全文获取类型
收费全文 | 774篇 |
免费 | 7篇 |
专业分类
管理学 | 107篇 |
人口学 | 3篇 |
丛书文集 | 5篇 |
理论方法论 | 3篇 |
综合类 | 58篇 |
社会学 | 8篇 |
统计学 | 597篇 |
出版年
2021年 | 1篇 |
2020年 | 8篇 |
2019年 | 13篇 |
2018年 | 25篇 |
2017年 | 45篇 |
2016年 | 15篇 |
2015年 | 12篇 |
2014年 | 20篇 |
2013年 | 271篇 |
2012年 | 45篇 |
2011年 | 16篇 |
2010年 | 18篇 |
2009年 | 21篇 |
2008年 | 19篇 |
2007年 | 8篇 |
2006年 | 18篇 |
2005年 | 19篇 |
2004年 | 12篇 |
2003年 | 10篇 |
2002年 | 5篇 |
2001年 | 8篇 |
2000年 | 5篇 |
1999年 | 11篇 |
1998年 | 13篇 |
1997年 | 9篇 |
1996年 | 3篇 |
1995年 | 6篇 |
1994年 | 6篇 |
1993年 | 8篇 |
1992年 | 9篇 |
1991年 | 12篇 |
1990年 | 9篇 |
1989年 | 7篇 |
1988年 | 9篇 |
1987年 | 3篇 |
1986年 | 5篇 |
1985年 | 9篇 |
1984年 | 9篇 |
1983年 | 7篇 |
1982年 | 12篇 |
1981年 | 12篇 |
1980年 | 5篇 |
1979年 | 2篇 |
1977年 | 1篇 |
排序方式: 共有781条查询结果,搜索用时 93 毫秒
751.
Litong Wang 《统计学通讯:理论与方法》2013,42(8):1563-1571
In this article, we consider quasi-minimax estimation in the linear regression model where some covariates are measured with additive errors. When measurement errors are directly ignored the minimax risk of the resulting estimator can be large. By correcting the attenuation we propose a penalized quadratic risk function. A simulation study is conducted to illustrate the performance of the proposed estimators. 相似文献
752.
AbstractIn this paper, a change-point linear model with randomly censored data is investigated. We propose the least absolute deviation estimation procedure for regression and change-point parameters simultaneously. The asymptotic properties of the change-point and regression parameter estimators are obtained. We show that the resulting regression parameter estimator is asymptotically normal, and the change-point estimator converges weakly to the minimizer of a given random process. The extensive simulation studies and the analysis of an acute myocardial infarction data set are conducted to illustrate the finite sample performance of the proposed method. 相似文献
753.
In this article, we study the construction of confidence intervals for regression parameters in a linear model under linear process errors by using the blockwise technique. It is shown that the blockwise empirical likelihood (EL) ratio statistic is asymptotically χ2-type distributed. The result is used to obtain EL based confidence regions for regression parameters. The finite-sample performance of the method is evaluated through a simulation study. 相似文献
754.
The paper considers a class of 2SHI estimators for the linear regression models and provides some results regarding the dominance in quadratic loss of this class over the OLS and usual Stein-rule estimators. 相似文献
755.
756.
Chi - Ying Leung 《统计学通讯:理论与方法》2013,42(11):3123-3141
Linear maps of a single unclassified observation are used to estimate the mixing proportion in a mixture of two populations with homogeneous variances in the presence of covariates. with complete knowledge of the parameters of the individual populations, the linear map for which the estimator is unbiased and has minimum variance amongst all similar estimators can be determined. Plug-in estimator based on independent training samples from the component populations can be constructed and is asymptotically equivalent to Cochran's classification statistic V* for covariate classification; see Memon and Okamoto (1970). Under normality assumptions, asymptotic expansion of the distribution of the plug-in estimator is available. In the absence of covariates, our estimator reduces to that suggested by Walker (1980) who has investigated the problem based on information on large unclassified samples from a mixture of two populations with heterogeneous variances. In contrast, distribution of Walker's estimator seems intractable in moderate sample sizes even with normality assumption. 相似文献
757.
Yasushi Nagata 《统计学通讯:理论与方法》2013,42(2):503-523
This paper considers the interval estimation of the disturbance variance in a linear regression model with multivariate Student-t errors. The distribution function of the Stein type estimator under multivariate Student-t errors is derived, and the coverage probability of the Stein type confidence interval which is constructed under the normality assumption is numerically calculated under the multivariate Student-t distribution. It is shown that the coverage probability of the Stein type confidence interval is sometimes much smaller than the nominal level, and that it is larger than that of the usual confidence interval in almost all cases. For the case when it is known that errors have a multivariate Student-t distribution, sufficient conditions under which the Stein type confidence interval improves on the usual confidence interval are given, and the coverage probability of the stein type confidence interval is numerically evaluated. 相似文献
758.
759.
S⊘ren Johansen 《Econometric Reviews》2013,32(2):205-229
The autoregressive model for cointegrated variables is analyzed with respect to the role of the constant and linear terms. Various models for 1(1) variables defined by restrictions on the deterministic terms are discussed, and it is shown that statistical inference can be performed by reduced rank regression. The asymptotic distributions of the test statistics and estimators are found. A similar analysis is given for models for 1(2) variables with a constant term. 相似文献
760.
In likelihood analysis of categorized data, it is well known that within a restricted class of log-linear models the likelihood kernels for multinomial and product multinomial sampling distributions are identical. In practical terms the estimation procedure for one is appropriate for the other. There does not appear to be a widespread realization that a similar result holds for a wide class of the Grizzle, Starmer, and Koch (1969) weighted least squares techniques. In this report such a fundamental relationship is explicitly presented and illustrated through two analyses of Bartlett's (1935) data. 相似文献