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11.
Diagnostics for dependence within time series extremes 总被引:1,自引:0,他引:1
Anthony W. Ledford Jonathan A. Tawn 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(2):521-543
Summary. The analysis of extreme values within a stationary time series entails various assumptions concerning its long- and short-range dependence. We present a range of new diagnostic tools for assessing whether these assumptions are appropriate and for identifying structure within extreme events. These tools are based on tail characteristics of joint survivor functions but can be implemented by using existing estimation methods for extremes of univariate independent and identically distributed variables. Our diagnostic aids are illustrated through theoretical examples, simulation studies and by application to rainfall and exchange rate data. On the basis of these diagnostics we can explain characteristics that are found in the observed extreme events of these series and also gain insight into the properties of events that are more extreme than those observed. 相似文献
12.
Impacts of complex emergencies or relief interventions have often been evaluated by absolute mortality compared to international standardized mortality rates. A better evaluation would be to compare with local baseline mortality of the affected populations. A projection of population-based survival data into time of emergency or intervention based on information from before the emergency may create a local baseline reference. We find a log-transformed Gaussian time series model where standard errors of the estimated rates are included in the variance to have the best forecasting capacity. However, if time-at-risk during the forecasted period is known then forecasting might be done using a Poisson time series model with overdispersion. Whatever, the standard error of the estimated rates must be included in the variance of the model either in an additive form in a Gaussian model or in a multiplicative form by overdispersion in a Poisson model. Data on which the forecasting is based must be modelled carefully concerning not only calendar-time trends but also periods with excessive frequency of events (epidemics) and seasonal variations to eliminate residual autocorrelation and to make a proper reference for comparison, reflecting changes over time during the emergency. Hence, when modelled properly it is possible to predict a reference to an emergency-affected population based on local conditions. We predicted childhood mortality during the war in Guinea-Bissau 1998-1999. We found an increased mortality in the first half-year of the war and a mortality corresponding to the expected one in the last half-year of the war. 相似文献
13.
蔡小贞 《天津市财贸管理干部学院学报》2006,8(1):24-28
2001-2003年信贷扩张仍是股份制银行规模增长模式,五大特征暗含失控危机。从其主观特有的扩张、逐利、粉饰等动机及客观环境两个角度挖掘原因。鉴于其将对微观银行主体及宏观经济带来的恶果,对国有商业银行改制敲一记警钟。 相似文献
14.
15.
Discrete time modelling of disease incidence time series by using Markov chain Monte Carlo methods 总被引:1,自引:0,他引:1
Alexander Morton Bärbel F. Finkenstädt 《Journal of the Royal Statistical Society. Series C, Applied statistics》2005,54(3):575-594
Summary. A stochastic discrete time version of the susceptible–infected–recovered model for infectious diseases is developed. Disease is transmitted within and between communities when infected and susceptible individuals interact. Markov chain Monte Carlo methods are used to make inference about these unobserved populations and the unknown parameters of interest. The algorithm is designed specifically for modelling time series of reported measles cases although it can be adapted for other infectious diseases with permanent immunity. The application to observed measles incidence series motivates extensions to incorporate age structure as well as spatial epidemic coupling between communities. 相似文献
16.
Detection and correction of artificial shifts in climate series 总被引:6,自引:0,他引:6
Henri Caussinus Olivier Mestre 《Journal of the Royal Statistical Society. Series C, Applied statistics》2004,53(3):405-425
Summary. Many long instrumental climate records are available and might provide useful information in climate research. These series are usually affected by artificial shifts, due to changes in the conditions of measurement and various kinds of spurious data. A comparison with surrounding weather-stations by means of a suitable two-factor model allows us to check the reliability of the series. An adapted penalized log-likelihood procedure is used to detect an unknown number of breaks and outliers. An example concerning temperature series from France confirms that a systematic comparison of the series together is valuable and allows us to correct the data even when no reliable series can be taken as a reference. 相似文献
17.
通过对RLC串并联电路的分析 ,推导出串并联电路等效互换后计算电路参数的统一表达式 ,并对两个元件的串并联电路等效互换进行了讨论。 相似文献
18.
Feng Xinhai 《佛山科学技术学院学报(社会科学版)》1993,(2)
介绍了在工程界已广泛应用的信号分析诊断及尚停留在实验室探索的裂纹分析诊断,模糊分析诊断的工作原理和应用实例。 相似文献
19.
介绍了串联冰蓄冷系统设计中泵能耗的3种节能方法:串联泵,变频泵和制冷机旁通,通过对某工程实例的模拟计算,对比分析了这3种方式的节能效果,提出了有效的节能方式。 相似文献
20.
扩张主义文化与文化扩张 总被引:2,自引:0,他引:2
沈本秋 《湛江师范学院学报》2002,23(1):100-103
美国的扩张主义是一个永恒的话题。建立之初开始的近一个世纪的领土扩张,19世纪下半叶开始的向美洲大陆和海外的经济扩张以及20世纪在全球的化扩张,无不体现了美国是一个不断向外扩张的国家,当然这一切都与其经济政治及安全的现实利益有关。本主要从历史、宗教和哲学这几个角度去分析扩张主义的化渊源,并对美国日渐重视的化扩张进行探讨。作认为在国际格局多极化和化多元化的环境下,化霸权主义是不得人心的,只有化间的平等交流才有利于各国共同发展。 相似文献