全文获取类型
收费全文 | 1347篇 |
免费 | 33篇 |
国内免费 | 3篇 |
专业分类
管理学 | 49篇 |
民族学 | 1篇 |
人口学 | 4篇 |
丛书文集 | 12篇 |
理论方法论 | 12篇 |
综合类 | 77篇 |
社会学 | 13篇 |
统计学 | 1215篇 |
出版年
2023年 | 8篇 |
2022年 | 7篇 |
2021年 | 9篇 |
2020年 | 17篇 |
2019年 | 41篇 |
2018年 | 55篇 |
2017年 | 94篇 |
2016年 | 33篇 |
2015年 | 33篇 |
2014年 | 47篇 |
2013年 | 508篇 |
2012年 | 110篇 |
2011年 | 20篇 |
2010年 | 25篇 |
2009年 | 47篇 |
2008年 | 48篇 |
2007年 | 29篇 |
2006年 | 39篇 |
2005年 | 23篇 |
2004年 | 26篇 |
2003年 | 23篇 |
2002年 | 19篇 |
2001年 | 11篇 |
2000年 | 18篇 |
1999年 | 20篇 |
1998年 | 13篇 |
1997年 | 10篇 |
1996年 | 5篇 |
1995年 | 4篇 |
1994年 | 8篇 |
1993年 | 4篇 |
1992年 | 2篇 |
1991年 | 1篇 |
1990年 | 2篇 |
1989年 | 2篇 |
1988年 | 2篇 |
1987年 | 1篇 |
1986年 | 1篇 |
1985年 | 4篇 |
1984年 | 1篇 |
1983年 | 4篇 |
1982年 | 3篇 |
1980年 | 3篇 |
1979年 | 1篇 |
1977年 | 1篇 |
1975年 | 1篇 |
排序方式: 共有1383条查询结果,搜索用时 78 毫秒
101.
《商业与经济统计学杂志》2013,31(4):559-571
A multivariate generalized autoregressive conditional heteroscedasticity model with dynamic conditional correlations is proposed, in which the individual conditional volatilities follow exponential generalized autoregressive conditional heteroscedasticity models and the standardized innovations follow a mixture of Gaussian distributions. Inference on the model parameters and prediction of future volatilities are addressed by both maximum likelihood and Bayesian estimation methods. Estimation of the Value at Risk of a given portfolio and selection of optimal portfolios under the proposed specification are addressed. The good performance of the proposed methodology is illustrated via Monte Carlo experiments and the analysis of the daily closing prices of the Dow Jones and NASDAQ indexes. 相似文献
102.
《随机性模型》2013,29(2):205-227
Abstract Extremal dependence analysis assesses the tendency of large values of components of a random vector to occur simultaneously. This kind of dependence information can be qualitatively different than what is given by correlation which averages over the total body of the joint distribution. Also, correlation may be completely inappropriate for heavy tailed data. We study the extremal dependence measure (EDM), a measure of the tendency of large values of components of a random vector to occur simultaneously and show consistency of an estimator of the EDM. We also show asymptotic normality of an idealized estimator in a restricted case of multivariate regular variation where scaling functions do not have to be estimated. 相似文献
103.
《Journal of Statistical Computation and Simulation》2012,82(10):771-785
An algorithm is presented for calculating the power for the logistic and proportional hazards models in which some of the covariates are discrete and the remainders are multivariate normal. The mean and covariance matrix of the multivariate normal covariates may depend on the discrete covariates. The algorithm, which finds the power of the Wald test, uses the result that the information matrix can be calculated using univariate numerical integration even when there are several continuous covariates. The algorithm is checked using simulation and in certain situations gives more accurate results than current methods which are based on simple formulae. The algorithm is used to explore properties of these models, in particular, the power gain from a prognostic covariate in the analysis of a clinical trial or observational study. The methods can be extended to determine power for other generalized linear models. 相似文献
104.
