全文获取类型
收费全文 | 4878篇 |
免费 | 92篇 |
国内免费 | 24篇 |
专业分类
管理学 | 146篇 |
民族学 | 8篇 |
人才学 | 1篇 |
人口学 | 15篇 |
丛书文集 | 104篇 |
理论方法论 | 39篇 |
综合类 | 1105篇 |
社会学 | 45篇 |
统计学 | 3531篇 |
出版年
2024年 | 1篇 |
2023年 | 19篇 |
2022年 | 21篇 |
2021年 | 25篇 |
2020年 | 81篇 |
2019年 | 118篇 |
2018年 | 156篇 |
2017年 | 260篇 |
2016年 | 137篇 |
2015年 | 136篇 |
2014年 | 175篇 |
2013年 | 1417篇 |
2012年 | 418篇 |
2011年 | 187篇 |
2010年 | 181篇 |
2009年 | 205篇 |
2008年 | 197篇 |
2007年 | 174篇 |
2006年 | 139篇 |
2005年 | 136篇 |
2004年 | 129篇 |
2003年 | 92篇 |
2002年 | 70篇 |
2001年 | 83篇 |
2000年 | 79篇 |
1999年 | 59篇 |
1998年 | 46篇 |
1997年 | 49篇 |
1996年 | 24篇 |
1995年 | 21篇 |
1994年 | 21篇 |
1993年 | 19篇 |
1992年 | 13篇 |
1991年 | 14篇 |
1990年 | 13篇 |
1989年 | 7篇 |
1988年 | 11篇 |
1987年 | 6篇 |
1986年 | 3篇 |
1985年 | 8篇 |
1984年 | 10篇 |
1983年 | 9篇 |
1982年 | 9篇 |
1981年 | 1篇 |
1980年 | 5篇 |
1979年 | 2篇 |
1978年 | 2篇 |
1977年 | 2篇 |
1976年 | 1篇 |
1975年 | 3篇 |
排序方式: 共有4994条查询结果,搜索用时 3 毫秒
61.
Tadeusz Bednarski 《Statistics》2013,47(2):149-159
A computationally simple method of robust estimation in the generalized Poisson model is presented. Estimators are proved to be optimal in the sense of local minimax testing, conditionally on the explanatory variable. Results of a Monte Carlo experiment are supplemented where robust and efficient estimators are compared. 相似文献
62.
The estimation problem for varying coefficient models has been studied by many authors. We consider the problem in the case that the unknown functions admit different degrees of smoothness. In this paper we propose a reducing component local polynomial method to estimate the unknown functions. It is shown that all of our estimators achieve the optimal convergence rates. The asymptotic distributions of our estimators are also derived. The established asymptotic results and the simulation results show that our estimators outperform the the existing two-step estimators when the coefficient functions admit different degrees of smoothness. We also develop methods to speed up the estimation of the model and the selection of the bandwidths. 相似文献
63.
This article examines a semiparametric test for checking the constancy of serial dependence via copula models for Markov time series. A semiparametric score test is proposed for testing the constancy of the copula parameter against stochastically varying copula parameter. The asymptotic null distribution of the test is established. A semiparametric bootstrap procedure is employed for the estimation of the variance of the proposed score test. Illustrations are given based on simulated series and historic interest rate data. 相似文献
64.
In this paper, we study the Kullback–Leibler (KL) information of a censored variable, which we will simply call it censored KL information. The censored KL information is shown to have the necessary monotonicity property in addition to inherent properties of nonnegativity and characterization. We also present a representation of the censored KL information in terms of the relative risk and study its relation with the Fisher information in censored data. Finally, we evaluate the estimated censored KL information as a goodness-of-fit test statistic. 相似文献
65.
