全文获取类型
收费全文 | 3184篇 |
免费 | 59篇 |
国内免费 | 8篇 |
专业分类
管理学 | 102篇 |
民族学 | 3篇 |
人口学 | 23篇 |
丛书文集 | 68篇 |
理论方法论 | 27篇 |
综合类 | 617篇 |
社会学 | 36篇 |
统计学 | 2375篇 |
出版年
2024年 | 1篇 |
2023年 | 8篇 |
2022年 | 7篇 |
2021年 | 12篇 |
2020年 | 40篇 |
2019年 | 75篇 |
2018年 | 96篇 |
2017年 | 153篇 |
2016年 | 67篇 |
2015年 | 64篇 |
2014年 | 108篇 |
2013年 | 1022篇 |
2012年 | 283篇 |
2011年 | 91篇 |
2010年 | 112篇 |
2009年 | 84篇 |
2008年 | 105篇 |
2007年 | 100篇 |
2006年 | 100篇 |
2005年 | 84篇 |
2004年 | 82篇 |
2003年 | 75篇 |
2002年 | 62篇 |
2001年 | 75篇 |
2000年 | 54篇 |
1999年 | 39篇 |
1998年 | 29篇 |
1997年 | 36篇 |
1996年 | 31篇 |
1995年 | 25篇 |
1994年 | 16篇 |
1993年 | 16篇 |
1992年 | 12篇 |
1991年 | 7篇 |
1990年 | 10篇 |
1989年 | 10篇 |
1988年 | 8篇 |
1987年 | 2篇 |
1986年 | 3篇 |
1985年 | 5篇 |
1984年 | 8篇 |
1983年 | 11篇 |
1982年 | 6篇 |
1981年 | 1篇 |
1980年 | 5篇 |
1979年 | 5篇 |
1978年 | 3篇 |
1977年 | 2篇 |
1975年 | 1篇 |
排序方式: 共有3251条查询结果,搜索用时 265 毫秒
111.
M. P. Wand 《Australian & New Zealand Journal of Statistics》2009,51(1):9-41
Semiparametric regression models that use spline basis functions with penalization have graphical model representations. This link is more powerful than previously established mixed model representations of semiparametric regression, as a larger class of models can be accommodated. Complications such as missingness and measurement error are more naturally handled within the graphical model architecture. Directed acyclic graphs, also known as Bayesian networks, play a prominent role. Graphical model-based Bayesian 'inference engines', such as bugs and vibes , facilitate fitting and inference. Underlying these are Markov chain Monte Carlo schemes and recent developments in variational approximation theory and methodology. 相似文献
112.
Various statistical tests have been developed for testing the equality of means in matched pairs with missing values. However, most existing methods are commonly based on certain distributional assumptions such as normality, 0-symmetry or homoscedasticity of the data. The aim of this paper is to develop a statistical test that is robust against deviations from such assumptions and also leads to valid inference in case of heteroscedasticity or skewed distributions. This is achieved by applying a clever randomization approach to handle missing data. The resulting test procedure is not only shown to be asymptotically correct but is also finitely exact if the distribution of the data is invariant with respect to the considered randomization group. Its small sample performance is further studied in an extensive simulation study and compared to existing methods. Finally, an illustrative data example is analysed. 相似文献
113.
114.
Shonosuke Sugasawa Tatsuya Kubokawa Kota Ogasawara 《Scandinavian Journal of Statistics》2017,44(3):684-706
Random effects model can account for the lack of fitting a regression model and increase precision of estimating area‐level means. However, in case that the synthetic mean provides accurate estimates, the prior distribution may inflate an estimation error. Thus, it is desirable to consider the uncertain prior distribution, which is expressed as the mixture of a one‐point distribution and a proper prior distribution. In this paper, we develop an empirical Bayes approach for estimating area‐level means, using the uncertain prior distribution in the context of a natural exponential family, which we call the empirical uncertain Bayes (EUB) method. The regression model considered in this paper includes the Poisson‐gamma and the binomial‐beta, and the normal‐normal (Fay–Herriot) model, which are typically used in small area estimation. We obtain the estimators of hyperparameters based on the marginal likelihood by using a well‐known expectation‐maximization algorithm and propose the EUB estimators of area means. For risk evaluation of the EUB estimator, we derive a second‐order unbiased estimator of a conditional mean squared error by using some techniques of numerical calculation. Through simulation studies and real data applications, we evaluate a performance of the EUB estimator and compare it with the usual empirical Bayes estimator. 相似文献
115.
