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81.
赵德钧 《绍兴文理学院学报》1999,(6)
本文研究Gauss-Weierstrass算子的一类线性组合加Jacobi权的一致逼近问题,给出了逼近的正、逆定理和逼近阶的特征刻划。 相似文献
82.
Hanfeng Chen Jiahua Chen & John D. Kalbfleisch 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2001,63(1):19-29
Testing for homogeneity in finite mixture models has been investigated by many researchers. The asymptotic null distribution of the likelihood ratio test (LRT) is very complex and difficult to use in practice. We propose a modified LRT for homogeneity in finite mixture models with a general parametric kernel distribution family. The modified LRT has a χ-type of null limiting distribution and is asymptotically most powerful under local alternatives. Simulations show that it performs better than competing tests. They also reveal that the limiting distribution with some adjustment can satisfactorily approximate the quantiles of the test statistic, even for moderate sample sizes. 相似文献
83.
《The American statistician》2013,67(3):256-261
Frequency tables are often constructed on intervals of irregular width. When plotted as bar charts, the underlying true density information may be quite distorted. The majority of introductory statistics texts recommend tabulating data into intervals of equal width, but seldom caution the consequences of failing to do so. An occasional introductory text correctly emphasizes that area rather than frequency should be plotted. Nevertheless, the correctly scaled density figure is often visually less informative than one might expect, with wide bins at constant height. In many cases, the right most bin interval has no well-defined end point, making its depiction some what arbitrary. In this note, we introduce a regular histogram approximation that matches the frequencies and also minimizes a roughness criterion for visual and exploratory appeal. The resulting estimate can reveal the density structure much more clearly. We also formulate an alternative criterion that explicitly takes account of the uncertainty in the bin frequencies. 相似文献
84.
85.
Bootstrap techniques have been used to construct confidence bands in nonparametric regression problems (Härdle & Bowman, 1988). Yet the required simulation is generally computationally intensive and therefore makes it difficult to conduct further investigations. In this paper, two saddlepoint methods are considered as alternatives to the naive simulation procedure. Some improvements to Härdle & Bowman's bootstrap method are suggested. The improvements are numerically verified using these efficient and accurate analytic methods. 相似文献
86.
使用高斯近似和最优化理论的方法,对基于LDPC码度分布的混合自动重发请求(HARQ)方案的性能进行了研究。研究表明,根据LDPC编码的度分布和初始信道条件,能够确定一个编码码字中各个度数的比特所对应的最优的重发比例,如果按照该比例进行重发,重发功率的效率能够最大化。计算结果显示基于LDPC码度分布的混合自动重发请求方案具有最优的重发比例,是一种最优化方案。 相似文献
87.
用逐次逼近法求解北半球斜上抛体问题 总被引:1,自引:1,他引:0
运用逐次逼近理论,给出了在北半球斜上抛体的三次近似解. 相似文献
88.
倪仁兴 《绍兴文理学院学报》1994,(5)
设X是一实巴拿赫空间,(Ω,μ)是[O,1]上的勒贝格测度空间,φ是定义在[0,+∞)上具φ(O)=0的严格增加的连续凸函数。L_φ(μ,X)={可测函数f:Ω→X;存在c>0使得∫f(t)||)dμ(t)<+∞}。本文的主要结果之一为:若Y是X的闭子空间,则L_φ(μ,Y)是L_φ(μ,X)的存在性集充要条件为L'(μ,Y)是L'(μ,X)的存在性集;同时也给出了有关L_φ(μ,X)子空间存在性集的其他结果。 相似文献
89.
Julian D. Taylor Arnas P. Verbyla 《Australian & New Zealand Journal of Statistics》2006,48(4):465-476
Elimination of a nuisance variable is often non‐trivial and may involve the evaluation of an intractable integral. One approach to evaluate these integrals is to use the Laplace approximation. This paper concentrates on a new approximation, called the partial Laplace approximation, that is useful when the integrand can be partitioned into two multiplicative disjoint functions. The technique is applied to the linear mixed model and shows that the approximate likelihood obtained can be partitioned to provide a conditional likelihood for the location parameters and a marginal likelihood for the scale parameters equivalent to restricted maximum likelihood (REML). Similarly, the partial Laplace approximation is applied to the t‐distribution to obtain an approximate REML for the scale parameter. A simulation study reveals that, in comparison to maximum likelihood, the scale parameter estimates of the t‐distribution obtained from the approximate REML show reduced bias. 相似文献
90.
A data-driven approach for modeling volatility dynamics and co-movements in financial markets
is introduced. Special emphasis is given to multivariate conditionally heteroscedastic factor models in
which the volatilities of the latent factors depend on their past values, and the parameters are driven
by regime switching in a latent state variable. We propose an innovative indirect estimation method
based on the generalized EM algorithm principle combined with a structured variational approach that
can handle models with large cross-sectional dimensions. Extensive Monte Carlo simulations and preliminary
experiments with financial data show promising results. 相似文献