全文获取类型
收费全文 | 3581篇 |
免费 | 39篇 |
国内免费 | 3篇 |
专业分类
管理学 | 108篇 |
民族学 | 15篇 |
人口学 | 45篇 |
丛书文集 | 9篇 |
理论方法论 | 62篇 |
综合类 | 36篇 |
社会学 | 313篇 |
统计学 | 3035篇 |
出版年
2024年 | 5篇 |
2023年 | 49篇 |
2022年 | 15篇 |
2021年 | 41篇 |
2020年 | 85篇 |
2019年 | 127篇 |
2018年 | 239篇 |
2017年 | 379篇 |
2016年 | 142篇 |
2015年 | 132篇 |
2014年 | 132篇 |
2013年 | 1307篇 |
2012年 | 325篇 |
2011年 | 67篇 |
2010年 | 65篇 |
2009年 | 59篇 |
2008年 | 55篇 |
2007年 | 42篇 |
2006年 | 29篇 |
2005年 | 37篇 |
2004年 | 32篇 |
2003年 | 23篇 |
2002年 | 30篇 |
2001年 | 24篇 |
2000年 | 13篇 |
1999年 | 22篇 |
1998年 | 31篇 |
1997年 | 19篇 |
1996年 | 10篇 |
1995年 | 7篇 |
1994年 | 4篇 |
1993年 | 5篇 |
1992年 | 3篇 |
1991年 | 3篇 |
1990年 | 7篇 |
1989年 | 3篇 |
1988年 | 9篇 |
1987年 | 3篇 |
1986年 | 2篇 |
1985年 | 9篇 |
1984年 | 4篇 |
1983年 | 12篇 |
1982年 | 3篇 |
1980年 | 4篇 |
1979年 | 2篇 |
1978年 | 1篇 |
1977年 | 2篇 |
1976年 | 1篇 |
1975年 | 1篇 |
1973年 | 1篇 |
排序方式: 共有3623条查询结果,搜索用时 15 毫秒
81.
In this paper, we consider a generalisation of the backward simulation method of Duch et al. [New approaches to operational risk modeling. IBM J Res Develop. 2014;58:1–9] to build bivariate Poisson processes with flexible time correlation structures, and to simulate the arrival times of the processes. The proposed backward construction approach uses the Marshall–Olkin bivariate binomial distribution for the conditional law and some well-known families of bivariate copulas for the joint success probability in lieu of the typical conditional independence assumption. The resulting bivariate Poisson process can exhibit various time correlation structures which are commonly observed in real data. 相似文献
82.
Vali Zardasht 《Journal of Statistical Computation and Simulation》2017,87(11):2153-2160
The mean past lifetime (MPL) function (also known as the expected inactivity time function) is of interest in many fields such as reliability theory and survival analysis, actuarial studies and forensic science. For estimation of the MPL function some procedures have been proposed in the literature. In this paper, we give a central limit theorem result for the estimator of MPL function based on a right-censored random sample from an unknown distribution. The limiting distribution is used to construct normal approximation-based confidence interval for MPL. Furthermore, we use the empirical likelihood ratio procedure to obtain confidence interval for the MPL function. These two intervals are compared with each other through simulation study in terms of coverage probability. Finally, a couple of numerical example illustrating the theory is also given. 相似文献
83.
84.
Kundu and Gupta [Analysis of hybrid life-tests in presence of competing risks. Metrica. 2007;65:159–170] provided the analysis of Type-I hybrid censored competing risks data, when the lifetime distributions of the competing cause of failures follows exponential distribution. In this paper, we consider the analysis of Type-II hybrid censored competing risks data. It is assumed that latent lifetime distributions of the competing causes of failures follow independent exponential distributions with different scale parameters. It is observed that the maximum likelihood estimators of the unknown parameters do not always exist. We propose the modified estimators of the scale parameters, which coincide with the corresponding maximum likelihood estimators when they exist, and asymptotically they are equivalent. We obtain the exact distribution of the proposed estimators. Using the exact distributions of the proposed estimators, associated confidence intervals are obtained. The asymptotic and bootstrap confidence intervals of the unknown parameters are also provided. Further, Bayesian inference of some unknown parametric functions under a very flexible Beta-Gamma prior is considered. Bayes estimators and associated credible intervals of the unknown parameters are obtained using the Monte Carlo method. Extensive Monte Carlo simulations are performed to see the effectiveness of the proposed estimators and one real data set has been analysed for the illustrative purposes. It is observed that the proposed model and the method work quite well for this data set. 相似文献
85.
