全文获取类型
收费全文 | 3055篇 |
免费 | 59篇 |
国内免费 | 12篇 |
专业分类
管理学 | 123篇 |
民族学 | 5篇 |
人口学 | 132篇 |
丛书文集 | 48篇 |
理论方法论 | 29篇 |
综合类 | 594篇 |
社会学 | 35篇 |
统计学 | 2160篇 |
出版年
2024年 | 1篇 |
2023年 | 10篇 |
2022年 | 13篇 |
2021年 | 21篇 |
2020年 | 41篇 |
2019年 | 55篇 |
2018年 | 96篇 |
2017年 | 140篇 |
2016年 | 70篇 |
2015年 | 68篇 |
2014年 | 94篇 |
2013年 | 979篇 |
2012年 | 271篇 |
2011年 | 114篇 |
2010年 | 93篇 |
2009年 | 102篇 |
2008年 | 120篇 |
2007年 | 108篇 |
2006年 | 87篇 |
2005年 | 81篇 |
2004年 | 75篇 |
2003年 | 70篇 |
2002年 | 54篇 |
2001年 | 61篇 |
2000年 | 50篇 |
1999年 | 29篇 |
1998年 | 38篇 |
1997年 | 25篇 |
1996年 | 16篇 |
1995年 | 18篇 |
1994年 | 20篇 |
1993年 | 8篇 |
1992年 | 10篇 |
1991年 | 10篇 |
1990年 | 12篇 |
1989年 | 10篇 |
1988年 | 8篇 |
1987年 | 2篇 |
1986年 | 1篇 |
1985年 | 4篇 |
1984年 | 7篇 |
1983年 | 8篇 |
1982年 | 7篇 |
1981年 | 3篇 |
1980年 | 4篇 |
1979年 | 3篇 |
1978年 | 4篇 |
1977年 | 2篇 |
1976年 | 1篇 |
1975年 | 2篇 |
排序方式: 共有3126条查询结果,搜索用时 15 毫秒
71.
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
72.
It is well known that the testing of zero variance components is a non-standard problem since the null hypothesis is on the boundary of the parameter space. The usual asymptotic chi-square distribution of the likelihood ratio and score statistics under the null does not necessarily hold because of this null hypothesis. To circumvent this difficulty in balanced linear growth curve models, we introduce an appropriate test statistic and suggest a permutation procedure to approximate its finite-sample distribution. The proposed test alleviates the necessity of any distributional assumptions for the random effects and errors and can easily be applied for testing multiple variance components. Our simulation studies show that the proposed test has Type I error rate close to the nominal level. The power of the proposed test is also compared with the likelihood ratio test in the simulations. An application on data from an orthodontic study is presented and discussed. 相似文献
73.
Yan Zhou 《统计学通讯:理论与方法》2017,46(6):2801-2815
The change-point detection problem is determining whether a change has taken place. Two non parametric methods based on empirical likelihood and the likelihood ratio are proposed for detecting a change-point problem in distributions for independent observations. Numerical studies are carried out to evaluate the performance of the proposed methods. The simulation results demonstrate that the proposed methods are robust, that is, they perform well regardless of whether the observations are from the same distribution family. 相似文献
74.
We revisit the problem of testing homoscedasticity (or, equality of variances) of several normal populations which has applications in many statistical analyses, including design of experiments. The standard text books and widely used statistical packages propose a few popular tests including Bartlett's test, Levene's test and a few adjustments of the latter. Apparently, the popularity of these tests have been based on limited simulation study carried out a few decades ago. The traditional tests, including the classical likelihood ratio test (LRT), are asymptotic in nature, and hence do not perform well for small sample sizes. In this paper we propose a simple parametric bootstrap (PB) modification of the LRT, and compare it against the other popular tests as well as their PB versions in terms of size and power. Our comprehensive simulation study bursts some popularly held myths about the commonly used tests and sheds some new light on this important problem. Though most popular statistical software/packages suggest using Bartlette's test, Levene's test, or modified Levene's test among a few others, our extensive simulation study, carried out under both the normal model as well as several non-normal models clearly shows that a PB version of the modified Levene's test (which does not use the F-distribution cut-off point as its critical value), and Loh's exact test are the “best” performers in terms of overall size as well as power. 相似文献
75.
