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61.
《Journal of Statistical Computation and Simulation》2012,82(1-2):137-165
The process of using data to infer the existence of stochastic dominance is subject to sampling error. Kroll and Levy (1980), among others, have presented simulation results for several normal and lognormal distributions which show high error probabilities for a wide range of parameter values. This paper continues this line of research and uses simulation to estimate error probabilities. Distributions considered are a pair of normals and a pair of lognormals. Analysis of these distributions is made computationally feasible through theoretical results which reduce the number of parameters of the pair of distributions from four to two. 相似文献
62.
《Journal of Statistical Computation and Simulation》2012,82(7):1552-1562
It has been known that when there is a break in the variance (unconditional heteroskedasticity) of the error term in linear regression models, a routine application of the Lagrange multiplier (LM) test for autocorrelation can cause potentially significant size distortions. We propose a new test for autocorrelation that is robust in the presence of a break in variance. The proposed test is a modified LM test based on a generalized least squares regression. Monte Carlo simulations show that the new test performs well in finite samples and it is especially comparable to other existing heteroskedasticity-robust tests in terms of size, and much better in terms of power. 相似文献
63.
《Journal of Statistical Computation and Simulation》2012,82(3):241-249
In this paper, we investigate four existing and three new confidence interval estimators for the negative binomial proportion (i.e., proportion under inverse/negative binomial sampling). An extensive and systematic comparative study among these confidence interval estimators through Monte Carlo simulations is presented. The performance of these confidence intervals are evaluated in terms of their coverage probabilities and expected interval widths. Our simulation studies suggest that the confidence interval estimator based on saddlepoint approximation is more appealing for large coverage levels (e.g., nominal level≤1% ) whereas the score confidence interval estimator is more desirable for those commonly used coverage levels (e.g., nominal level>1% ). We illustrate these confidence interval construction methods with a real data set from a maternal congenital heart disease study. 相似文献
64.
《Journal of Statistical Computation and Simulation》2012,82(8):611-628
This article considers the issue of performing tests in linear heteroskedastic models when the test statistic employs a consistent variance estimator. Several different estimators are considered, namely: HC0, HC1, HC2, HC3, and their bias-adjusted versions. The numerical evaluation is performed using numerical integration methods; the Imhof algorithm is used to that end. The results show that bias-adjustment of variance estimators used to construct test statistics delivers more reliable tests when they are performed for the HC0 and HC1 estimators, but the same does not hold for the HC3 estimator. Overall, the most reliable test is the HC3-based one. 相似文献
65.
Clinical phase II trials in oncology are conducted to determine whether the activity of a new anticancer treatment is promising enough to merit further investigation. Two‐stage designs are commonly used for this situation to allow for early termination. Designs proposed in the literature so far have the common drawback that the sample sizes for the two stages have to be specified in the protocol and have to be adhered to strictly during the course of the trial. As a consequence, designs that allow a higher extent of flexibility are desirable. In this article, we propose a new adaptive method that allows an arbitrary modification of the sample size of the second stage using the results of the interim analysis or external information while controlling the type I error rate. If the sample size is not changed during the trial, the proposed design shows very similar characteristics to the optimal two‐stage design proposed by Chang et al. (Biometrics 1987; 43:865–874). However, the new design allows the use of mid‐course information for the planning of the second stage, thus meeting practical requirements when performing clinical phase II trials in oncology. Copyright © 2012 John Wiley & Sons, Ltd. 相似文献
66.
《Journal of Statistical Computation and Simulation》2012,82(12):2362-2378
ABSTRACTThe class of bivariate copulas that are invariant under truncation with respect to one variable is considered. A simulation algorithm for the members of the class and a novel construction method are presented. Moreover, inspired by a stochastic interpretation of the members of such a class, a procedure is suggested to check whether the dependence structure of a given data set is truncation invariant. The overall performance of the procedure has been illustrated on both simulated and real data. 相似文献
67.
胡济林 《石家庄铁道学院学报(社会科学版)》2012,(3):24-28,47
以泰州某大跨度连续梁桥的静动载试验为例,建立ANSYS和桥梁博士模型进行静动力有限元数值计算。将试验结果与模型计算值进行比较,试验结果表明,该桥结构刚度和承载能力满足设计要求。 相似文献
68.
以长期水驱实验为基础,建立了等效水驱砂岩储层孔喉结构变化的三维网络模拟模型,结合三维微粒运移机制和有限差分求解方法,得到了长期水驱砂岩油藏孔喉结构变化规律:(1) 冲刷后喉道半径呈增加趋势,喉道半径变化范围变大,极小喉道半径呈微弱减小趋势;(2) 孔隙网络模型中冲刷半径扩大的孔道分布形式与原始孔隙网络结构密切相关,并非所有的大孔道都串联起来贯穿岩芯孔隙网络的两个端面,但入口端和出口端部分大孔道相互连通,形成端面上的大孔道网络群。网络模拟注水结果结合采油井测试,可为注水剖面的调整提供更加可靠的依据。 相似文献
69.
The Cochran–Mantel–Haenszel tests are a suite of tests that are usually defined as conditional tests, tests that assume all marginal totals are known before sighting the data. Here unconditional analogues of these tests are defined for the more usual situation when the marginal totals are not known before sighting the data. 相似文献
70.
摘要:以胡尖山油田长 6、长 4+5 油藏为例,综合应用地质资料、岩芯分析资料、测井资料以及试油资料,开展了长 6和长 4+5 油藏小层划分和对比、单井相分析,建立测井相识别模式,编制小层沉积相平面展布图,进而分析沉积相演化规律;探讨储层砂体展布以及物性分布规律,从而深入认识研究区的储层特征。在此基础上对储层进行流动单元的划分,然后结合试油资料对胡尖山油田长 6、长 4+5 油藏的储层进行有利区域的预测,为油田待开发区域的合理建产开发提供了理论指导 相似文献