The consumption-based asset-pricing model predicts that excess yields are determined by the market's degree of relative risk aversion and by the covariances of per capita consumption growth with asset returns. Estimation and testing are complicated by the fact that the model's predictions relate to the instantaneous flow of consumption and point-in-time asset values, but only data on the integral or time average of the consumption flow are available. This article shows how to take account of the effects of time averaging on the covariances. We estimate the model's parameters and test the overidentifying restrictions using six different data sets. 相似文献
105.
D. G. Kabe 《统计学通讯:理论与方法》2013,42(9):3497-3504
Given p×n X N(βY, ∑?I), β, ∑ unknown, the noncentral multivariate beta density of the matrix L = [(YY′)-1/2Y X′ (XX′)-1XY′ (YY′)-1/2] is desired. Khatri (1964) finds this density when β is of rank unity. The present paper derives the noncentral density of L and the density of the roots matrix of L for full rank β. The dual case density of L is also obtained. The derivations are based on generalized Sverdrup's lemma, Kabe (1965), and the relationship between primal and dual density of L is explicitly established. 相似文献
106.
Muitivariate failure time data are common in medical research; com¬monly used statistical models for such correlated failure-time data include frailty and marginal models. Both types of models most often assume pro¬portional hazards (Cox, 1972); but the Cox model may not fit the data well This article presents a class of linear transformation frailty models that in¬cludes, as a special case, the proportional hazards model with frailty. We then propose approximate procedures to derive the best linear unbiased es¬timates and predictors of the regression parameters and frailties. We apply the proposed methods to analyze results of a clinical trial of different dose levels of didansine (ddl) among HIV-infected patients who were intolerant of zidovudine (ZDV). These methods yield estimates of treatment effects and of frailties corresponding to patient groups defined by clinical history prior to entry into the trial. 相似文献
107.
The main objective of this paper is to develop an exact Bayesian technique that can be used to assign a multivariate time series realization to one of several autoregressive sources, with unknown coefficients and precision, that might have different orders. The foundation of the proposed technique is to develop the posterior mass function of a classification vector, in an easy form, using the conditional likelihood function. A multivariate time series realization is assigned to the multivariate autoregressive source with the largest posterior probability. A simulation study, with uniform prior mass function, is carried out to demonstrate the performance of the proposed technique and to test its adequacy in handling the multivariate classification problems. The analysis of the numerical results supports the adequacy of the proposed technique in solving the classification problems with multivariate autoregressive sources. 相似文献
108.
《Journal of Statistical Computation and Simulation》2012,82(10):1233-1246
Using a new approach based on Meijer G-functions and computer simulation, we numerically compute the exact null distribution of the modified-likelihood ratio statistic used to test the hypothesis that several covariances matrices of normal distributions are equal. Small samples of different sizes are considered, and for the case of two matrices, we introduce a new test based on determinants, with the null distribution of its criterion also fully computable. Comparisons with published results show the accuracy of our approach, which is proved to be more flexible and adaptable to different cases. 相似文献
109.
Results are developed concerning the asymptotic behaviour of the Bayes classification rule as the number of unclassified observations grows without bound. It is shown that unclassified observations serve only to estimate the individual population parameters in an unlabeled sense and do not provide information about the labels that are attached to the populations. Prior construction is approached through investigation of prior odds over regions of the joint parameter space (across all populations) deemed likely to contain the true joint parameter vector. It is shown that consideration of these prior odds can lead to more robust a posteriori classification of individual observations. 相似文献
110.
In the present paper, a semiparametric maximum-likelihood-type test statistic is proposed and proved to have the same limit null distribution as the classical parametric likelihood one. Under some mild conditions, the limiting law of the proposed test statistic, suitably normalized and centralized, is shown to be double exponential, under the null hypothesis of no change in the parameter of copula models. We also discuss the Gaussian-type approximations for the semiparametric likelihood ratio. The asymptotic distribution of the proposed statistic under specified alternatives is shown to be normal, and an approximation to the power function is given. Simulation results are provided to illustrate the finite sample performance of the proposed statistical tests based on the double exponential and Gaussian-type approximations. 相似文献