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排序方式: 共有146条查询结果,搜索用时 15 毫秒
81.
Vincent S. Staggs 《统计学通讯:模拟与计算》2017,46(3):1933-1943
In mixed models the mean square error (MSE) of empirical best linear unbiased estimators generally cannot be written in closed form. Unlike traditional methods of inference, parametric bootstrapping does not require approximation of this MSE or the test statistic distribution. Data were simulated to compare coverage rates for intervals based on the naïve MSE approximation and the method of Kenward and Roger, and parametric bootstrap intervals (Efron's percentile, Hall's percentile, bootstrap-t). The Kenward–Roger method performed best and the bootstrap-t almost as well. Intervals were also compared for a small set of real data. Implications for minimum sample size are discussed. 相似文献
82.
X1, X2, …, Xk are k(k ? 2) uniform populations which each Xi follows U(0, θi). This note shows the test statistic for the null hypothesis H0: θ1 = θ2 = ??? = θk by using the order statistics. 相似文献
83.
Glenn D. Walters 《International Journal of Social Research Methodology》2019,22(2):219-232
Identifying mediators in variable chains as part of a causal mediation analysis can shed light on issues of causation, assessment, and intervention. However, coefficients and effect sizes in a causal mediation analysis are nearly always small. This can lead those less familiar with the approach to reject the results of causal mediation analysis. The current paper highlights five factors that contribute to small path coefficients in mediation research: loss of information when measuring relationships across time, controlling for prior levels of a predicted variable, adding control variables to the analysis, ignoring measurement error in one’s variables, and using multiple mediators. It is argued that these issues are best handled by increasing the statistical power of the analysis, identifying the optimal temporal interval between variables, using bootstrapped confidence intervals to analyze the results, and finding alternate ways of assessing the meaningfulness of the indirect effect. 相似文献
84.
85.
Jing Xu 《统计学通讯:模拟与计算》2018,47(2):420-431
To study the equality of regression coefficients in several heteroscedastic regression models, we propose a fiducial-based test, and theoretically examine the frequency property of the proposed test. We numerically compare the performance of the proposed approach with the parametric bootstrap (PB) approach. Simulation results indicate that the fiducial approach controls the Type I error rates satisfactorily regardless of the number of regression models and sample sizes, whereas the PB approach tends to be a little of liberal in some scenarios. Finally, the proposed approach is applied to an analysis of a real dataset for illustration. 相似文献
86.
Micha Mandel 《The American statistician》2013,67(2):76-81
In many scientific problems, the quantity of interest is a function of parameters that index the model, and confidence intervals are constructed by applying the delta method. However, when the function of interest has complicated derivatives, this standard approach is unattractive and alternative algorithms are required. This article discusses a simple simulation-based algorithm for estimating the variance of a transformation, and demonstrates its simplicity and accuracy by applying it to several statistical problems. 相似文献
87.
Herbert Büning 《统计学通讯:模拟与计算》2013,42(3):531-545
In this article, we study the power of one-sample location tests under classical distributions and two supermodels which include the normal distribution as a special case. The distributions of the supermodels are chosen in such a way that they have equal distance to the normal as the logistic, uniform, double exponential, and the Cauchy, respectively. As a measure of distance we use the Lévy metric. The tests considered are two parametric tests, the t-test and a trimmed t-test, and two nonparametric tests, the sign test and the Wilcoxon signed-rank tests. It turns out that the power of the tests, first of all, does not depend on the Lévy distance but on the special chosen supermodel. 相似文献
88.
ABSTRACTThe likelihood of a generalized linear mixed model (GLMM) often involves high-dimensional integrals, which in general cannot be computed explicitly. When direct computation is not available, method of simulated moments (MSM) is a fairly simple way to estimate the parameters of interest. In this research, we compared parametric bootstrap (PB) and nonparametric bootstrap methods (NPB) in estimating the standard errors of MSM estimators for GLMM. Simulation results show that when the group size is large, the PB and NPB perform similarly; when group size is medium, NPB performs better than PB in estimating standard errors of the mean. 相似文献
89.
90.
Olivier Lopez 《统计学通讯:理论与方法》2013,42(15):2639-2660
In a regression model with univariate censored responses, a new estimator of the joint distribution function of the covariates and response is proposed, under the assumption that the response and the censoring variable are independent conditionally to the covariates. This estimator is based on the conditional Kaplan–Meier estimator of Beran (1981), and happens to be an extension of the multivariate empirical distribution function used in the uncensored case. We derive asymptotic i.i.d. representations for the integrals with respect to the measure defined by this estimated distribution function. These representations hold even in the case where the covariates are multidimensional under some additional assumption on the censoring. Applications to censored regression and to density estimation are considered. 相似文献