全文获取类型
收费全文 | 733篇 |
免费 | 6篇 |
国内免费 | 3篇 |
专业分类
管理学 | 31篇 |
民族学 | 1篇 |
丛书文集 | 3篇 |
理论方法论 | 6篇 |
综合类 | 17篇 |
社会学 | 6篇 |
统计学 | 678篇 |
出版年
2023年 | 1篇 |
2022年 | 2篇 |
2020年 | 10篇 |
2019年 | 14篇 |
2018年 | 27篇 |
2017年 | 46篇 |
2016年 | 11篇 |
2015年 | 16篇 |
2014年 | 32篇 |
2013年 | 284篇 |
2012年 | 51篇 |
2011年 | 13篇 |
2010年 | 19篇 |
2009年 | 31篇 |
2008年 | 25篇 |
2007年 | 19篇 |
2006年 | 20篇 |
2005年 | 14篇 |
2004年 | 19篇 |
2003年 | 9篇 |
2002年 | 8篇 |
2001年 | 7篇 |
2000年 | 8篇 |
1999年 | 8篇 |
1998年 | 10篇 |
1997年 | 6篇 |
1996年 | 4篇 |
1995年 | 1篇 |
1994年 | 5篇 |
1993年 | 3篇 |
1992年 | 2篇 |
1990年 | 1篇 |
1989年 | 1篇 |
1988年 | 1篇 |
1987年 | 1篇 |
1985年 | 3篇 |
1983年 | 3篇 |
1982年 | 2篇 |
1980年 | 3篇 |
1979年 | 1篇 |
1975年 | 1篇 |
排序方式: 共有742条查询结果,搜索用时 296 毫秒
311.
AbstractA class of multivariate laws as an extension of univariate Weibull distribution is presented. A well known representation of the asymmetric univariate Laplace distribution is used as the starting point. This new family of distributions exhibits some similarities to the multivariate normal distribution. Properties of this class of distributions are explored including moments, correlations, densities and simulation algorithms. The distribution is applied to model bivariate exchange rate data. The fit of the proposed model seems remarkably good. Parameters are estimated and a bootstrap study performed to assess the accuracy of the estimators. 相似文献
312.
A package for the stochastic simulation of discrete variables with assigned marginal distributions and correlation matrix is presented and discussed. The simulating mechanism relies upon the Gaussian copula, linking the discrete distributions together, and an iterative scheme recovering the correlation matrix for the copula that ensures the desired correlations among the discrete variables. Examples of its use are provided as well as three possible applications (related to probability, sampling, and inference), which illustrate the utility of the package as an efficient and easy-to-use tool both in statistical research and for didactic purposes. 相似文献
313.
A multiple imputation method for incomplete correlated ordinal data using multivariate probit models
Xiao Zhang Quanlin Li Karen Cropsey Xiaowei Yang Kui Zhang Thomas Belin 《统计学通讯:模拟与计算》2017,46(3):2360-2375
The multiple imputation technique has proven to be a useful tool in missing data analysis. We propose a Markov chain Monte Carlo method to conduct multiple imputation for incomplete correlated ordinal data using the multivariate probit model. We conduct a thorough simulation study to compare the performance of our proposed method with two available imputation methods – multivariate normal-based and chain equation methods for various missing data scenarios. For illustration, we present an application using the data from the smoking cessation treatment study for low-income community corrections smokers. 相似文献
314.
The classical canonical correlation analysis (CCA) can characterize, but is limited to, symmetric and linear associations. This study formulated a new model which generalized CCA to non linear associations and asymmetric distributions. Special cases of the proposed model were discussed. The behavior of canonical solutions under varying mixtures of skewness and non linearity (NL) was also examined in a simulation study. In addition, these solutions were compared with some commonly used methods of Hotelling, Spearman, and Kendall. Our empirical findings showed, among others, that for a fixed level of NL, the canonical correlation (ρ) increases as skewness increases. By and large, whether by ρ, likelihood, Akaike information criterion and Bayesian information criterion, the proposed method performed better than the other methods in all degrees of skewness and NL considered. This was further confirmed with real-life data application as Hotelling, Spearman, and Kendall overestimated ρ by 2.08%, 37.81%, and 22.15%, respectively, compared to the proposed technique. 相似文献
315.
M. M. Saber 《统计学通讯:理论与方法》2017,46(18):9230-9246
Three linear prediction methods of a single missing value for a stationary first order multiplicative spatial autoregressive model are proposed based on the quarter observations, observations in the first neighborhood, and observations in the nearest neighborhood. Three different types of innovations including Gaussian (symmetric and thin tailed), exponential (skew to right), and asymmetric Laplace (skew and heavy tailed) are considered. In each case, the proposed predictors are compared based on the two well-known criteria: mean square prediction and Pitman's measure of closeness. Parameter estimation is performed by maximum likelihood, least square errors, and Markov chain Monte Carlo (MCMC). 相似文献
316.
We introduce a new definition of generalized marginal interactions, called marginal nested interactions, which includes baseline, local, continuation and reverse continuation logits and odds ratios as special cases. The significant aspect of this definition is the inclusion of new types of logits and odds ratios that can handle non-ordinal, ordinal and partially ordered categorical variables in a flexible and appropriate way. It is proved also that the marginal nested interactions define a saturated model of a multi-way contingency table. 相似文献
317.
文章以ARCH类模型对我国经济运行机制进行实证研究,目前在宏观经济系统自身不具备自我稳定的功能条件下,政府的外部干预是经济系统平稳运行的前提,否则会导致经济系统陷入剧烈的波动之中. 相似文献
318.
We consider the problem of estimating the mean vector of a multivariate normal distribution under a variety of assumed structures among the parameters of the sampling and prior distributions. We adopt a pragmatic approach. We adopt distributional familites, assess hyperparmeters, and adopt patterned mean and coveariance structures when it is relatively simple to do so; alternatively, we use the sample data to estimate hyperparameters of prior distributions when assessment is a formidable task; such as the task of assessing parameters of multidimensional problems. James-Stein-like estimators are found to result. In some cases, we've been abl to show that the estimators proposed uniformly dominate the MLE's when measured with respect to quadratic loss functions. 相似文献
319.
Shrunken estimators have traditionally been developed and studied using mean square error (MSE). Recent research on Pitman nearness (PN), however, indicates that it is an interesting, “intrinsic”, alternative to the mean square error (MSE) criterion for investigating estimators. Thus, we develop a shrunken estimator for the mean of a multivariate normal distribution based on minimizing PN, instead of MSE, Further, since the shrinkage factor of this estimator depends on unknown parameters, we examine two approaches for determining this factor: (1) “plug-in” estimates, (2) a range of values for the factor based on an approximate cońfidence interval for the Pitman Nearness probability. A numerical example is given. 相似文献
320.