全文获取类型
收费全文 | 495篇 |
免费 | 2篇 |
专业分类
管理学 | 34篇 |
丛书文集 | 6篇 |
理论方法论 | 1篇 |
综合类 | 96篇 |
社会学 | 2篇 |
统计学 | 358篇 |
出版年
2022年 | 1篇 |
2020年 | 3篇 |
2019年 | 16篇 |
2018年 | 19篇 |
2017年 | 17篇 |
2016年 | 14篇 |
2015年 | 7篇 |
2014年 | 16篇 |
2013年 | 150篇 |
2012年 | 22篇 |
2011年 | 14篇 |
2010年 | 15篇 |
2009年 | 15篇 |
2008年 | 14篇 |
2007年 | 14篇 |
2006年 | 15篇 |
2005年 | 10篇 |
2004年 | 12篇 |
2003年 | 11篇 |
2002年 | 8篇 |
2001年 | 10篇 |
2000年 | 9篇 |
1999年 | 12篇 |
1998年 | 16篇 |
1997年 | 7篇 |
1996年 | 2篇 |
1995年 | 4篇 |
1994年 | 27篇 |
1993年 | 1篇 |
1992年 | 3篇 |
1991年 | 1篇 |
1989年 | 1篇 |
1988年 | 2篇 |
1985年 | 2篇 |
1982年 | 2篇 |
1981年 | 2篇 |
1978年 | 1篇 |
1977年 | 1篇 |
1976年 | 1篇 |
排序方式: 共有497条查询结果,搜索用时 437 毫秒
261.
262.
参数VaR模型被广泛应用于风险测量中,然而需要给出具体的结构形式,这就容易发生模型错误设定的灾难,使风险计量的精确性易于产生较大偏差。针对参数VaR模型的设定误差问题,本文构建了SQ-ARCH和Nop-Quantile两个非参数VaR模型,诣在提高传统风险计量模型的灵活性、稳定性和准确性。采用稳健的分位数回归方法,得到了计算这两个VaR模型的具体表达式并给出了模型估计的算法和步骤。Monte Carlo模拟发现无论模型正确还是错误设定非参数VaR模型比参数ARCH类VaR模型更稳健。此外,把这两个稳健非参数VaR模型应用于我国股票市场风险量化的实证分析中。研究结果表明稳健非参数VaR模型比参数ARCH类VaR模型度量风险更准确。 相似文献
263.
264.
The maximum of k functions defined on R n , n ≥ 1, by f max (x) = max{f 1 (x),…, f k (x)}, ? x ? R n , can have important roles in Statistics, particularly in Classification. Through its relation with the Bayes error, which is the reference error in classification, it can serve to compute numerical bounds for errors in other classification schemes. It can also serve to define the joint L1-distance between more than two densities, which, in turn, will serve as a useful tool in Classification and Cluster Analyses. It has a vast potential application in digital image processing too. Finally, its versatile role can be seen in several numerical examples, related to the analysis of Fisher's classical iris data in multidimensional spaces. 相似文献
265.
In this article, we develop a method to estimate the two parameters of the discrete stable distribution. By minimizing the quadratic distance between transforms of the empirical and theoretical probability generating functions, we obtain estimators simple to calculate, asymptotically unbiased, and normally distributed. We also derive the expression for their variance–covariance matrix. We simulate several samples of discrete stable distributed datasets with different parameters, to analyze the effect of tuncation on the right tail of the distribution. 相似文献
266.
The continuous quadratic variation of asset return plays a critical role for high-frequency trading. However, the microstructure noise could bias the estimation of the continuous quadratic variation. Zhang et al. (2005) proposed a batch estimator for the continuous quadratic variation of high-frequency data in the presence of microstructure noise. It gives the estimates after all the data arrive. This article proposes a recursive version of their estimator that outputs variation estimates as the data arrive. Our estimator gives excellent estimates well before all the data arrive. Both real high-frequency futures data and simulation data confirm the performance of the recursive estimator. 相似文献
267.
268.
ABSTRACTEstimating functionshave been shown to be convenient to study inference for non linear time series models. Recently, Thavaneswaran et al. (2012) used combined estimating functions to study inference for random coefficient autoregressive (RCA) models with generalized autoregressive heteroscedasticity errors. While most RCA modeling assumes that the random term and the error are independent, Chandra and Taniguchi (2001) studied inference for RCA models with correlated errors using linear estimating functions. In this paper, we derive the quadratic estimating functions for the joint estimation of the conditional mean, variance, and correlation parameters of the RCA models with correlated errors. 相似文献
269.
ABSTRACTIn 2007, Domínguez-Molina et al. obtained the moment generating function (mgf) of the matrix variate closed skew normal distribution. In this paper, we use their mgf to obtain the first two moments and some additional properties of quadratic forms for the matrix variate skew normal distributions. The quadratic forms are particularly interesting because they are essentially correlation tests that introduce a new type of orthogonality condition. 相似文献
270.
Kali S. Banerjee 《统计学通讯:理论与方法》2013,42(8):791-798
This paper presents a direct algebraic demonstration of the formula of the "true index" of cost of living given by Wald (1939). 相似文献