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81.
本文证明了下面方程的广义解u∈(a,G)∩L∞(G)在G的Holder连续性。关于A和B,要求满足如下的结构不等式。 相似文献
82.
本文首先利用前人的重要结论巧妙地给出了一类发展方程Hamilton正则形式规范化的实现步骤;其次,对特殊三阶Hamilton算子确定的发展方程化为正则形式做了进一步的推广;最后,通过3个算例验证了本文方法的可行性。 相似文献
83.
George Tzavelas 《Australian & New Zealand Journal of Statistics》1999,41(4):431-438
This paper characterizes the family of Normal distributions within the class of exponential families of distributions, via the structure of the bias of the maximum likelihood estimator Θ n of the canonical parameter Θ . More specifically, when E θ ( Θ n ) – Θ = (1/ n ) Q ( Θ ) + o (1/ n ), the equality Q ( Θ ) = 0 proves to be a property of the Normal distribution only. The same conclusion is obtained for the one-dimensional case bt assuming that Q ( Θ ) is a polynomial of Θ . 相似文献
84.
ROBERT L. PAIGE A. ALEXANDRE TRINDADE P. HARSHINI FERNANDO 《Scandinavian Journal of Statistics》2009,36(1):98-111
Abstract. We propose an easy to implement method for making small sample parametric inference about the root of an estimating equation expressible as a quadratic form in normal random variables. It is based on saddlepoint approximations to the distribution of the estimating equation whose unique root is a parameter's maximum likelihood estimator (MLE), while substituting conditional MLEs for the remaining (nuisance) parameters. Monotoncity of the estimating equation in its parameter argument enables us to relate these approximations to those for the estimator of interest. The proposed method is equivalent to a parametric bootstrap percentile approach where Monte Carlo simulation is replaced by saddlepoint approximation. It finds applications in many areas of statistics including, nonlinear regression, time series analysis, inference on ratios of regression parameters in linear models and calibration. We demonstrate the method in the context of some classical examples from nonlinear regression models and ratios of regression parameter problems. Simulation results for these show that the proposed method, apart from being generally easier to implement, yields confidence intervals with lengths and coverage probabilities that compare favourably with those obtained from several competing methods proposed in the literature over the past half-century. 相似文献
85.
In this paper we consider the problem of estimating a coefficient of a strongly elliptic partial differential operator in stochastic parabolic equations. The coefficient is a bounded function of time. We compute the maximum likelihood estimate of the function on an approximating space (sieve) using a finite number of the spatial Fourier coefficients of the solution and establish conditions that guarantee consistency and asymptotic normality of the resulting estimate as the number of the coefficients increases. The equation is assumed diagonalizable in the sense that all the operators have a common system of eigenfunctions. 相似文献
86.
Matrix-analytic Models and their Analysis 总被引:2,自引:0,他引:2
Søren Asmussen 《Scandinavian Journal of Statistics》2000,27(2):193-226
We survey phase-type distributions and Markovian point processes, aspects of how to use such models in applied probability calculations and how to fit them to observed data. A phase-type distribution is defined as the time to absorption in a finite continuous time Markov process with one absorbing state. This class of distributions is dense and contains many standard examples like all combinations of exponential in series/parallel. A Markovian point process is governed by a finite continuous time Markov process (typically ergodic), such that points are generated at a Poisson intensity depending on the underlying state and at transitions; a main special case is a Markov-modulated Poisson process. In both cases, the analytic formulas typically contain matrix-exponentials, and the matrix formalism carried over when the models are used in applied probability calculations as in problems in renewal theory, random walks and queueing. The statistical analysis is typically based upon the EM algorithm, viewing the whole sample path of the background Markov process as the latent variable. 相似文献
87.
Andreas I. Sashegyi K. Stephen Brown Patrick J. Farrell 《Revue canadienne de statistique》2000,28(1):45-63
Some studies generate data that can be grouped into clusters in more than one way. Consider for instance a smoking prevention study in which responses on smoking status are collected over several years in a cohort of students from a number of different schools. This yields longitudinal data, also cross‐sectionaliy clustered in schools. The authors present a model for analyzing binary data of this type, combining generalized estimating equations and estimation of random effects to address the longitudinal and cross‐sectional dependence, respectively. The estimation procedure for this model is discussed, as are the results of a simulation study used to investigate the properties of its estimates. An illustration using data from a smoking prevention trial is given. 相似文献
88.
The quasilikelihood estimator is widely used in data analysis where a likelihood is not available. We illustrate that with a given variance function it is not only conservative, in minimizing a maximum risk, but also robust against a possible misspecification of either the likelihood or cumulants of the model. In examples it is compared with estimators based on maximum likelihood and quadratic estimating functions. 相似文献
89.
《Journal of Statistical Computation and Simulation》2012,82(6):559-565
Weighted symmetric estimation is employed to develop a new test for cointegration. Using Monte Carlo simulation, the resulting test is shown to possess greater power than alternative existing tests. 相似文献
90.
蒋建初 《湖南人文科技学院学报》2001,964(2):70-71
考虑二阶拟线性微分方程 :( |y′|α -1y′)′+q(t) |y|α -1y=0 ,获得了在 q(t)振动的条件下该方程非振动的一些充分 (必要 )条件 ,改进和推广了已有文献的结果 相似文献