  2021年   2篇
  2020年   1篇
  2019年   3篇
  2018年   5篇
  2017年   7篇
  2016年   3篇
  2014年   5篇
  2013年   58篇
  2012年   19篇
  2011年   3篇
  2010年   3篇
  2009年   7篇
  2008年   2篇
  2007年   3篇
  2006年   1篇
  2005年   1篇
  2004年   2篇
  2000年   1篇
  1999年   5篇
  1998年   5篇
  1996年   2篇
  1995年   1篇
  1990年   2篇
  1988年   2篇
  1984年   1篇
  1983年   1篇
  1977年   1篇
排序方式: 共有146条查询结果,搜索用时 15 毫秒
11.
    
Let X1…, X n be a random sample of R d -valued random variables from the probability density function f, and let f n *(x) be a recursive kernel estimate of f(x) based on this random sample. Conditions are given under which the exact rates of almost sure convergence of f n *(x) to f(x) are determined. This is done both for d≦1 and also for the special case d = 1. These results are suitably used to establish exact rates for almost sure convergence of a recursive estimate m n *(x) of the regression function m(x). A further application yields exact rates of almost sure convergence of a recursive estimate r n (x) of the hazard rate r(x).  相似文献   
12.
    
The nonparametric two-sample test recently proposed by Baumgartner,Weiß,and Schindler [1] is not suitable for one-tailed analyses. We propose a modification of the original Baumgartner-Weiß-Schmdler statistic which enables one-sided tests. The test based on the new modified statistic has a less conservative size and is, according to simulation results, more powerful than the one-sided Wilcoxon-Mann-Whitney test. With the modified statistic a Jonckheere-type trend test can be constructed. Simulation studies indicate that this new trend test is superior to the often employed Jonckheere-Terpstra test. Furthermore, the new tests based on the modified statistic are also powerful in case of heteroscedasticity. For all tests the exact permutation distribution was used for inference  相似文献   
13.
    
ABSTRACT

This paper develops tests of the null hypothesis of linearity in the context of autoregressive models with Markov-switching means and variances. These tests are robust to the identification failures that plague conventional likelihood-based inference methods. The approach exploits the moments of normal mixtures implied by the regime-switching process and uses Monte Carlo test techniques to deal with the presence of an autoregressive component in the model specification. The proposed tests have very respectable power in comparison with the optimal tests for Markov-switching parameters of Carrasco et al. (2014 Carrasco, M., Hu, L., Ploberger, W. (2014). Optimal test for Markov switching parameters. Econometrica 82(2):765784.[Crossref], [Web of Science ®] [Google Scholar]), and they are also quite attractive owing to their computational simplicity. The new tests are illustrated with an empirical application to an autoregressive model of USA output growth.  相似文献   
14.
In an informal way, some dilemmas in connection with hypothesis testing in contingency tables are discussed. The body of the article concerns the numerical evaluation of Cochran's Rule about the minimum expected value in r × c contingency tables with fixed margins when testing independence with Pearson's X2 statistic using the χ2 distribution.  相似文献   
15.
    
We derive an exact F-test for random effects in the nested-error regression model. The derivation utilizes a matrix decomposition that offers a transformation of the response vector into two independent subvectors. When the random effects are absent, the test statistic reduces to a ratio of two independent residual sums of squares that are computed by fitting a regression model using each subvector. A small simulation study compares the power of the F-test with various recent tests and shows that the proposed test has a competitive performance under small as well as large number of clusters.  相似文献   
16.
Zhenmin Chen  Jie Mi 《Statistics》2013,47(6):519-527
The gamma distribution has been discussed by many authors. This article proposes an exact confidence region for the parameters of a two-parameter gamma distribution. The result is based on the fact that the percentiles of the F-distribution, with equal degrees of freedom k, are monotonic in k.  相似文献   
17.
本文利用一种简明的方法得出一类耦合KdV方程组的孤波精确解。  相似文献   
18.
The progeny of the affected and non-affected dams in the bovine spongiform encephalopathy (BSE) cohort study were paired in terms of their farm of origin and approximate date of birth. This paper presents an exact logistic regression analysis that avoids modelling the differences between the pairs and so analyses only the discordant pairs. There is some evidence that the pairs in which the affected animal was born to the affected dam tend to be those in which the onset of BSE in the affected dam preceded or occurred soon after the calving. This suggests some occurrence of maternal transmission.  相似文献   
19.
Fill's algorithm for perfect simulation for attractive finite state space models, unbiased for user impatience, is presented in terms of stochastic recursive sequences and extended in two ways. Repulsive discrete Markov random fields with two coding sets like the auto-Poisson distribution on a lattice with 4-neighbourhood can be treated as monotone systems if a particular partial ordering and quasi-maximal and quasi-minimal states are used. Fill's algorithm then applies directly. Combining Fill's rejection sampling with sandwiching leads to a version of the algorithm which works for general discrete conditionally specified repulsive models. Extensions to other types of models are briefly discussed.  相似文献   
20.
We consider methods for reducing the effect of fitting nuisance parameters on a general estimating function, when the estimating function depends on not only a vector of parameters of interest, θθ, but also on a vector of nuisance parameters, λλ. We propose a class of modified profile estimating functions with plug-in bias reduced by two orders. A robust version of the adjustment term does not require any information about the probability mechanism beyond that required by the original estimating function. An important application of this method is bias correction for the generalized estimating equation in analyzing stratified longitudinal data, where the stratum-specific intercepts are considered as fixed nuisance parameters, the dependence of the expected outcome on the covariates is of interest, and the intracluster correlation structure is unknown. Furthermore, when the quasi-scores for θθ and λλ are available, we propose an additional multiplicative adjustment term such that the modified profile estimating function is approximately information unbiased. This multiplicative adjustment term can serve as an optimal weight in the analysis of stratified studies. A brief simulation study shows that the proposed method considerably reduces the impact of the nuisance parameters.  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