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791.
《Journal of Statistical Computation and Simulation》2012,82(2):438-450
In this article, we present a procedure for approximate negative binomial tolerance intervals. We utilize an approach that has been well-studied to approximate tolerance intervals for the binomial and Poisson settings, which is based on the confidence interval for the parameter in the respective distribution. A simulation study is performed to assess the coverage probabilities and expected widths of the tolerance intervals. The simulation study also compares eight different confidence interval approaches for the negative binomial proportions. We recommend using those in practice that perform the best based on our simulation results. The method is also illustrated using two real data examples. 相似文献
792.
《Journal of Statistical Computation and Simulation》2012,82(2):357-373
We consider the problem of assessing prediction for count time series based on either the Poisson distribution or the negative binomial distribution. By a suitable parametrization we employ both distributions with the same mean. We regress the mean on its past values and the values of the response and after obtaining consistent estimators of the regression parameters, regardless of the response distribution, we employ different criteria to study the prediction problem. We show by simulation and data examples that scoring rules and diagnostic graphs that have been proposed for independent but not identically distributed data can be adapted in the setting of count dependent data. 相似文献
793.
《Journal of Statistical Computation and Simulation》2012,82(4):841-854
The Poisson–Lindley distribution is a compound discrete distribution that can be used as an alternative to other discrete distributions, like the negative binomial. This paper develops approximate one-sided and equal-tailed two-sided tolerance intervals for the Poisson–Lindley distribution. Practical applications of the Poisson–Lindley distribution frequently involve large samples, thus we utilize large-sample Wald confidence intervals in the construction of our tolerance intervals. A coverage study is presented to demonstrate the efficacy of the proposed tolerance intervals. The tolerance intervals are also demonstrated using two real data sets. The R code developed for our discussion is briefly highlighted and included in the tolerance package. 相似文献
794.
Duration analysis in longitudinal studies with intermittent observation times and losses to followup
We consider the analysis of spell durations observed in event history studies where members of the study panel are seen intermittently. Challenges for analysis arise because losses to followup are frequently related to previous event history, and spells typically overlap more than one observation period. We provide methods of estimation based on inverse probability of censoring weighting for parametric and semiparametric Cox regression models. Selection of panel members through a complex survey design is also addressed, and the methods are illustrated in an analysis of jobless spell durations based on data from the Statistics Canada Survey of Labour and Income Dynamics. The Canadian Journal of Statistics 40: 1–21; 2012 © 2012 Statistical Society of Canada 相似文献
795.
Luzia Gonçalves M. Rosário de Oliveira Cláudia Pascoal Ana Pires 《Journal of applied statistics》2012,39(11):2453-2473
The poor performance of the Wald method for constructing confidence intervals (CIs) for a binomial proportion has been demonstrated in a vast literature. The related problem of sample size determination needs to be updated and comparative studies are essential to understanding the performance of alternative methods. In this paper, the sample size is obtained for the Clopper–Pearson, Bayesian (Uniform and Jeffreys priors), Wilson, Agresti–Coull, Anscombe, and Wald methods. Two two-step procedures are used: one based on the expected length (EL) of the CI and another one on its first-order approximation. In the first step, all possible solutions that satisfy the optimal criterion are obtained. In the second step, a single solution is proposed according to a new criterion (e.g. highest coverage probability (CP)). In practice, it is expected a sample size reduction, therefore, we explore the behavior of the methods admitting 30% and 50% of losses. For all the methods, the ELs are inflated, as expected, but the coverage probabilities remain close to the original target (with few exceptions). It is not easy to suggest a method that is optimal throughout the range (0, 1) for p. Depending on whether the goal is to achieve CP approximately or above the nominal level different recommendations are made. 相似文献
796.
Darold T. Barnum John M. Gleason Matthew G. Karlaftis Glen T. Schumock Karen L. Shields Sonali Tandon 《Journal of applied statistics》2012,39(4):815-828
This paper describes a statistical method for estimating data envelopment analysis (DEA) score confidence intervals for individual organizations or other entities. This method applies statistical panel data analysis, which provides proven and powerful methodologies for diagnostic testing and for estimation of confidence intervals. DEA scores are tested for violations of the standard statistical assumptions including contemporaneous correlation, serial correlation, heteroskedasticity and the absence of a normal distribution. Generalized least squares statistical models are used to adjust for violations that are present and to estimate valid confidence intervals within which the true efficiency of each individual decision-making unit occurs. This method is illustrated with two sets of panel data, one from large US urban transit systems and the other from a group of US hospital pharmacies. 相似文献
797.
Tahani Coolen-Maturi Frank P.A. Coolen 《Journal of statistical planning and inference》2012,142(5):1141-1150
Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. Good methods for determining diagnostic accuracy provide useful guidance on selection of patient treatment, and the ability to compare different diagnostic tests has a direct impact on quality of care. In this paper Nonparametric Predictive Inference (NPI) methods for accuracy of diagnostic tests with continuous test results are presented and discussed. For such tests, Receiver Operating Characteristic (ROC) curves have become popular tools for describing the performance of diagnostic tests. We present the NPI approach to ROC curves, and some important summaries of these curves. As NPI does not aim at inference for an entire population but instead explicitly considers a future observation, this provides an attractive alternative to standard methods. We show how NPI can be used to compare two continuous diagnostic tests. 相似文献
798.
In this paper, we study linear regression analysis when some of the censoring indicators are missing at random. We define regression calibration estimate, imputation estimate and inverse probability weighted estimate for the regression coefficient vector based on the weighted least squared approach due to Stute (1993), and prove all the estimators are asymptotically normal. A simulation study was conducted to evaluate the finite properties of the proposed estimators, and a real data example is provided to illustrate our methods. 相似文献
799.
意愿价值评估法(CVM)应用于生态服务价值评估时,零支付意愿的处理直接影响结果的估计值。我国特有的社会结构和发展阶段使得零支付意愿的原因复杂化、特殊化。在2006年研究成果的基础上,应用CVM方法于2010年再次调查上海居民对城市内河生态恢复的支付意愿(WTP),问卷中增加了对居民家庭中工作人口数量、房屋产权情况、是否步行到达河边等因素的调查。采用Logit概率模型分析影响居民支付与否的主要影响因素。结果显示:非高等教育、非沪户籍、老年人、对水体环境不满意、距离河流较远等因素增加了居民不愿意支付的概率。与2006年调查相比较,户籍、教育等因素影响呈现一定稳定性。沿河居住时期、家庭中工作人口数等因素呈现不同影响。最后指出:我国经济转型阶段的社会结构、制度安排等造成CVM支付意愿和真实需求之间的偏离,应用CVM方法及结果时须考虑这一效应。 相似文献
800.
Owing to increased costs and competition pressure, drug development becomes more and more challenging. Therefore, there is a strong need for improving efficiency of clinical research by developing and applying methods for quantitative decision making. In this context, the integrated planning for phase II/III programs plays an important role as numerous quantities can be varied that are crucial for cost, benefit, and program success. Recently, a utility‐based framework has been proposed for an optimal planning of phase II/III programs that puts the choice of decision boundaries and phase II sample sizes on a quantitative basis. However, this method is restricted to studies with a single time‐to‐event endpoint. We generalize this procedure to the setting of clinical trials with multiple endpoints and (asymptotically) normally distributed test statistics. Optimal phase II sample sizes and go/no‐go decision rules are provided for both the “all‐or‐none” and “at‐least‐one” win criteria. Application of the proposed method is illustrated by drug development programs in the fields of Alzheimer disease and oncology. 相似文献