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991.
《商业与经济统计学杂志》2013,31(3):420-436
This article modifies and extends the test against nonstationary stochastic seasonality proposed by Canova and Hansen. A simplified form of the test statistic in which the nonparametric correction for serial correlation is based on estimates of the spectrum at the seasonal frequencies is considered and shown to have the same asymptotic distribution as the original formulation. Under the null hypothesis, the distribution of the seasonality test statistics is not affected by the inclusion of trends, even when modified to allow for structural breaks, or by the inclusion of regressors with nonseasonal unit roots. A parametric version of the test is proposed, and its performance is compared with that of the nonparametric test using Monte Carlo experiments. A test that allows for breaks in the seasonal pattern is then derived. It is shown that its asymptotic distribution is independent of the break point, and its use is illustrated with a series on U.K. marriages. A general test against any form of permanent seasonality, deterministic or stochastic, is suggested and compared with a Wald test for the significance of fixed seasonal dummies. It is noted that tests constructed in a similar way can be used to detect trading-day effects. An appealing feature of the proposed test statistics is that under the null hypothesis, they all have asymptotic distributions belonging to the Cramér–von Mises family. 相似文献
992.
Jinxia Zhu 《统计学通讯:理论与方法》2013,42(20):3298-3307
This article is devoted to studying a dual Markov-modulated risk model, which can properly represent, to some extent, surplus processes of companies that pay costs continuously and have occasional gains. We consider both the finite and infnite horizon ruin probabilities under this dual model. Upper and lower bounds of Lundberg type are derived for these ruin probabilities. We also obtain a time-dependent version of Lundberg type inequalities. 相似文献
993.
《Journal of Statistical Computation and Simulation》2012,82(5):763-781
This article is concerned with a general class of conditionally heteroscedastic time series including possibly nonlinear and asymmetric autoregressive conditional heteroscedastic (ARCH) and generalized ARCH models. A problem of preliminary test of fit (PTF, hereafter) within the broad class under consideration is discussed. It is noted that contrary to usual tests in the literature of conditionally heteroscedastic time series, PTF does not require any specification of the conditional variance in advance. Based on the joint limit distributions of sample autocorrelations, a certain Portmanteau-type statistic for PTF is proposed, and its limit is shown to be a chi-square distribution. In addition, some simulation studies, under various innovations, are reported to support our theoretical results. 相似文献
994.
《Journal of Statistical Computation and Simulation》2012,82(1):33-44
Gottman's version of the Mann and Wald asymptotic test for intervention effects in time-series data is presented as a useful small sample procedure. A Monte Carlo simulaltion is conducted to evaluate the procedure for controlling Type I errors with varying values of autoregressive coefficients. Results indicate the procedure works better than Gottman's work originally indicated. However, in some cases error rates can be unacceptably high. Procedures for evaluating changes in level in the presence of autocorrelation and slope are suggested and evaluated. 相似文献
995.
Geoffrey F. Yeo 《Australian & New Zealand Journal of Statistics》1998,40(2):215-219
The effect of interview costs on the optimal selection strategy and on the chance of success in secretary problems with order k selection rules, both for a finite number of applicants and in the limiting case, is examined. Probabilistic reasoning is used and numerical examples given. 相似文献
996.
《商业与经济统计学杂志》2013,31(2):176-193
This article makes two contributions. First, we outline a simple simulation-based framework for constructing conditional distributions for multifactor and multidimensional diffusion processes, for the case where the functional form of the conditional density is unknown. The distributions can be used, for example, to form predictive confidence intervals for time period t + τ, given information up to period t. Second, we use the simulation-based approach to construct a test for the correct specification of a diffusion process. The suggested test is in the spirit of the conditional Kolmogorov test of Andrews. However, in the present context the null conditional distribution is unknown and is replaced by its simulated counterpart. The limiting distribution of the test statistic is not nuisance parameter-free. In light of this, asymptotically valid critical values are obtained via appropriate use of the block bootstrap. The suggested test has power against a larger class of alternatives than tests that are constructed using marginal distributions/densities. The findings of a small Monte Carlo experiment underscore the good finite sample properties of the proposed test, and an empirical illustration underscores the ease with which the proposed simulation and testing methodology can be applied. 相似文献
997.
Stephen W. Looney 《统计学通讯:模拟与计算》2013,42(2):531-543
It is often of interest to test the hypothesis that all off-diagonal elements of the correlation matrix of a multivariate normal distribution are equal. If the hypothesis of equal correlation can be accepted, it then may be of interest to estimate the common correlation coefficient. In this paper, four estimators of the common correlation are compared in terms of bias, variance, mean squared error, adequacy of the normal approximation, and ease of calculation. The average sample correlation is seen to be comparable to the other estimators and is recommended here since it is the easiest to calculate. The estimators are compared using simulation. 相似文献
998.
《Journal of Statistical Computation and Simulation》2012,82(9):959-978
In this work, we investigate an alternative bootstrap approach based on a result of Ramsey [F.L. Ramsey, Characterization of the partial autocorrelation function, Ann. Statist. 2 (1974), pp. 1296–1301] and on the Durbin–Levinson algorithm to obtain a surrogate series from linear Gaussian processes with long range dependence. We compare this bootstrap method with other existing procedures in a wide Monte Carlo experiment by estimating, parametrically and semi-parametrically, the memory parameter d. We consider Gaussian and non-Gaussian processes to prove the robustness of the method to deviations from normality. The approach is also useful to estimate confidence intervals for the memory parameter d by improving the coverage level of the interval. 相似文献
999.
《Journal of Statistical Computation and Simulation》2012,82(3-4):231-243
A procedure is developed for the identification of autoregressive models for stationary invertible multivariate Gaussian time series. Model selection is based on either the AIC information criterion or on a statistic called CVR, cross-validatory residual sum of squares. An example is given to show that the forecasts generated by these models compare favorably with those generated by other common time series modeling techniques. 相似文献
1000.
新时期高校图书馆馆员职业道德初探 总被引:1,自引:0,他引:1
曹庆开 《河南教育学院学报(哲学社会科学版)》2000,19(4):100-101
新时期高校图书馆馆员职业道德的内容应包括热爱本职工作,严守规章制度,爱护馆藏文献,履行职业职能,真诚团结协作,不断努力学习等.加强高校图书馆馆员职业道德建设要通过正确的途径. 相似文献