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941.
A nonlinear regression model is considered in which the design variable may be a function of the previous responses. The aim is to construct confidence intervals for the parameter which are asymptotically valid to a high order. This is accomplished by using a tilting argument to construct a first approximation to a pivotal quantity, and then by using a version of Stein's identity and very weak expansions to determine the correction terms. The accuracy of the approximations is assessed by simulation for two well-known nonlinear regression models—the first-order growth or decay model and the Michaelis–Menten model, when one of the two parameters is known. Detailed proofs of the expansions are given. 相似文献
942.
Repeated loess is a nonparametric procedure that uses progressive smoothing and differencing to decompose data consisting of sums of curves. Smoothing is by locally weighted polynomial regression. Here the procedure was developed so that the decomposition into components was controlled automatically by the number of maxima in each component. The level of smoothing of each component was chosen to maximize the estimated probability of the observed number of maxima. No assumptions were made about the periodicity of components and only very weak assumptions about their shapes. The automatic procedure was applied to simulated data and to experimental data on human visual sensitivity to line orientation.An erratum to this article can be found at 相似文献
943.
缪春芳 《绍兴文理学院学报》2003,23(10):7-10
给出了一类多元Meyer-Konig-Zeller型算子,并讨论了它在Lp逼近(1
相似文献
944.
Estimation of parameters of Kumaraswamy-Exponential distribution under progressive type-II censoring
Manoj Chacko 《Journal of Statistical Computation and Simulation》2017,87(10):1951-1963
In this paper, the problem of estimating unknown parameters of a two-parameter Kumaraswamy-Exponential (Kw-E) distribution is considered based on progressively type-II censored sample. The maximum likelihood (ML) estimators of the parameters are obtained. Bayes estimates are also obtained using different loss functions such as squared error, LINEX and general entropy. Lindley's approximation method is used to evaluate these Bayes estimates. Monte Carlo simulation is used for numerical comparison between various estimates developed in this paper. 相似文献
945.
Ehab F. Abd-Elfattah 《统计学通讯:理论与方法》2017,46(15):7327-7336
Saddlepoint approximations for the densities and the distribution functions of the ratio of two linear functions of gamma random variables and the product of gamma random variables are derived. Ratios of linear functions with positive and negative weights and non identical gamma variables are considered. The saddlepoint approximations are very accurate in the tails as in the center of the distribution. Extensive simulation studies are used to evaluate the accuracy of the proposed methods. 相似文献
946.
Paolo Paruolo 《Statistical Methods and Applications》1994,3(1):93-123
Summary This paper discussed the role of the drift in vector autoregressive processes allowing for integrated components up to order
2. It is shown how the drift can generate linear and quadratic deterministic trends. A two-stage statistical analysis of the
system in the presence of quadratic trends is proposed. The analysis of the system allows to define a consistent sequence
of tests on the numbers of common components integrated of a given order, called the integration indices of the system. The
relevant asymptotic distributions are non-standard, belong to the Limiting Gaussian Functional family and are tabulated by
simulation. The proposed procedure can also be consistently combined with other procedures proposed by the author for the
cases of a linear trend and of no deterministic trends in the system.
Invited paper at the Conference held in Bologna, Italy, 27–28 May 1993, on “Statistical Tests: Methodology and Econometric
Applications”.
Partial financial support is acknowledged from Italian MURST grants 40% and 60%. 相似文献
947.
948.
Søren Asmussen Jens Ledet Jensen Leonardo Rojas‐Nandayapa 《Scandinavian Journal of Statistics》2016,43(3):774-787
Let X be lognormal(μ,σ2) with density f(x); let θ > 0 and define . We study properties of the exponentially tilted density (Esscher transform) fθ(x) = e?θxf(x)/L(θ), in particular its moments, its asymptotic form as θ→∞ and asymptotics for the saddlepoint θ(x) determined by . The asymptotic formulas involve the Lambert W function. The established relations are used to provide two different numerical methods for evaluating the left tail probability of the sum of lognormals Sn=X1+?+Xn: a saddlepoint approximation and an exponential tilting importance sampling estimator. For the latter, we demonstrate logarithmic efficiency. Numerical examples for the cdf Fn(x) and the pdf fn(x) of Sn are given in a range of values of σ2,n and x motivated by portfolio value‐at‐risk calculations. 相似文献
949.
Yongqiang Tang 《统计学通讯:模拟与计算》2016,45(1):240-251
The Kolassa method implemented in the nQuery Advisor software has been widely used for approximating the power of the Wilcoxon–Mann–Whitney (WMW) test for ordered categorical data, in which Edgeworth approximation is used to estimate the power of an unconditional test based on the WMW U statistic. When the sample size is small or when the sizes in the two groups are unequal, Kolassa’s method may yield quite poor approximation to the power of the conditional WMW test that is commonly implemented in statistical packages. Two modifications of Kolassa’s formula are proposed and assessed by simulation studies. 相似文献
950.
Francesco Lagona Marco Picone 《Journal of Statistical Computation and Simulation》2016,86(13):2598-2610
ABSTRACTA new hidden Markov random field model is proposed for the analysis of cylindrical spatial series, i.e. bivariate spatial series of intensities and angles. It allows us to segment cylindrical spatial series according to a finite number of latent classes that represent the conditional distributions of the data under specific environmental conditions. The model parsimoniously accommodates circular–linear correlation, multimodality, skewness and spatial autocorrelation. A numerically tractable expectation–maximization algorithm is provided to compute parameter estimates by exploiting a mean-field approximation of the complete-data log-likelihood function. These methods are illustrated on a case study of marine currents in the Adriatic sea. 相似文献