全文获取类型
收费全文 | 834篇 |
免费 | 53篇 |
国内免费 | 5篇 |
专业分类
管理学 | 31篇 |
人口学 | 13篇 |
丛书文集 | 14篇 |
理论方法论 | 10篇 |
综合类 | 91篇 |
社会学 | 9篇 |
统计学 | 724篇 |
出版年
2022年 | 1篇 |
2021年 | 5篇 |
2020年 | 16篇 |
2019年 | 21篇 |
2018年 | 48篇 |
2017年 | 79篇 |
2016年 | 19篇 |
2015年 | 34篇 |
2014年 | 23篇 |
2013年 | 275篇 |
2012年 | 64篇 |
2011年 | 34篇 |
2010年 | 30篇 |
2009年 | 29篇 |
2008年 | 11篇 |
2007年 | 16篇 |
2006年 | 15篇 |
2005年 | 14篇 |
2004年 | 17篇 |
2003年 | 19篇 |
2002年 | 21篇 |
2001年 | 26篇 |
2000年 | 8篇 |
1999年 | 7篇 |
1998年 | 6篇 |
1997年 | 2篇 |
1996年 | 10篇 |
1995年 | 6篇 |
1994年 | 3篇 |
1993年 | 5篇 |
1992年 | 5篇 |
1991年 | 4篇 |
1989年 | 1篇 |
1987年 | 1篇 |
1986年 | 1篇 |
1985年 | 2篇 |
1984年 | 4篇 |
1983年 | 1篇 |
1982年 | 1篇 |
1981年 | 2篇 |
1980年 | 1篇 |
1979年 | 1篇 |
1978年 | 3篇 |
1977年 | 1篇 |
排序方式: 共有892条查询结果,搜索用时 46 毫秒
31.
Yu-Ye Zou 《统计学通讯:理论与方法》2017,46(2):1007-1023
In this article, we study global L2 error of non linear wavelet estimator of density in the Besov space Bspq for missing data model when covariables are present and prove that the estimator can achieve the optimal rate of convergence, which is similar to the result studied by Donoho et al. (1996) in complete independent data case with term-by-term thresholding of the empirical wavelet coefficients. Finite-sample behavior of the proposed estimator is explored via simulations. 相似文献
32.
This paper applies stratified random sampling using Neyman allocation to Mangat et al. (1992) unrelated question randomized response (RR) strategy for both completely truthful reporting and less than completely truthful reporting. It is shown that, for the prior information given, our new model is more efficient in terms of variance (in the case of completely truthful reporting) and mean square error (in terms of less than completely truthful reporting) than Kim and Elam's (2007) model. Numerical illustrations and graphs are also given in support of the present study. 相似文献
33.
In this work, we derive the copulas related to vectors obtained from the so-called chaotic stochastic processes. These are defined by the iteration of certain piecewise monotone functions of the interval [0, 1] to some initial random variable. We study some of its properties and present some examples. Since often these types of copulas do not have closed formulas, we provide a general approximation method which converges uniformly to the true copula. Our results cover a wide class of processes, including the so-called Manneville–Pomeau processes. The general theory is applied to the parametric estimation in certain chaotic processes. A Monte Carlo simulation study is also presented. 相似文献
34.
The crux of this article is to estimate the mean of the number of persons possessing a rare sensitive attribute based on the Mangat (1991) randomization device by utilizing the Poisson distribution in simple random sampling and stratified sampling. Properties of the proposed randomized response (RR) model have been studied along with recommendations. It is also shown that the proposed model is more efficient than that of Land et al. (2011) in simple random sampling and that of Lee et al. (2013) in stratified random sampling when the proportion of persons possessing a rare unrelated attribute is known. Numerical illustrations are also given in support of the present study. 相似文献
35.
Liwen Xu 《统计学通讯:理论与方法》2017,46(7):3308-3320
This paper presents parametric bootstrap (PB) approaches for hypothesis testing and interval estimation of the fixed effects and the variance component in the growth curve models with intraclass correlation structure. The PB pivot variables are proposed based on the sufficient statistics of the parameters. Some simulation results are presented to compare the performance of the proposed approaches with the generalized inferences. Our studies show that the PB approaches perform satisfactorily for various cell sizes and parameter configurations, and tends to outperform the generalized inferences with respect to the coverage probabilities and powers. The PB approaches not only have almost exact coverage probabilities and Type I error rates, but also have the shorter expected lengths and the higher powers. Furthermore, the PB procedure can be simply carried out by a few simulation steps. Finally, the proposed approaches are illustrated by using a real data example. 相似文献
36.
L. Ramprasath 《统计学通讯:理论与方法》2017,46(15):7612-7620
This article discusses the role played by stylized features of financial time series in constructing better estimators for the model parameters. We study in detail one such estimator for the transition probabilities of a simple regime switching model. The estimator is based on the squared autocovariances of the time series, which has been discussed in several empirical studies of economic and financial time series. The effectiveness of this estimator in improving the estimation accuracy is investigated, using both finite sample and asymptotic computations. We also report simulation results to confirm our findings and to extend our conclusions over a bigger region of the parameter space. 相似文献
37.
Xianzheng Huang 《统计学通讯:理论与方法》2017,46(20):10071-10087
We propose a new method for smooth isotonic regression analysis. Unlike most existing methods for isotonic regression, the proposed method is akin to parametric regression without order restriction. To account for smoothness and isotonicity simultaneously, we exploit the flexible class of semi-non parametric densities to model isotonic regression functions. Under this framework, the full range of inference techniques for parametric regression models become applicable for model estimation and model validation in isotonic regression. 相似文献
38.
39.
In this article, we propose a weighted simulated integrated conditional moment (WSICM) test of the validity of parametric specifications of conditional distribution models for stationary time series data, by combining the weighted integrated conditional moment (ICM) test of Bierens (1984) for time series regression models with the simulated ICM test of Bierens and Wang (2012) of conditional distribution models for cross-section data. To the best of our knowledge, no other consistent test for parametric conditional time series distributions has been proposed yet in the literature, despite consistency claims made by some authors. 相似文献
40.
ABSTRACTThis paper develops tests of the null hypothesis of linearity in the context of autoregressive models with Markov-switching means and variances. These tests are robust to the identification failures that plague conventional likelihood-based inference methods. The approach exploits the moments of normal mixtures implied by the regime-switching process and uses Monte Carlo test techniques to deal with the presence of an autoregressive component in the model specification. The proposed tests have very respectable power in comparison with the optimal tests for Markov-switching parameters of Carrasco et al. (2014), and they are also quite attractive owing to their computational simplicity. The new tests are illustrated with an empirical application to an autoregressive model of USA output growth. 相似文献