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81.
Dynamic reliability models with conditional proportional hazards 总被引:1,自引:0,他引:1
A dynamic approach to the stochastic modelling of reliability systems is further explored. This modelling approach is particularly appropriate for load-sharing, software reliability, and multivariate failure-time models, where component failure characteristics are affected by their degree of use, amount of load, or extent of stresses experienced. This approach incorporates the intuitive notion that when a set of components in a coherent system fail at a certain time, there is a jump from one structure function to another which governs the residual lifetimes of the remaining functioning components, and since the component lifetimes are intrinsically affected by the structure function which they constitute, then at such a failure time there should also be a jump in the stochastic structure of the lifetimes of the remaining components. For such dynamically-modelled systems, the stochastic characteristics of their jump times are studied. These properties of the jump times allow us to obtain the properties of the lifetime of the system. In particular, for a Markov dynamic model, specific expressions for the exact distribution functions of the jump times are obtained for a general coherent system, a parallel system, and a series-parallel system. We derive a new family of distribution functions which describes the distributions of the jump times for a dynamically-modelled system. 相似文献
82.
讨论了多维非退化扩散过程样本轨道的性质,得到了其极性的充分条件 相似文献
83.
Sample selection in radiocarbon dating 总被引:1,自引:0,他引:1
J. A. Christen & C. E. Buck 《Journal of the Royal Statistical Society. Series C, Applied statistics》1998,47(4):543-557
Archaeologists working on the island of O'ahu, Hawai'i, use radiocarbon dating of samples of organic matter found trapped in fish-pond sediments to help them to learn about the chronology of the construction and use of the aquicultural systems created by the Polynesians. At one particular site, Loko Kuwili, 25 organic samples were obtained and funds were available to date an initial nine. However, on calibration to the calendar scale, the radiocarbon determinations provided date estimates that had very large variances. As a result, major issues of chronology remained unresolved and the archaeologists were faced with the prospect of another expensive programme of radiocarbon dating. This paper presents results of research that tackles the problems associated with selecting samples from those which are still available. Building on considerable recent research that utilizes Markov chain Monte Carlo methods to aid archaeologists in their radiocarbon calibration and interpretation, we adopt the standard Bayesian framework of risk functions, which allows us to assess the optimal samples to be sent for dating. Although rather computer intensive, our algorithms are simple to implement within the Bayesian radiocarbon framework that is already in place and produce results that are capable of direct interpretation by the archaeologists. By dating just three more samples from Loko Kuwili the expected variance on the date of greatest interest could be substantially reduced. 相似文献
84.
I. Bray & D. E. Wright 《Journal of the Royal Statistical Society. Series C, Applied statistics》1998,47(4):589-602
Data collected before the routine application of prenatal screening are of unique value in estimating the natural live-birth prevalence of Down syndrome. However, much of these data are from births from over 20 years ago and they are of uncertain quality. In particular, they are subject to varying degrees of underascertainment. Published approaches have used ad hoc corrections to deal with this problem or have been restricted to data sets in which ascertainment is assumed to be complete. In this paper we adopt a Bayesian approach to modelling ascertainment and live-birth prevalence. We consider three prior specifications concerning ascertainment and compare predicted maternal-age-specific prevalence under these three different prior specifications. The computations are carried out by using Markov chain Monte Carlo methods in which model parameters and missing data are sampled. 相似文献
85.
A K -sample testing problem is studied for multivariate counting processes with time-dependent frailty. Asymptotic distributions and efficiency of a class of non-parametric test statistics are established for certain local alternatives. The concept of efficiency is to show that for every non-parametric test in this class, there is a parametric submodel for which the optimal test has the same asymptotic power as the non-parametric one. The theory is applied to analyse a diabetic retinopathy study data set. A simulation study is also presented to illustrate the theory 相似文献
86.
Robert Aslett Robert J. Buck Steven G. Duvall Jerome Sacks & William J. Welch 《Journal of the Royal Statistical Society. Series C, Applied statistics》1998,47(1):31-48
In electrical engineering, circuit designs are now often optimized via circuit simulation computer models. Typically, many response variables characterize the circuit's performance. Each response is a function of many input variables, including factors that can be set in the engineering design and noise factors representing manufacturing conditions. We describe a modelling approach which is appropriate for the simulator's deterministic input–output relationships. Non-linearities and interactions are identified without explicit assumptions about the functional form. These models lead to predictors to guide the reduction of the ranges of the designable factors in a sequence of experiments. Ultimately, the predictors are used to optimize the engineering design. We also show how a visualization of the fitted relationships facilitates an understanding of the engineering trade-offs between responses. The example used to demonstrate these methods, the design of a buffer circuit, has multiple targets for the responses, representing different trade-offs between the key performance measures. 相似文献
87.
88.
David A. Buchanan 《Human Relations》1997,50(1):51-72
This paper is concerned with the organizationalchange and project management issues raised by theimplementation of a business process re-engineering(BPR) approach in the politicized hospital context. This is a report of research in progress,focusing on the issues arising at the problem definitionand project planning stages of a BPR application in anoperating theaters department experiencing problems with scheduling and delays. The research designrelies on a case study approach, with the researcher asparticipant observer, as both an adviser to the projectteam and as field interviewer. The paper argues that an ambitious BPR agenda is compromised inat least two regards. First, the lack of precisionsurrounding the focus and methodology of BPR givespolitically motivated actors considerable influence with respect to defining terms of reference in wayswhich will shape potential outcomes in their favor.Second, the complexity and indeterminacy of the businessprocess or patient trail can also diluteredesign attempts. The principal limitations of theapproach thus concern the impracticality of embarking onrapid and radical change working from a blanksheet of paper with respect to organizational and job design. BPR, unlike other organizationdevelopment interventions, is not a contextsensitive approach. The role of project manageris critical in establishing a working balance betweenindividual, occupational, and organizational goals in a manner perceivedto be legitimate in the context. Effective BPR projectmanagement thus requires a combination of political andprocess analysis skills. The principal opportunities of BPR derive from its process orientation,which brings a fresh perspective to a traditionally andfunctionally fragmented organizational setting, andwhich presents a potentially valuable platform for anevolutionary approach to process improvement. 相似文献
89.
Consider the process with, cf. (1.2) on page 265 in B1, X1, …, XN a sample from a distribution F and, for i = 1, …, N, R , the rank of |X1 - q1ø| among |X1 - q1ø|, …, |XN - qNø|. It is shown that, under certain regularity conditions on F and on the constants pi and qi, TøN(t) is asymptotically approximately a linear function of ø uniformly in t and in ø for |ø| ≤ C. The special case where the pi and the qi, are independent of i is considered. 相似文献
90.
基于工作流的企业业务过程集成建模方法 总被引:1,自引:0,他引:1
工作流管理是一种对业务过程进行支持、控制、监视和优化的先进工具. 将生产制造过程
BOM和Petri 网技术应用于企业业务过程,对于相关定义、建模分析以及从BOM到Petri 网的映
射实现算法进行了说明;对基于BOM- Petri 的建模方法进行了扩展优化;最后结合算法进行了
仿真研究. 相似文献