全文获取类型
收费全文 | 3888篇 |
免费 | 77篇 |
国内免费 | 14篇 |
专业分类
管理学 | 180篇 |
民族学 | 1篇 |
人口学 | 37篇 |
丛书文集 | 21篇 |
理论方法论 | 17篇 |
综合类 | 318篇 |
社会学 | 24篇 |
统计学 | 3381篇 |
出版年
2024年 | 1篇 |
2023年 | 21篇 |
2022年 | 35篇 |
2021年 | 23篇 |
2020年 | 69篇 |
2019年 | 146篇 |
2018年 | 161篇 |
2017年 | 269篇 |
2016年 | 125篇 |
2015年 | 79篇 |
2014年 | 111篇 |
2013年 | 1151篇 |
2012年 | 345篇 |
2011年 | 95篇 |
2010年 | 117篇 |
2009年 | 132篇 |
2008年 | 121篇 |
2007年 | 90篇 |
2006年 | 90篇 |
2005年 | 88篇 |
2004年 | 75篇 |
2003年 | 60篇 |
2002年 | 66篇 |
2001年 | 62篇 |
2000年 | 59篇 |
1999年 | 59篇 |
1998年 | 53篇 |
1997年 | 43篇 |
1996年 | 24篇 |
1995年 | 20篇 |
1994年 | 26篇 |
1993年 | 19篇 |
1992年 | 24篇 |
1991年 | 8篇 |
1990年 | 15篇 |
1989年 | 9篇 |
1988年 | 17篇 |
1987年 | 8篇 |
1986年 | 6篇 |
1985年 | 4篇 |
1984年 | 12篇 |
1983年 | 13篇 |
1982年 | 6篇 |
1981年 | 5篇 |
1980年 | 1篇 |
1979年 | 6篇 |
1978年 | 5篇 |
1977年 | 2篇 |
1975年 | 2篇 |
1973年 | 1篇 |
排序方式: 共有3979条查询结果,搜索用时 15 毫秒
601.
Burkhard O. Rauhut 《统计学通讯:理论与方法》2013,42(13):1439-1452
Given a life testing experiment consisting of n items, n-1 of which have the expected life λ while one could have an expected life λ/α with 0 < α < 1 the problem is. to find a mean square error (MSE) minimizing estimation function. The standard estimators for the homogeneous case (α = 1) overestimate the expected life and their MSE tend to infinity when a tends to 0. Looking at the estimation problem as an insurance (see Anscombe (1960)) two different “testimators” are compared with respect to their MSE, Numerical results show that an estimation function based on the “Epstein-statistic” x(n)/[xbar] is the best one. 相似文献
602.
Asymptotic distributions of regression-type estimators for the parameters of stable distributions am obtained. The asymptotic normalized standard deviations of the estimators are computed for various values of the parameters and various choices of the number of points used in getting the regression estimates. 相似文献
603.
Zehua Chen 《统计学通讯:理论与方法》2013,42(3):877-895
The basic idea of an interaction spline model was presented in Barry (1983). The general interaction spline models were proposed by Wahba (1986). The purely periodic spline model, a special case of the general interaction spline models, is considered in this paper. A stepwise approach using generalized cross validation (GCV) for fitting the model is proposed. Based on the nice orthogonality properties of the purely periodic functions, the stepwise approach is a promising method for the interaction spline model. The approach can also be generalized to the non-purely-periodic spline models. But this is no done here. 相似文献
604.
Andrey Oldford 《统计学通讯:理论与方法》2013,42(9):2517-2540
605.
The problem of estimating the mode of a conditional probability density function is considered. It is shown that under some regularity conditions the estimate of the conditional mode obtained by maximizing a kernel estimate of the conditional probability density function is strongly consistent and asymptotically normally distributed. 相似文献
606.
Nikos Tzavidis Stefano Marchetti Ray Chambers 《Australian & New Zealand Journal of Statistics》2010,52(2):167-186
Small‐area estimation techniques have typically relied on plug‐in estimation based on models containing random area effects. More recently, regression M‐quantiles have been suggested for this purpose, thus avoiding conventional Gaussian assumptions, as well as problems associated with the specification of random effects. However, the plug‐in M‐quantile estimator for the small‐area mean can be shown to be the expected value of this mean with respect to a generally biased estimator of the small‐area cumulative distribution function of the characteristic of interest. To correct this problem, we propose a general framework for robust small‐area estimation, based on representing a small‐area estimator as a functional of a predictor of this small‐area cumulative distribution function. Key advantages of this framework are that it naturally leads to integrated estimation of small‐area means and quantiles and is not restricted to M‐quantile models. We also discuss mean squared error estimation for the resulting estimators, and demonstrate the advantages of our approach through model‐based and design‐based simulations, with the latter using economic data collected in an Australian farm survey. 相似文献
607.
One of the major aims of one-dimensional extreme-value theory is to estimate quantiles outside the sample or at the boundary of the sample. The underlying idea of any method to do this is to estimate a quantile well inside the sample but near the boundary and then to shift it somehow to the right place. The choice of this “anchor quantile” plays a major role in the accuracy of the method. We present a bootstrap method to achieve the optimal choice of sample fraction in the estimation of either high quantile or endpoint estimation which extends earlier results by Hall and Weissman (1997) in the case of high quantile estimation. We give detailed results for the estimators used by Dekkers et al. (1989). An alternative way of attacking problems like this one is given in a paper by Drees and Kaufmann (1998). 相似文献
608.
Ryszard Zieliński 《Statistics》2013,47(4):453-462
According to Pitman's Measure of Closeness, if T1and T2are two estimators of a real parameter $[d], then T1is better than T2if Po[d]{T1-o[d] < T2-0[d]} > 1/2 for all 0[d]. It may however happen that while T1is better than T2and T2is better than T3, T3is better than T1. Given q ? (0,1) and a sample X1, X2, ..., Xnfrom an unknown F ? F, an estimator T* = T*(X1,X2...Xn)of the q-th quantile of the distribution F is constructed such that PF{F(T*)-q <[d] F(T)-q} >[d] 1/2 for all F?F and for all T€T, where F is a nonparametric family of distributions and T is a class of estimators. It is shown that T* =Xj:n'for a suitably chosen jth order statistic. 相似文献
609.
Two families of parameter estimation procedures for the stable laws based on a variant of the characteristic function are provided. The methodology which produces viable computational procedures for the stable laws is generally applicable to other families of distributions across a variety of settings. Both families of procedures may be described as a modified weighted chi-squared minimization procedure, and both explicitly take account of constraints on the parameter space. Influence func-tions for and efficiencies of the estimators are given. If x1, x2, …xn random sample from an unknown distribution F , a method for determining the stable law to which F is attracted is developed. Procedures for regression and autoregres-sion with stable error structure are provided. A number of examples are given. 相似文献
610.
Algorithms for computing the maximum likelihood estimators and the estimated covariance matrix of the estimators of the factor model are derived. The algorithms are particularly suitable for large matrices and for samples that give zero estimates of some error variances. A method of constructing estimators for reduced models is presented. The algorithms can also be used for the multivariate errors-in-variables model with known error covariance matrix. 相似文献