全文获取类型
收费全文 | 7199篇 |
免费 | 114篇 |
国内免费 | 34篇 |
专业分类
管理学 | 332篇 |
民族学 | 26篇 |
人口学 | 142篇 |
丛书文集 | 228篇 |
理论方法论 | 108篇 |
综合类 | 1755篇 |
社会学 | 71篇 |
统计学 | 4685篇 |
出版年
2024年 | 5篇 |
2023年 | 28篇 |
2022年 | 63篇 |
2021年 | 58篇 |
2020年 | 112篇 |
2019年 | 204篇 |
2018年 | 230篇 |
2017年 | 458篇 |
2016年 | 148篇 |
2015年 | 170篇 |
2014年 | 247篇 |
2013年 | 2038篇 |
2012年 | 549篇 |
2011年 | 288篇 |
2010年 | 209篇 |
2009年 | 244篇 |
2008年 | 258篇 |
2007年 | 255篇 |
2006年 | 223篇 |
2005年 | 227篇 |
2004年 | 183篇 |
2003年 | 172篇 |
2002年 | 165篇 |
2001年 | 150篇 |
2000年 | 128篇 |
1999年 | 75篇 |
1998年 | 64篇 |
1997年 | 48篇 |
1996年 | 41篇 |
1995年 | 34篇 |
1994年 | 26篇 |
1993年 | 30篇 |
1992年 | 27篇 |
1991年 | 25篇 |
1990年 | 26篇 |
1989年 | 22篇 |
1988年 | 15篇 |
1987年 | 16篇 |
1986年 | 8篇 |
1985年 | 11篇 |
1984年 | 13篇 |
1983年 | 15篇 |
1982年 | 7篇 |
1981年 | 4篇 |
1980年 | 4篇 |
1979年 | 6篇 |
1978年 | 5篇 |
1977年 | 6篇 |
1976年 | 3篇 |
1975年 | 4篇 |
排序方式: 共有7347条查询结果,搜索用时 15 毫秒
71.
指数族分布是一类应用广泛的分布类,包括了泊松分布、Gamma分布、Beta分布、二项分布等常见分布.在非寿险中,索赔额或索赔次数过程常常被假定服从指数族分布,由于风险的非齐次性,指数族分布中的参数θ也为随机变量,假定服从指数族共轭先验分布.此时风险参数的估计落入了Bayes框架,风险参数θ的Bayes估计被表达“信度”形式.然而,在实际运用中,由于先验分布与样本分布中仍然含有结构参数,根据样本的边际分布的似然函数估计结构参数,从而获得风险参数的经验Bayes估计,最后证明了该经验Bayes估计是渐近最优的. 相似文献
72.
Troutt (1991,1993) proposed the idea of the vertical density representation (VDR) based on Box-Millar method. Kotz, Fang and Liang (1997) provided a systematic study on the multivariate vertical density representation (MVDR). Suppose that we want to generate a random vector X[d]Rnthat has a density function ?(x). The key point of using the MVDR is to generate the uniform distribution on [D]?(v) = {x :?(x) = v} for any v > 0 which is the surface in RnIn this paper we use the conditional distribution method to generate the uniform distribution on a domain or on some surface and based on it we proposed an alternative version of the MVDR(type 2 MVDR), by which one can transfer the problem of generating a random vector X with given density f to one of generating (X, Xn+i) that follows the uniform distribution on a region in Rn+1defined by ?. Several examples indicate that the proposed method is quite practical. 相似文献
73.
In the model of progressive type II censoring, point and interval estimation as well as relations for single and product moments are considered. Based on two-parameter exponential distributions, maximum likelihood estimators (MLEs), uniformly minimum variance unbiased estimators (UMVUEs) and best linear unbiased estimators (BLUEs) are derived for both location and scale parameters. Some properties of these estimators are shown. Moreover, results for single and product moments of progressive type II censored order statistics are presented to obtain recurrence relations from exponential and truncated exponential distributions. These relations may then be used to compute all the means, variances and covariances of progressive type II censored order statistics based on exponential distributions for arbitrary censoring schemes. The presented recurrence relations simplify those given by Aggarwala and Balakrishnan (1996) 相似文献
74.
One of the major aims of one-dimensional extreme-value theory is to estimate quantiles outside the sample or at the boundary of the sample. The underlying idea of any method to do this is to estimate a quantile well inside the sample but near the boundary and then to shift it somehow to the right place. The choice of this “anchor quantile” plays a major role in the accuracy of the method. We present a bootstrap method to achieve the optimal choice of sample fraction in the estimation of either high quantile or endpoint estimation which extends earlier results by Hall and Weissman (1997) in the case of high quantile estimation. We give detailed results for the estimators used by Dekkers et al. (1989). An alternative way of attacking problems like this one is given in a paper by Drees and Kaufmann (1998). 相似文献
75.
Tadeusz Bednarski 《Statistics》2013,47(2):149-159
A computationally simple method of robust estimation in the generalized Poisson model is presented. Estimators are proved to be optimal in the sense of local minimax testing, conditionally on the explanatory variable. Results of a Monte Carlo experiment are supplemented where robust and efficient estimators are compared. 相似文献
76.
The partial attributable risk (PAR) has been introduced as a tool for partitioning the responsibility for causing an adverse event between various risk factors. It has arisen from epidemiology, but it is also a valid general risk allocation concept, which can, for example, be applied to data from customer satisfaction surveys. So far, a variance formula for the PAR has been missing so that the confidence intervals were not directly available. This paper provides the asymptotic normal distribution for the PAR determined from a cross-sectional study. 相似文献
77.
When estimating loss distributions in insurance, large and small losses are usually split because it is difficult to find a simple parametric model that fits all claim sizes. This approach involves determining the threshold level between large and small losses. In this article, a unified approach to the estimation of loss distributions is presented. We propose an estimator obtained by transforming the data set with a modification of the Champernowne cdf and then estimating the density of the transformed data by use of the classical kernel density estimator. We investigate the asymptotic bias and variance of the proposed estimator. In a simulation study, the proposed method shows a good performance. We also present two applications dealing with claims costs in insurance. 相似文献
78.
Saralees Nadarajah 《Statistics》2013,47(6):535-545
The distributions of linear combinations, products and ratios of random variables arise in many areas of engineering. In this paper, the exact distributions of the linear combination α X+β Y, the product |X Y| and the ratio |X/Y| are derived when X and Y are independent Laplace random variables. The Laplace distribution, being the oldest model for continuous data, has been one of the most popular models for measurement errors in engineering. 相似文献
79.
80.
A class of weighted normal distributions and its variants useful for inequality constrained analysis
Hea-Jung Kim 《Statistics》2013,47(5):421-441
This article develops a class of the weighted normal distributions for which the probability density function has the form of a product of a normal density and a weight function. The class constitutes marginal distributions obtained from various kinds of doubly truncated bivariate normal distributions. This class of distributions strictly includes the normal, skew–normal and two-piece skew–normal and is useful for selection modelling and inequality constrained normal mean analysis. Some distributional properties and Bayesian perspectives of the class are given. Probabilistic representation of the distributions is also given. The representation is shown to be straightforward to specify distribution and to implement computation, with output readily adapted for required analysis. Necessary theories and illustrative examples are provided. 相似文献