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11.
Peter Hall Qiwei Yao 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(2):425-442
Summary. We develop a general methodology for tilting time series data. Attention is focused on a large class of regression problems, where errors are expressed through autoregressive processes. The class has a range of important applications and in the context of our work may be used to illustrate the application of tilting methods to interval estimation in regression, robust statistical inference and estimation subject to constraints. The method can be viewed as 'empirical likelihood with nuisance parameters'. 相似文献
12.
Detection and correction of artificial shifts in climate series 总被引:6,自引:0,他引:6
Henri Caussinus Olivier Mestre 《Journal of the Royal Statistical Society. Series C, Applied statistics》2004,53(3):405-425
Summary. Many long instrumental climate records are available and might provide useful information in climate research. These series are usually affected by artificial shifts, due to changes in the conditions of measurement and various kinds of spurious data. A comparison with surrounding weather-stations by means of a suitable two-factor model allows us to check the reliability of the series. An adapted penalized log-likelihood procedure is used to detect an unknown number of breaks and outliers. An example concerning temperature series from France confirms that a systematic comparison of the series together is valuable and allows us to correct the data even when no reliable series can be taken as a reference. 相似文献
13.
经济全球化、区域化与发展中国家的对策 总被引:7,自引:0,他引:7
经济全球化与区域化是呈现在人们面前的活生生的现实,它引起了学者和政治家的广泛关注,因为如何认识和对待这个现实,关系到各国的发展前途和命运。本文着重阐述了经济全球化的内涵、动因及效应;经济区域化的进程和发展趋势;经济全球化与区域化的关系和发展中国家应采取的对策。 相似文献
14.
Gianfranco Lovison 《Statistical Papers》2005,46(4):555-574
The identity of the Rao score and PearsonX
2 statistics is well known in the areas where the latter was first introduced: goodness-of-fit in contingency tables and binary
responses. We show in this paper that the same identity holds when the two statistics are used for testing goodness-of-fit
of Generalized Linear Models. We also highlight the connections that exist between the two statistics when they are used for
the comparison of nested models. Finally, we discuss some merits of these unifying results.
Work financially supported by cofin. MIUR grants 2000 and 2002. 相似文献
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Summary The paper deals with missing data and forecasting problems in multivariate time series making use of the Common Components
Dynamic Linear Model (DLMCC), presented in Quintana (1985), and West and Harrison (1989).
Some results are presented and discussed: exploiting the correlation between series, estimated by the DLMCC, the paper shows
as it is possible to update state vector posterior distributions for the unobserved series. This is realized on the base of
the updating of the observed series state vectors, for which the usual Kalman filter equations can be applied.
An application concerning some Italian private consumption series provides an example of the model capabilities. 相似文献
18.
左琳 《三峡大学学报(人文社会科学版)》2008,30(5):111-114
运用Halliday系统功能语法的观点和方法,主要探讨了语篇功能赖以实现的主位系统,分析主位结构和主位推进程序在实现语篇的衔接和连贯中的作用、所具有的文体功能以及主位的选择和使用表达说话者的不同目的的关系。 相似文献
19.
Summary This paper solves some D-optimal design problems for certain Generalized Linear Models where the mean depends on two parameters
and two explanatory variables. In all of the cases considered the support point of the optimal designs are found to be independent
of the unknown parameters. While in some cases the optimal design measures are given by two points with equal weights, in
others the support is given by three point with weights depending on the unknown parameters, hence the designs are locally
optimal in general. Empirical results on the efficiency of the locally optimal designs are also given. Some of the designs
found can also be used for planning D-optimal experiments for the normal linear model, where the mean must be positive.
This research was carried out in part at University College, London as an M.Sc. project. Thanks are due to Prof. I. Ford (University
of Glasgow) and Prof. A. Giovagnoli (University of Perugia) for their valuable suggestions and critical observations. 相似文献
20.
Zhang Xueyuan 《湖南文理学院学报(社会科学版)》1996,(6)
本文对系数全为多项式和广义多项式的n阶线性齐次微分方程引入特征方程的概念。给出了具有指数型解的充要条件,推广了经典的常系数线性方程和著名的Euler方程的的解法,为求解变系数线性微分方程提供了有效的方法。 相似文献