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701.
David D. Hanagal 《Statistical Papers》1998,39(2):203-211
A test is proposed to test that a life distribution is multivariate exponential (MVE) against the alternative that it is multivariate
new better than used (MNBU) class of alternatives. We also show that the proposed test is consistent for the alternatives
of multivariate new better than used in expectations (MNBUE). 相似文献
702.
This paper addresses the problem of comparing the fit of latent class and latent trait models when the indicators are binary and the contingency table is sparse. This problem is common in the analysis of data from large surveys, where many items are associated with an unobservable variable. A study of human resource data illustrates: (1) how the usual goodness-of-fit tests, model selection and cross-validation criteria can be inconclusive; (2) how model selection and evaluation procedures from time series and economic forecasting can be applied to extend residual analysis in this context. 相似文献
703.
This paper analyzes the impact of some kinds of contaminant on model selection in graphical Gaussian models. We investigate
four different kinds of contaminants, in order to consider the effect of gross errors, model deviations, and model misspecification.
The aim of the work is to assess against which kinds of contaminant a model selection procedure for graphical Gaussian models
has a more robust behavior. The analysis is based on simulated data. The simulation study shows that relatively few contaminated
observations in even just one of the variables can have a significant impact on correct model selection, especially when the
contaminated variable is a node in a separating set of the graph. 相似文献
704.
《Journal of Statistical Computation and Simulation》2012,82(3-4):269-286
The moments of a trivariate and in general of a multivariate normal distribution, which is truncated with respect to a single variable, are obtained by using properties of Hermite polynomials. An expression for the truncated correlation coefficient is derived in terms of the true population correlation coefficient and the truncation point. The values of this truncated correlation coefficient are tabulated for given values of the true correlation coefficient and a few selected values of the truncation point. A listing of the computer program for this purpose is also given. 相似文献
705.
706.
We consider the problem of estimating the mean θ of an Np(θ,Ip) distribution with squared error loss ∥δ−θ∥2 and under the constraint ∥θ∥≤m, for some constant m>0. Using Stein's identity to obtain unbiased estimates of risk, Karlin's sign change arguments, and conditional risk analysis, we compare the risk performance of truncated linear estimators with that of the maximum likelihood estimator δmle. We obtain for fixed (m,p) sufficient conditions for dominance. An asymptotic framework is developed, where we demonstrate that the truncated linear minimax estimator dominates δmle, and where we obtain simple and accurate measures of relative improvement in risk. Numerical evaluations illustrate the effectiveness of the asymptotic framework for approximating the risks for moderate or large values of p. 相似文献
707.
A class of distribution-free tests is proposed for the independence of two subsets of response coordinates. The tests are based on the pairwise distances across subjects within each subset of the response. A complete graph is induced by each subset of response coordinates, with the sample points as nodes and the pairwise distances as the edge weights. The proposed test statistic depends only on the rank order of edges in these complete graphs. The response vector may be of any dimensions. In particular, the number of samples may be smaller than the dimensions of the response. The test statistic is shown to have a normal limiting distribution with known expectation and variance under the null hypothesis of independence. The exact distribution free null distribution of the test statistic is given for a sample of size 14, and its Monte-Carlo approximation is considered for larger sample sizes. We demonstrate in simulations that this new class of tests has good power properties for very general alternatives. 相似文献
708.
Rosa Arboretti Giancristofaro 《统计学通讯:理论与方法》2014,43(4):891-905
In this article, we consider permutation methods for multivariate testing on ordered categorical variables based on the nonparametric combination of permutation dependent tests (NPC; Pesarin and Salmaso, 2010). Furthermore, an extension of the nonparametric combination of dependent rankings (Arboretti et al., 2007) is proposed in order to construct a synthesis of composite indicators. The methodological approaches are applied to a study of risk factors for skin cancer in a cohort of adult patients with heart transplants followed for a minimum of three years after transplantation (Belloni et al, 2004) and to a survey on tourist's opinions about “Tre Cime” Park (District of Sesto Dolomites/Alta Pusteria, Italy). 相似文献
709.
We consider the problem of constructing an appropriate multivariate model to study counterparty credit risk in the credit rating migration problem. For this financial problem different multivariate Markov chain models were proposed. However, the Markovian assumption may be inappropriate for the study of the dynamics of credit ratings, which typically show non Markovian-like behavior. In this article, we develop a semi-Markov approach to study the counterparty credit risk by defining a new multivariate semi-Markov chain model. Methods are given for computing the transition probabilities, reliability functions and the price of a risky Credit Default Swap. 相似文献
710.
Soltani and Mohammadpour (2006) observed that in general the backward and forward moving average coefficients, correspondingly, for the multivariate stationary processes, unlike the univariate processes, are different. This has stimulated researches concerning derivations of forward moving average coefficients in terms of the backward moving average coefficients. In this article we develop a practical procedure whenever the underlying process is a multivariate moving average (or univariate periodically correlated) process of finite order. Our procedure is based on two key observations: order reduction (Li, 2005) and first-order analysis (Mohammadpour and Soltani, 2010). 相似文献