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61.
Juan A. Carrasco 《统计学通讯:模拟与计算》2013,42(4):1027-1052
ABSTRACT In this article, we develop a new method, called regenerative randomization, for the transient analysis of continuous time Markov models with absorbing states. The method has the same good properties as standard randomization: numerical stability, well-controlled computation error, and ability to specify the computation error in advance. The method has a benign behavior for large t and is significantly less costly than standard randomization for large enough models and large enough t. For a class of models, class C, including typical failure/repair reliability models with exponential failure and repair time distributions and repair in every state with failed components, stronger theoretical results are available assessing the efficiency of the method in terms of “visible” model characteristics. A large example belonging to that class is used to illustrate the performance of the method and to show that it can indeed be much faster than standard randomization. 相似文献
62.
Alessandro Di Bucchianico Jan Friso Groote Kees Van Hee Ronald Kruidhof 《统计学通讯:模拟与计算》2013,42(2):346-359
Common software release procedures based on statistical techniques try to optimize the trade-off between further testing costs and costs due to remaining errors. We propose new software release procedures where the aim is to certify with a certain confidence level that the software does not contain errors. The underlying model is a discrete time model similar to the geometric Moranda model. The decisions are based on a mix of classical and Bayesian approaches to sequential testing and do not require any assumption on the initial number of errors. 相似文献
63.
Berdj Kenadjian 《The American statistician》2013,67(1):2-4
U. S. National Income Series Revised—Congress Votes No on Censuses of Business and Manufactures—Britain Revises Living Cost Index-U. S. and U. K. Surveys Uncover Lacks in Statistical Training-Forthcoming Statistical Conferences 相似文献
64.
W. Averell Harriman 《The American statistician》2013,67(1):4-5
Criteria for assessing the effectiveness of a medical screening program are difficult to define; medical knowledge and screening procedures change rapidly, and self-selection at medical screens is unavoidable. This article discusses these and other basic issues in evaluation of medical screening programs with particular reference to results from the HIP breast cancer study. In addition, the article reviews various statistical models that describe the processes of disease and screening. The models are shown to be statistically indistinguishable in practice because of the small sample sizes typically available in medical screening trials. Finally the article suggests incorporating knowledge from clinical trials and from studies of robustness into statistical models designed to identify reasonable strategies for screening. 相似文献
65.
Longitudinal investigations play an increasingly prominent role in biomedical research. Much of the literature on specifying and fitting linear models for serial measurements uses methods based on the standard multivariate linear model. This article proposes a more flexible approach that permits specification of the expected response as an arbitrary linear function of fixed and time-varying covariates so that mean-value functions can be derived from subject matter considerations rather than methodological constraints. Three families of models for the covariance function are discussed: multivariate, autoregressive, and random effects. Illustrations demonstrate the flexibility and utility of the proposed approach to longitudinal analysis. 相似文献
66.
Harry O. Posten Section Editor 《The American statistician》2013,67(2):112-114
Estimation of covariance components in the multivariate random-effect model with nested covariance structure is discussed. There are two covariance matrices to be estimated, namely, the between-group and the within-group covariance matrices. These two covariance matrices are most often estimated by forming a multivariate analysis of variance and equating mean square matrices to their expectations. Such a procedure involves taking the difference between the between-group mean square and the within-group mean square matrices, and often produces an estimated between-group covariance matrix that is not nonnegative definite. We present estimators of the two covariance matrices that are always proper covariance matrices. The estimators are the restricted maximum likelihood estimators if the random effects are normally distributed. The estimation procedure is extended to more complicated models, including the twofold nested and the mixed-effect models. A numerical example is presented to illustrate the use of the estimation procedure. 相似文献
67.
Terry E. Dielman 《The American statistician》2013,67(2):111-122
A data base that provides a multivariate statistical history for each of a number of individual entities is called a pooled cross-sectional and time series data base in the econometrics literature. In marketing and survey literature the terms panel data or longitudinal data are often used. In management science a convenient term might be management data base. Such a data base provides a particularly rich environment for statistical analysis. This article reviews methods for estimating multivariate relationships particular to each individual entity and for summarizing these relationships for a number of individuals. Inference to a larger population when the data base is viewed as a sample is also considered. 相似文献
68.
Amir Ahmadi-Javid 《统计学通讯:理论与方法》2013,42(8):1352-1362
This article presents some results showing how rectangular probabilities can be studied using copula theory. These results lead us to develop new lower and upper bounds for rectangular probabilities which can be computed efficiently. The new bounds are compared with the ones obtained from the generalized Fréchet–Hoeffding bounds and Bonferroni-type inequalities. 相似文献
69.
In the system of two seemingly unrelated regressions, employing a matrix power series, we show that the two-stage estimator is better than the ordinary least square estimator (OLSE) in terms of the mean square error matrix (MSEM) criterion. The result enriches the existing literature and can be applied to many fields of applications related to economics and statistics. 相似文献
70.
Aaron Childs 《统计学通讯:理论与方法》2013,42(9):1647-1662
In this article we provide a unified framework for solving Dirichlet related probability and waiting time problems. We consider a Pólya sampling scheme in which each time an object is selected, it is put back into the population along with c additional objects of the same type. By considering both fixed sample size and inverse sampling procedures, we unify the Dirichlet I, J, C, and D functions with their hypergeometric counterparts by extending these functions to Pólya sampling. We then use these functions to unify and extend the corresponding expected waiting time results. 相似文献