全文获取类型
收费全文 | 156篇 |
免费 | 3篇 |
专业分类
人口学 | 1篇 |
丛书文集 | 1篇 |
综合类 | 1篇 |
统计学 | 156篇 |
出版年
2020年 | 2篇 |
2019年 | 7篇 |
2018年 | 9篇 |
2017年 | 6篇 |
2016年 | 4篇 |
2015年 | 2篇 |
2014年 | 6篇 |
2013年 | 46篇 |
2012年 | 13篇 |
2011年 | 3篇 |
2010年 | 5篇 |
2009年 | 10篇 |
2008年 | 6篇 |
2007年 | 4篇 |
2006年 | 2篇 |
2005年 | 4篇 |
2004年 | 6篇 |
2003年 | 4篇 |
2002年 | 2篇 |
2001年 | 4篇 |
2000年 | 1篇 |
1999年 | 3篇 |
1996年 | 1篇 |
1984年 | 1篇 |
1982年 | 2篇 |
1981年 | 2篇 |
1980年 | 1篇 |
1979年 | 1篇 |
1978年 | 2篇 |
排序方式: 共有159条查询结果,搜索用时 781 毫秒
101.
102.
《Journal of Statistical Computation and Simulation》2012,82(2-4):263-279
We construct bootstrap confidence intervals for smoothing spline estimates based on Gaussian data, and penalized likelihood smoothing spline estimates based on data from .exponential families. Several vari- ations of bootstrap confidence intervals are considered and compared. We find that the commonly used ootstrap percentile intervals are inferior to the T intervals and to intervals based on bootstrap estimation of mean squared errors. The best variations of the bootstrap confidence intervals behave similar to the well known Bayesian confidence intervals. These bootstrap confidence intervals have an average coverage probability across the function being estimated, as opposed to a pointwise property. 相似文献
103.
Although having been much criticized, diversity indices are still widely used in animal and plant ecology to evaluate, survey,
and conserve ecosystems. It is possible to quantify biodiversity by using estimators for which statistical characteristics
and performance are, as yet, poorly defined. In the present study, four of the most frequently used diversity indices were
compared: the Shannon index, the Simpson index, the Camargo eveness index, and the Pielou regularity index. Comparisons were
performed by simulating the Zipf–Mandelbrot parametric model and estimating three statistics of these indices, i.e., the relative
bias, the coefficient of variation, and the relative root-mean-squared error. Analysis of variance was used to determine which
of the factors contributed most to the observed variation in the four diversity estimators: abundance distribution model or
sample size. The results have revealed that the Camargo eveness index tends to demonstrate a high bias and a large relative
root-mean-squared error whereas the Simpson index is least biased and the Shannon index shows a smaller relative root-mean-squared
error, regardless of the abundance distribution model used and even when sample size is small. Shannon and Pielou estimators
are sensitive to changes in species abundance pattern and present a nonnegligible bias for small sample sizes (<1000 individuals).
Received: May 8, 1998 / Accepted: May 6, 1999 相似文献
104.
Financial data exhibit complex structures and relations and it is therefore not always possible or expedient to find a suitable
parametric functional form to adequately describe the data. To overcome this problem, nonparametric techniques can be used
to extract the functional process directly from the data without any a priori specification of the functional shape. We take
advantage of this flexibility and use a penalized spline approach to model, over time, the implied equity risk premiums of
companies that belong to a local stock exchange index. In finance and macroeconomic research it is common practice to use
simple averaging techniques to aggregate the single values, thus obtaining an overview of the stock market of a country or
particular groups defined by stock-specific characteristics. The objective is to obtain common patterns or dependencies from
individual characteristics. A precondition here is a substantial heterogeneity of the individual stocks, because otherwise
one constituent can represent the whole index and the required diversification effect fails. Hence, in this paper we explore
if and how this assumption is justified. The examined stock indices are the Dow Jones Industrial Index and the German DAX
30. It turns out that the constituents of both indices show very stock-specific behaviors of their equity risk premium over
time. Thus the application of these indices in, e.g., macroeconomic research seems adequate. 相似文献
105.
Ciprian M. Crainiceanu David Ruppert 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2004,66(1):165-185
Summary. We consider the problem of testing null hypotheses that include restrictions on the variance component in a linear mixed model with one variance component and we derive the finite sample and asymptotic distribution of the likelihood ratio test and the restricted likelihood ratio test. The spectral representations of the likelihood ratio test and the restricted likelihood ratio test statistics are used as the basis of efficient simulation algorithms of their null distributions. The large sample χ 2 mixture approximations using the usual asymptotic theory for a null hypothesis on the boundary of the parameter space have been shown to be poor in simulation studies. Our asymptotic calculations explain these empirical results. The theory of Self and Liang applies only to linear mixed models for which the data vector can be partitioned into a large number of independent and identically distributed subvectors. One-way analysis of variance and penalized splines models illustrate the results. 相似文献
106.
Isabel Molina Ayoub Saei M. José Lombardía 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2007,170(4):975-1000
Summary. A new methodology is developed for estimating unemployment or employment characteristics in small areas, based on the assumption that the sample totals of unemployed and employed individuals follow a multinomial logit model with random area effects. The method is illustrated with UK labour force data aggregated by sex–age groups. For these data, the accuracy of direct estimates is poor in comparison with estimates that are derived from the multinomial logit model. Furthermore, two different estimators of the mean-squared errors are given: an analytical approximation obtained by Taylor linearization and an estimator based on bootstrapping. A simulation study for comparison of the two estimators shows the good performance of the bootstrap estimator. 相似文献
107.
Federico J. O''Reilly 《Journal of statistical planning and inference》1984,10(3):273-276
In the multivariate normal regression setting, the estimability of a distribution is studied generalizing earlier results for the univariate case. The MVUE of an estimable distribution is obtained. 相似文献
108.
Kale and Sinha (1971) have found an estimator of the mean of an exponential distribution in the présence of an outlying observation with higher expected value. Here an alternative estimator of the mean is proposed and it is compared with the estimator of Kale and Sinha (1971) and the maximum likelihood estimator given by Kale (1975). The proposed estimator is found to be more efficient than the latter two estimators in some cases. 相似文献
109.
We propose a robust regression method called regression with outlier shrinkage (ROS) for the traditional n>p cases. It improves over the other robust regression methods such as least trimmed squares (LTS) in the sense that it can achieve maximum breakdown value and full asymptotic efficiency simultaneously. Moreover, its computational complexity is no more than that of LTS. We also propose a sparse estimator, called sparse regression with outlier shrinkage (SROS), for robust variable selection and estimation. It is proven that SROS can not only give consistent selection but also estimate the nonzero coefficients with full asymptotic efficiency under the normal model. In addition, we introduce a concept of nearly regression equivariant estimator for understanding the breakdown properties of sparse estimators, and prove that SROS achieves the maximum breakdown value of nearly regression equivariant estimators. Numerical examples are presented to illustrate our methods. 相似文献
110.
Chin-Shang Li 《统计学通讯:模拟与计算》2013,42(7):1673-1680
The nonparametric component in a partially linear model is approximated via cubic B-splines with a second-order difference penalty on the adjacent B-spline coefficients to avoid undersmoothing. A Wald-type spline-based test statistic is constructed for the null hypothesis of no effect of a continuous covariate. When the number of knots is fixed, the limiting null distribution of the test statistic is the distribution of a linear combination of independent chi-squared random variables, each with one degree of freedom. A real-life dataset is provided to illustrate the practical use of the test statistic. 相似文献