全文获取类型
收费全文 | 3826篇 |
免费 | 102篇 |
国内免费 | 13篇 |
专业分类
管理学 | 179篇 |
民族学 | 1篇 |
人口学 | 37篇 |
丛书文集 | 21篇 |
理论方法论 | 17篇 |
综合类 | 317篇 |
社会学 | 24篇 |
统计学 | 3345篇 |
出版年
2024年 | 1篇 |
2023年 | 21篇 |
2022年 | 31篇 |
2021年 | 23篇 |
2020年 | 67篇 |
2019年 | 145篇 |
2018年 | 160篇 |
2017年 | 266篇 |
2016年 | 124篇 |
2015年 | 79篇 |
2014年 | 110篇 |
2013年 | 1146篇 |
2012年 | 344篇 |
2011年 | 94篇 |
2010年 | 115篇 |
2009年 | 131篇 |
2008年 | 117篇 |
2007年 | 88篇 |
2006年 | 90篇 |
2005年 | 87篇 |
2004年 | 74篇 |
2003年 | 59篇 |
2002年 | 66篇 |
2001年 | 61篇 |
2000年 | 57篇 |
1999年 | 59篇 |
1998年 | 53篇 |
1997年 | 42篇 |
1996年 | 23篇 |
1995年 | 20篇 |
1994年 | 26篇 |
1993年 | 19篇 |
1992年 | 23篇 |
1991年 | 8篇 |
1990年 | 15篇 |
1989年 | 9篇 |
1988年 | 17篇 |
1987年 | 8篇 |
1986年 | 6篇 |
1985年 | 4篇 |
1984年 | 12篇 |
1983年 | 13篇 |
1982年 | 6篇 |
1981年 | 5篇 |
1980年 | 1篇 |
1979年 | 6篇 |
1978年 | 5篇 |
1977年 | 2篇 |
1975年 | 2篇 |
1973年 | 1篇 |
排序方式: 共有3941条查询结果,搜索用时 343 毫秒
951.
We describe a method for fitting a least absolute residual (LAR) line through a set of two–dimensional points. The algorithm is based on a labeling technique derived from linear programming. It is suited for interactive data analysis and can be carried out with graph paper and a programmable hand calculator. Tests conducted with a Pascal program indicate that the algorithm is computationally efficient. 相似文献
952.
Bruce Bloxom 《统计学通讯:模拟与计算》2013,42(4):391-396
Davis (1977) proposed the use of a kernel density estimate which is the sample characteristic function integrated over (-A(n) , A(n)), where A(n) is chosen to minimize the mean integrated square error of the estimate. The scalar, A(n), is determined by the sample size and the population characteristic function. This paper investigates, in a Monte Carlo study, the mean integrated square error obtained under a procedure suggested by Davis (1977) for estimating A(n) when the population characteristic function is unknown. 相似文献
953.
Abstract. We consider the problem of efficiently estimating multivariate densities and their modes for moderate dimensions and an abundance of data. We propose polynomial histograms to solve this estimation problem. We present first‐ and second‐order polynomial histogram estimators for a general d‐dimensional setting. Our theoretical results include pointwise bias and variance of these estimators, their asymptotic mean integrated square error (AMISE), and optimal binwidth. The asymptotic performance of the first‐order estimator matches that of the kernel density estimator, while the second order has the faster rate of O(n?6/(d+6)). For a bivariate normal setting, we present explicit expressions for the AMISE constants which show the much larger binwidths of the second order estimator and hence also more efficient computations of multivariate densities. We apply polynomial histogram estimators to real data from biotechnology and find the number and location of modes in such data. 相似文献
954.
《统计学通讯:理论与方法》2012,41(16-17):2944-2958
The focus of this article is on the choice of suitable prior distributions for item parameters within item response theory (IRT) models. In particular, the use of empirical prior distributions for item parameters is proposed. Firstly, regression trees are implemented in order to build informative empirical prior distributions. Secondly, model estimation is conducted within a fully Bayesian approach through the Gibbs sampler, which makes estimation feasible also with increasingly complex models. The main results show that item parameter recovery is improved with the introduction of empirical prior information about item parameters, also when only a small sample is available. 相似文献
955.
