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201.
Consider the regression model Yi= g(xi) + ei, i = 1,…, n, where g is an unknown function defined on [0, 1], 0 = x0 < x1 < … < xn≤ 1 are chosen so that max1≤i≤n(xi-xi- 1) = 0(n-1), and where {ei} are i.i.d. with Ee1= 0 and Var e1 - s?2. In a previous paper, Cheng & Lin (1979) study three estimators of g, namely, g1n of Cheng & Lin (1979), g2n of Clark (1977), and g3n of Priestley & Chao (1972). Consistency results are established and rates of strong uniform convergence are obtained. In the current investigation the limiting distribution of &in, i = 1, 2, 3, and that of the isotonic estimator g**n are considered. 相似文献
202.
刘德贤 《郑州航空工业管理学院学报(社会科学版)》2000,(1)
在完全平面图中引进顶点分割与合并的概念,根据完全平面图的特征,对其顶点数采用归纳法证明了平面图是四可着色的。 相似文献
203.
Johannes Hrner Wojciech Olszewski 《Econometrica : journal of the Econometric Society》2006,74(6):1499-1544
We prove the folk theorem for discounted repeated games under private, almost‐perfect monitoring. Our result covers all finite, n‐player games that satisfy the usual full‐dimensionality condition. Mixed strategies are allowed in determining the individually rational payoffs. We assume no cheap‐talk communication between players and no public randomization device. 相似文献
204.
We propose a generalization of expected utility that we call generalized EU (GEU), where a decision maker’s beliefs are represented by plausibility measures and the decision maker’s tastes are represented
by general (i.e., not necessarily real-valued) utility functions. We show that every agent, “rational” or not, can be modeled
as a GEU maximizer. We then show that we can customize GEU by selectively imposing just the constraints we want. In particular,
we show how each of Savage’s postulates corresponds to constraints on GEU. 相似文献
205.
Emmanuel Haven 《Theory and Decision》2008,64(2-3):193-228
Under certain conditions private information can be a source of trade. Arbitrage for instance can occur as a result of the existence of private information. In this paper we want to explicitly model information. To do so we define an ‘information function’. This information function is a mathematical object, also known as a so called ‘wave function’. We use the definition of wave function as it is used in quantum mechanics and we attempt to show the usefulness of this wave function in an economic context. We attempt to answer the following questions. How does the information function relate to private information? How can we use the information function to define the ‘quantity’ of information? How can we use the information function in arbitrage-based option pricing? How can the information function be used in the formulation of a so called Universal Brownian motion? 相似文献
206.
Houduo Qi 《Journal of statistical planning and inference》2011,141(9):3117-3130
The theorem of Elfving is one of the most important and earliest results which have led to the theory of optimal design of experiments. This paper presents a fresh study of it from the viewpoint of modern semidefinite programming. There is one-to-one correspondence between solutions of the derived semidefinite programming problem (SDP) and c-optimal designs. We also derive a uniqueness theorem which ensures a unique optimal design without assuming the linear independence property over the largest set of supporting points. The SDP can also be cast as an ?1‐convex program which has recently been extensively studied and often yields sparse solutions. Our numerical experiments on the trigonometric regression model confirm that the SDP does produce a sparse optimal design. 相似文献
207.
It is widely accepted that some financial data exhibit long memory or long dependence, and that the observed data usually possess noise. In the continuous time situation, the factional Brownian motion BH and its extension are an important class of models to characterize the long memory or short memory of data, and Hurst parameter H is an index to describe the degree of dependence. In this article, we estimate the Hurst parameter of a discretely sampled fractional integral process corrupted by noise. We use the preaverage method to diminish the impact of noise, employ the filter method to exclude the strong dependence, and obtain the smoothed data, and estimate the Hurst parameter by the smoothed data. The asymptotic properties such as consistency and asymptotic normality of the estimator are established. Simulations for evaluating the performance of the estimator are conducted. Supplementary materials for this article are available online. 相似文献
208.
Orthogonal array (OA)-based Latin hypercube designs, also called U-designs, have been popularly adopted in designing a computer experiment. Nested U-designs, sliced U-designs, strong OA-based U-designs and correlation controlled U-designs are four types of extensions of U-designs for different applications in computer experiments. Their elaborate multi-layer structure or multi-dimensional uniformity, which makes them desirable for different applications, brings difficulty in analysing the related statistical properties. In this paper, we derive central limit theorems for these four types of designs by introducing a newly constructed discrete function. It is shown that the means of the four samples generated from these four types of designs asymptotically follow the same normal distribution. These results are useful in assessing the confidence intervals of the gross mean. Two examples are presented to illustrate the closeness of the simulated density plots to the corresponding normal distributions. 相似文献
209.
孙佳镇 《湛江师范学院学报》2011,32(6):37-40
设n≥2的正自然数,0〈θ〈1,a=(a1,a2,…,an)∈(0,+∞)n,a的调和平均、几何平均、算术平均和θ次幂平均分别设为H(a)、G(a)、A(a)和Mθ(a).该文将利用最值压缩定理,建立两个与它们有关的不等式,进而推广了一个已知结论. 相似文献
210.