This article proposes a multivariate synthetic control chart for skewed populations based on the weighted standard deviation method. The proposed chart incorporates the weighted standard deviation method into the standard multivariate synthetic control chart. The standard multivariate synthetic chart consists of the Hotelling's T 2 chart and the conforming run length chart. The weighted standard deviation method adjusts the variance–covariance matrix of the quality characteristics and approximates the probability density function using several multivariate normal distributions. The proposed chart reduces to the standard multivariate synthetic chart when the underlying distribution is symmetric. In general, the simulation results show that the proposed chart performs better than the existing multivariate charts for skewed populations and the standard T 2 chart, in terms of false alarm rates as well as moderate and large mean shift detection rates based on the various degrees of skewnesses. 相似文献
66.
This article is devoted to the study of the periodicity testing problem in a self-exciting threshold autoregressive (SETAR) model. The local asymptotic normality (LAN) property is shown via the adapted sufficient conditions due to Swensen (1985). Moreover, the LAN of the central sequence is established. First, we consider the case where the innovation density is specified and we obtain a parametric local asymptotic test. Second, we construct an adaptive test in the case where this density is unspecified but symmetric. The performances of these established tests are shown via simulation studies. 相似文献
67.
Mauricio Sadinle 《统计学通讯:模拟与计算》2013,42(9):1909-1924
The good performance of logit confidence intervals for the odds ratio with small samples is well known. This is true unless the actual odds ratio is very large. In single capture–recapture estimation the odds ratio is equal to 1 because of the assumption of independence of the samples. Consequently, a transformation of the logit confidence intervals for the odds ratio is proposed in order to estimate the size of a closed population under single capture–recapture estimation. It is found that the transformed logit interval, after adding .5 to each observed count before computation, has actual coverage probabilities near to the nominal level even for small populations and even for capture probabilities near to 0 or 1, which is not guaranteed for the other capture–recapture confidence intervals proposed in statistical literature. Thus, given that the .5 transformed logit interval is very simple to compute and has a good performance, it is appropriate to be implemented by most users of the single capture–recapture method. 相似文献
68.
The empirical likelihood (EL) technique has been well addressed in both the theoretical and applied literature in the context of powerful nonparametric statistical methods for testing and interval estimations. A nonparametric version of Wilks theorem (Wilks, 1938) can usually provide an asymptotic evaluation of the Type I error of EL ratio-type tests. In this article, we examine the performance of this asymptotic result when the EL is based on finite samples that are from various distributions. In the context of the Type I error control, we show that the classical EL procedure and the Student's t-test have asymptotically a similar structure. Thus, we conclude that modifications of t-type tests can be adopted to improve the EL ratio test. We propose the application of the Chen (1995) t-test modification to the EL ratio test. We display that the Chen approach leads to a location change of observed data whereas the classical Bartlett method is known to be a scale correction of the data distribution. Finally, we modify the EL ratio test via both the Chen and Bartlett corrections. We support our argument with theoretical proofs as well as a Monte Carlo study. A real data example studies the proposed approach in practice. 相似文献
69.
Hausman test is popularly used to examine the endogeneity of explanatory variables in a regression model. To derive a well-defined asymptotic distribution of Hausman test, the correlation between the instrumental variables and the error term needs to converge to zero. However, it is possible that there remains considerable correlation in finite samples between the instruments and the error, even though their correlation eventually converges to zero. This article investigates the potential problem that such “pseudo-exogenous” instruments may create. We show that the performance of Hausman test is deteriorated when the instruments are asymptotically exogenous but endogenous in finite samples, through Monte Carlo simulations. 相似文献
70.
Finding the influence of traffic accident on the road is helpful to analyze the characteristics of traffic flow, and take reasonable and effective control measures. Here, the detrended fluctuation analysis method is applied to investigate the complexity of time series in mixed traffic flow with a blockage induced by an accident. As a parameter to depict the long-term evolutionary behavior of the time series in traffic flow, the scaling exponent is analyzed. According to the scaling exponent, it is shown that the traffic flow time series can display long-range correlation characteristics, short-range correlation characteristics, and non-power-law relation in the long-range correlation characteristics, which is strongly dependent on the entering probability of vehicle, the ratio of slow vehicle and the blockage duration time. 相似文献