《商业与经济统计学杂志》2013,31(2):176-193
This article makes two contributions. First, we outline a simple simulation-based framework for constructing conditional distributions for multifactor and multidimensional diffusion processes, for the case where the functional form of the conditional density is unknown. The distributions can be used, for example, to form predictive confidence intervals for time period t + τ, given information up to period t. Second, we use the simulation-based approach to construct a test for the correct specification of a diffusion process. The suggested test is in the spirit of the conditional Kolmogorov test of Andrews. However, in the present context the null conditional distribution is unknown and is replaced by its simulated counterpart. The limiting distribution of the test statistic is not nuisance parameter-free. In light of this, asymptotically valid critical values are obtained via appropriate use of the block bootstrap. The suggested test has power against a larger class of alternatives than tests that are constructed using marginal distributions/densities. The findings of a small Monte Carlo experiment underscore the good finite sample properties of the proposed test, and an empirical illustration underscores the ease with which the proposed simulation and testing methodology can be applied. 相似文献
956.
In a model of equioverlapping samples maximum likelihood estimation of a Poisson parameter is examined and compared with two linear unbiased estimations by mean squared error. Since a likelihood estimator is not explicitly available in general, a simulation study has been performed and the results are illustrated 相似文献
957.
The problem of estimating, under arbitrary quadratic loss, the location vector parameter θ of a p-variate distribution (p ≥ 3) with unknown covari-ance matrix ∑ = α2 D (where D is a known diagonal matrix) is considered. A large class of improved shrinkage estimators is developed for this problem. This work generalizes results of Berger and Brandwein and Strawderman for the case of a known scale parameter and extends the authors’ results for the class of scale mixtures of normal distributions. 相似文献
958.
We consider an extended family of asymmetric univariate distributions generated using a symmetric density, f, and the cumulative distribution function, G, of a symmetric distribution, which depends on two real-valued parameters λ and β and is such that when β = 0 it includes the entire class of distributions with densities of the form g(z | λ) = 2 G(λ z) f(z). A key element in the construction of random variables distributed according to the family is that they can be represented stochastically as the product of two random variables. From this representation we can readily derive theoretical properties, easy-to-implement simulation schemes, as well as extensions to the multivariate case and an explicit procedure for obtaining the moments. We give special attention to the extended skew-exponential power distribution. We derive its information matrix in order to obtain the asymptotic covariance matrix of the maximum likelihood estimators. Finally, an application to a real data set is reported, which shows that the extended skew-exponential power model can provide a better fit than the skew-exponential power distribution. 相似文献
959.
Ryszard Zielinski 《Statistics》2013,47(2):223-227
Given λ∈(0-,l), let xλ(F) denote the unique λ-quantile of the distribution F. A distribution-free median-unbiased estimator of xλ(F) is explicitly constructed 相似文献
960.
《Econometric Reviews》2013,32(4):485-505
This paper considers the general problem of Feasible Generalized Least Squares Instrumental Variables (FGLS IV) estimation using optimal instruments. First we summarize the sufficient conditions for the FGLS IV estimator to be asymptotically equivalent to an optimal GLS IV estimator. Then we specialize to stationary dynamic systems with stationary VAR errors, and use the sufficient conditions to derive new moment conditions for these models. These moment conditions produce useful IVs from the lagged endogenous variables, despite the correlation between errors and endogenous variables. This use of the information contained in the lagged endogenous variables expands the class of IV estimators under consideration and thereby potentially improves both asymptotic and small-sample efficiency of the optimal IV estimator in the class. Some Monte Carlo experiments compare the new methods with those of Hatanaka (1976). For the DGP used in the Monte Carlo experiments, asymptotic efficiency is strictly improved by the new IVs, and experimental small-sample efficiency is improved as well. 相似文献