Michael Haber 《统计学通讯:模拟与计算》2013,42(4):999-1013
In 1935, R.A. Fisher published his well-known “exact” test for 2x2 contingency tables. This test is based on the conditional distribution of a cell entry when the rows and columns marginal totals are held fixed. Tocher (1950) and Lehmann (1959) showed that Fisher s test, when supplemented by randomization, is uniformly most powerful among all the unbiased tests UMPU). However, since all the practical tests for 2x2 tables are nonrandomized - and therefore biased the UMPU test is not necessarily more powerful than other tests of the same or lower size. Inthis work, the two-sided Fisher exact test and the UMPU test are compared with six nonrandomized unconditional exact tests with respect to their power. In both the two-binomial and double dichotomy models, the UMPU test is often less powerful than some of the unconditional tests of the same (or even lower) size. Thus, the assertion that the Tocher-Lehmann modification of Fisher's conditional test is the optimal test for 2x2 tables is unjustified. 相似文献
76.
肇始于希腊的欧洲债务危机到目前为止都没有停息的迹象,甚至还呈蔓延之势。欧洲债务危机爆发的直接原因是在金融危机的背景下,政府支出规模持续扩大,导致财政赤字居高不下,最终使得国债规模超过政府的偿还能力,出现明显的违约可能性。同时,国际竞争力不足,导致出口受阻,使得资金问题更加严重。从更深层次看,产业结构不合理,经济发展速度缓慢,过低的投资率和储蓄率及过高的储蓄投资转化率,都是导致欧债危机的重要原因。 相似文献
77.
This paper establishes a nonparametric estimator for the treatment effect on censored bivariate data under unvariate censoring. This proposed estimator is based on the one from Lin and Ying(1993)'s nonparametric bivariate survival function estimator, which is itself a generalized version of Park and Park(1995)' quantile estimator. A Bahadur type representation of quantile functions were obtained from the marginal survival distribution estimator of Lin and Ying' model. The asymptotic property of this estimator is shown below and the simulation studies are also given 相似文献
78.
Dilip B Madan 《统计学通讯:理论与方法》2013,42(6):1301-1314
A strategy using spline function interpolation is developed f o r estimating capital utilisation rates . Cobb-Douglas, CES and translog functional forms are used in estimation. Tests for functional forms are conducted leading t o t h e s e l e c t i o n of the Cobb-Douglas form. Quarterly series of estimated utilisation rates and excess capacity measures are presented. 相似文献
79.
Heejoon Kang 《商业与经济统计学杂志》2013,31(4):344-349
Nonstationary time series are frequently detrended in empirical investigations by regressing the series on time or a function of time. The effects of the detrending on the tests for causal relationships in the sense of Granger are investigated using quarterly U.S. data. The causal relationships between nominal or real GNP and M1, inferred from the Granger–Sims tests, are shown to depend very much on, among other factors, whether or not series are detrended. Detrending tends to remove or weaken causal relationships, and conversely, failure to detrend tends to introduce or enhance causal relationships. The study suggests that we need a more robust test or a better definition of causality. 相似文献
80.
《统计学通讯:模拟与计算》2013,42(4):619-640
ABSTRACT Area statistics are sample versions of areas occurring in a probability plot of two distribution functions F and G. This paper presents a unified basis for five statistics of this type. They can be used for various testing problems in the framework of the two sample problem for independent observations, such as testing equality of distributions against inequality or testing stochastic dominance of distributions in one or either direction against nondominance. Though three of the statistics considered have already been suggested in literature, two of them are new and deserve our interest. The finite sample distributions of the statistics (under F=G) can be calculated via recursion formulae. Two tables with critical values of the new statistics are included. The asymptotic distribution of the properly normalized versions of the area statistics are functionals of the Brownian bridge. The distribution functions and quantiles thereof are obtained by Monte Carlo simulation. Finally, the power functions of the two new tests based on area statistics are compared to the power functions of the tests based on the corresponding supremum statistics, i.e., statistics of the Kolmogorov–Smirnov type. 相似文献