Nesrin Alkan 《统计学通讯:模拟与计算》2017,46(4):3201-3212
The Markov chain Monte Carlo (MCMC) method generates samples from the posterior distribution and uses these samples to approximate expectations of quantities of interest. For the process, researchers have to decide whether the Markov chain has reached the desired posterior distribution. Using convergence diagnostic tests are very important to decide whether the Markov chain has reached the target distribution. Our interest in this study was to compare the performances of convergence diagnostic tests for all parameters of Bayesian Cox regression model with different number of iterations by using a simulation and a real lung cancer dataset. 相似文献
116.
?iray et al. proposed a restricted Liu estimator to overcome multicollinearity in the logistic regression model. They also used a Monte Carlo simulation to study the properties of the restricted Liu estimator. However, they did not present the theoretical result about the mean squared error properties of the restricted estimator compared to MLE, restricted maximum likelihood estimator (RMLE) and Liu estimator. In this article, we compare the restricted Liu estimator with MLE, RMLE and Liu estimator in the mean squared error sense and we also present a method to choose a biasing parameter. Finally, a real data example and a Monte Carlo simulation are conducted to illustrate the benefits of the restricted Liu estimator. 相似文献
117.
Ehab F. Abd-Elfattah 《统计学通讯:模拟与计算》2017,46(6):4274-4280
Many nonparametric tests in one sample problem, matched pairs, and competingrisks under censoring have the same underlying permutation distribution. This article proposes a saddlepoint approximation to the exact p-values of these tests instead of the asymptotic approximations. The performance of the saddlepoint approximation is assessed by using simulation studies that show the superiority of the saddlepoint methods over the asymptotic approximations in several settings. The use of the saddlepoint to approximate the p-values of class of two sample tests under complete randomized design is also discussed. 相似文献
118.
Kung-Jong Lui 《统计学通讯:模拟与计算》2017,46(7):5229-5239
We consider hypothesis testing and estimation of carry-over effects in continuous data under an incomplete block crossover design when comparing two experimental treatments with a placebo. We develop procedures for testing differential carry-over effects based on the weighted-least-squares (WLS) method. We apply Monte Carlo simulations to evaluate the performance of these test procedures in a variety of situations. We use the data regarding the forced expiratory volume in one second (FEV1) readings taken from a double-blind crossover trial comparing two different doses of formoterol with a placebo to illustrate the use of test procedures proposed here. 相似文献
119.
Abouzar Bazyari 《统计学通讯:模拟与计算》2017,46(9):7194-7209
Testing homogeneity of multivariate normal mean vectors under an order restriction when the covariance matrices are unknown, arbitrary positive definite and unequal are considered. This problem of testing has been studied to some extent, for example, by Kulatunga and Sasabuchi (1984) when the covariance matrices are known and also Sasabuchi et al. (2003) and Sasabuchi (2007) when the covariance matrices are unknown but common. In this paper, a test statistic is proposed and because of the main advantage of the bootstrap test is that it avoids the derivation of the complex null distribution analytically, a bootstrap test statistic is derived and since the proposed test statistic is location invariance the bootstrap p-value defined logical and some steps are presented to estimate it. Our numerical studies via Monte Carlo simulation show that the proposed bootstrap test can correctly control the type I error rates. The power of the test for some of the p-dimensional normal distributions is computed by Monte Carlo simulation. Also, the null distribution of test statistic is estimated using kernel density. Finally, the bootstrap test is illustrated using a real data. 相似文献
120.
Yu-Ye Zou 《统计学通讯:理论与方法》2017,46(2):1007-1023
In this article, we study global L2 error of non linear wavelet estimator of density in the Besov space Bspq for missing data model when covariables are present and prove that the estimator can achieve the optimal rate of convergence, which is similar to the result studied by Donoho et al. (1996) in complete independent data case with term-by-term thresholding of the empirical wavelet coefficients. Finite-sample behavior of the proposed estimator is explored via simulations. 相似文献