Some goodness-of-fit procedures for the Cauchy distribution are presented. The power comparisons indicate that the new tests possess good performances among the competitors, especially against symmetric alternatives. A financial data set is analyzed for illustration. 相似文献
86.
Many directional data such as wind directions can be collected extremely easily so that experiments typically yield a huge number of data points that are sequentially collected. To deal with such big data, the traditional nonparametric techniques rapidly require a lot of time to be computed and therefore become useless in practice if real time or online forecasts are expected. In this paper, we propose a recursive kernel density estimator for directional data which (i) can be updated extremely easily when a new set of observations is available and (ii) keeps asymptotically the nice features of the traditional kernel density estimator. Our methodology is based on Robbins–Monro stochastic approximations ideas. We show that our estimator outperforms the traditional techniques in terms of computational time while being extremely competitive in terms of efficiency with respect to its competitors in the sequential context considered here. We obtain expressions for its asymptotic bias and variance together with an almost sure convergence rate and an asymptotic normality result. Our technique is illustrated on a wind dataset collected in Spain. A Monte‐Carlo study confirms the nice properties of our recursive estimator with respect to its non‐recursive counterpart. 相似文献
87.
Yasutaka Shimizu 《Scandinavian Journal of Statistics》2017,44(4):951-988
Consider a process satisfying a stochastic differential equation with unknown drift parameter, and suppose that discrete observations are given. It is known that a simple least squares estimator (LSE) can be consistent but numerically unstable in the sense of large standard deviations under finite samples when the noise process has jumps. We propose a filter to cut large shocks from data and construct the same LSE from data selected by the filter. The proposed estimator can be asymptotically equivalent to the usual LSE, whose asymptotic distribution strongly depends on the noise process. However, in numerical study, it looked asymptotically normal in an example where filter was chosen suitably, and the noise was a Lévy process. We will try to justify this phenomenon mathematically, under certain restricted assumptions. 相似文献
88.
Quadratic inference function (QIF) is an alternative methodology to the popular generalized estimating equations (GEE) approach, it does not involve direct estimation of the correlation parameter, and thus remains optimal even if the working correlation structure is misspecified. The idea is to represent the inverse of the working correlation matrix by a linear combination of some basis matrices. In this article, we present a modification of QIF with a robust variance estimator of the extended score function. Theoretical and numerical results show that the modified QIF attains better efficiency and achieves better small sample performance than the original QIF method. 相似文献
89.
Milan Jovanović 《统计学通讯:模拟与计算》2017,46(4):3050-3066
This article deals with the estimation of R = P{X < Y}, where X and Y are independent random variables from geometric and exponential distribution, respectively. For complete samples, the MLE of R, its asymptotic distribution, and confidence interval based on it are obtained. The procedure for deriving bootstrap-p confidence interval is presented. The UMVUE of R and UMVUE of its variance are derived. The Bayes estimator of R is investigated and its Lindley's approximation is obtained. A simulation study is performed in order to compare these estimators. Finally, all point estimators for right censored sample from the exponential distribution, are obtained. 相似文献
90.
The gist of the quickest change-point detection problem is to detect the presence of a change in the statistical behavior of a series of sequentially made observations, and do so in an optimal detection-speed-versus-“false-positive”-risk manner. When optimality is understood either in the generalized Bayesian sense or as defined in Shiryaev's multi-cyclic setup, the so-called Shiryaev–Roberts (SR) detection procedure is known to be the “best one can do”, provided, however, that the observations’ pre- and post-change distributions are both fully specified. We consider a more realistic setup, viz. one where the post-change distribution is assumed known only up to a parameter, so that the latter may be misspecified. The question of interest is the sensitivity (or robustness) of the otherwise “best” SR procedure with respect to a possible misspecification of the post-change distribution parameter. To answer this question, we provide a case study where, in a specific Gaussian scenario, we allow the SR procedure to be “out of tune” in the way of the post-change distribution parameter, and numerically assess the effect of the “mistuning” on Shiryaev's (multi-cyclic) Stationary Average Detection Delay delivered by the SR procedure. The comprehensive quantitative robustness characterization of the SR procedure obtained in the study can be used to develop the respective theory as well as to provide a rational for practical design of the SR procedure. The overall qualitative conclusion of the study is an expected one: the SR procedure is less (more) robust for less (more) contrast changes and for lower (higher) levels of the false alarm risk. 相似文献