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291.
重复次数不确定的重复博弈比无限次重复博弈更符合客观实际。提出了不定次重复的古诺模型及不同的博弈策略;通过计算机仿真的方法,根据设计的仿真方案对不定次重复的古诺模型博弈过程进行了仿真,得到了不同贴现因子条件下各种仿真方案的厂商得益;对各方案的结果进行了分析比较,得到了统计意义上的临界贴现因子和均衡策略;阐释了仿真结果的输入弹性的概念,并用其分析了不同仿真方案的结果差异的原因。 相似文献
292.
A. L. Rukhin 《Revue canadienne de statistique》1996,24(4):503-515
ABSTRACT The limiting behaviour of Bayes procedures in the asymptotic setting of the change-point estimation problem is studied. It is shown that the distribution of the difference between the Bayes estimator and the parameter converges to the distribution of a fairly complicated random variable. A class of linear statistics is introduced, and the form of the Bayes estimator within this class is deduced. The asymptotic properties of this linear estimator are investigated in two different settings for the prior distribution. 相似文献
293.
AXEL MUNK 《Scandinavian Journal of Statistics》2002,29(3):501-533
ABSTRACT: We introduce a class of Toeplitz‐band matrices for simple goodness of fit tests for parametric regression models. For a given length r of the band matrix the asymptotic optimal solution is derived. Asymptotic normality of the corresponding test statistic is established under a fixed and random design assumption as well as for linear and non‐linear models, respectively. This allows testing at any parametric assumption as well as the computation of confidence intervals for a quadratic measure of discrepancy between the parametric model and the true signal g;. Furthermore, the connection between testing the parametric goodness of fit and estimating the error variance is highlighted. As a by‐product we obtain a much simpler proof of a result of 34 ) concerning the optimality of an estimator for the variance. Our results unify and generalize recent results by 9 ) and 15 , 16 ) in several directions. Extensions to multivariate predictors and unbounded signals are discussed. A simulation study shows that a simple jacknife correction of the proposed test statistics leads to reasonable finite sample approximations. 相似文献
294.
Eva Cantoni 《Revue canadienne de statistique》2004,32(2):169-180
The author introduces robust techniques for estimation, inference and variable selection in the analysis of longitudinal data. She first addresses the problem of the robust estimation of the regression and nuisance parameters, for which she derives the asymptotic distribution. She uses weighted estimating equations to build robust quasi‐likelihood functions. These functions are then used to construct a class of test statistics for variable selection. She derives the limiting distribution of these tests and shows its robustness properties in terms of stability of the asymptotic level and power under contamination. An application to a real data set allows her to illustrate the benefits of a robust analysis. 相似文献
295.
Linear discriminant analysis between two populations is considered in this paper. Error rate is reviewed as a criterion for selection of variables, and a stepwise procedure is outlined that selects variables on the basis of empirical estimates of error. Problems with assessment of the selected variables are highlighted. A leave-one-out method is proposed for estimating the true error rate of the selected variables, or alternatively of the selection procedure itself. Monte Carlo simulations, of multivariate binary as well as multivariate normal data, demonstrate the feasibility of the proposed method and indicate its much greater accuracy relative to that of other available methods. 相似文献
296.
Retrospectively collected duration data are often reported incorrectly. An important type of such an error is heaping—respondents
tend to round-off or round-up the data according to some rule of thumb. For two special cases of the Weibull model we study
the behaviour of the ‘naive estimators’, which simply ignore the measurement error due to heaping, and derive closed expressions
for the asymptotic bias. These results give a formal justification of empirical evidence and simulation-based findings reported
in the literature. Additionally, situations where a remarkable bias has to be expected can be identified, and an exact bias
correction can be performed. 相似文献
297.
This paper suggests censored maximum likelihood estimators for the first‐ and second‐order parameters of a heavy‐tailed distribution by incorporating the second‐order regular variation into the censored likelihood function. This approach is different from the bias‐reduced maximum likelihood method proposed by Feuerverger and Hall in 1999. The paper derives the joint asymptotic limit for the first‐ and second‐order parameters under a weaker assumption. The paper also demonstrates through a simulation study that the suggested estimator for the first‐order parameter is better than the estimator proposed by Feuerverger and Hall although these two estimators have the same asymptotic variances. 相似文献
298.
Joris De Ridder Geert Molenberghs Conny Aerts 《Journal of the Royal Statistical Society. Series C, Applied statistics》2005,54(2):333-348
Summary. The moment method is a well-known astronomical mode identification technique in asteroseismology which uses a time series of the first three moments of a spectral line to estimate the discrete oscillation mode parameters l and m . The method, in contrast with many other mode identification techniques, also provides estimates of other important continuous parameters such as the inclination angle α and the rotational velocity v e . We developed a statistical formalism for the moment method based on so-called generalized estimating equations. This formalism allows an estimation of the uncertainty of the continuous parameters, taking into account that the different moments of a line profile are correlated and that the uncertainty of the observed moments also depends on the model parameters. Furthermore, we set up a procedure to take into account the mode uncertainty, i.e. the fact that often several modes ( l , m ) can adequately describe the data. We also introduce a new lack-of-fit function which works at least as well as a previous discriminant function, and which in addition allows us to identify the sign of the azimuthal order m . We applied our method to star HD181558 by using several numerical methods, from which we learned that numerically solving the estimating equations is an intensive task. We report on the numerical results, from which we gain insight in the statistical uncertainties of the physical parameters that are involved in the moment method. 相似文献
299.
André I. Khuri 《Journal of applied statistics》2005,32(9):887-908
Slack-variable models are compared against Scheffé's polynomial model for mixture experiments. The notion of model equivalence and the use of various diagnostic measures provide effective tools in making such comparisons, particularly when the experimental region is highly constrained. It is demonstrated that the choice of the best fitting model, through variable selection, depends on which mixture component is selected as a slack variable, and on the size of the fitted model. In addition, the equivalence of two well-known representations of a complete mixture model is shown to be valid. Two numerical examples are presented. 相似文献
300.