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11.
This paper considers the problem of testing for nonzero values of the equicorrelation coefficient of a standard symmetric multivariate normal distribution. Recently, SenGupta (1987) proposed a locally best test. We construct a beta-optimal test and present selected one and five percent critical values. An empirical power comparison of SenGupta's test with two versions of the beta-optimal test and the power envelope shows the relative strengths of the three tests. It also allows us to assess and confirm Efron's (1975) rule of when to question the use of a locally best test, at least for this testing problem. On the basis of these results, we argue that the two beta-optimal tests can be considered as approximately uniformly most powerful tests, at least at the five percent significance level. 相似文献
12.
ZHAO Yan 《渝西学院学报(社会科学版)》2008,27(2):41-44
伍惠明(Fae Myenne Ng)是继汤亭亭、谭恩美之后的又一位优秀华裔作家。其作品《骨》自问世以来,被多数美国评论家和读者认为仅是一部个人自传,而鲜有人会注意深藏于这个文学文本内的全新的华人移民的文化认同观。 相似文献
13.
SenGupta (1987) proposed a locally most powerful test which is globally (one sided) unbiased, and an estimator of p, the equicorrelation coefficient of a standard symmetric multivariate normal (SSMN) distribution. Here we use the idea in Williams (1984) to illustrate the construction and use of ancillary statistics to make inference about p. The test and confidence intervals based on this construction are conditionally optimal. 相似文献
14.
Sibel Balci 《Journal of applied statistics》2015,42(11):2293-2306
In one-way ANOVA, most of the pairwise multiple comparison procedures depend on normality assumption of errors. In practice, errors have non-normal distributions so frequently. Therefore, it is very important to develop robust estimators of location and the associated variance under non-normality. In this paper, we consider the estimation of one-way ANOVA model parameters to make pairwise multiple comparisons under short-tailed symmetric (STS) distribution. The classical least squares method is neither efficient nor robust and maximum likelihood estimation technique is problematic in this situation. Modified maximum likelihood (MML) estimation technique gives the opportunity to estimate model parameters in closed forms under non-normal distributions. Hence, the use of MML estimators in the test statistic is proposed for pairwise multiple comparisons under STS distribution. The efficiency and power comparisons of the test statistic based on sample mean, trimmed mean, wave and MML estimators are given and the robustness of the test obtained using these estimators under plausible alternatives and inlier model are examined. It is demonstrated that the test statistic based on MML estimators is efficient and robust and the corresponding test is more powerful and having smallest Type I error. 相似文献
15.
16.
《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
17.
Shigeru Iwata 《Econometric Reviews》2001,20(3):319-335
Since Durbin (1954) and Sargan (1958), instrumental variable (IV) method has long been one of the most popular procedures among economists and other social scientists to handle linear models with errors-in-variables. A direct application of this method to nonlinear errors-in-variables models, however, fails to yield consistent estimators.
This article restricts attention to Tobit and Probit models and shows that simple recentering and rescaling of the observed dependent variable may restore consistency of the standard IV estimator if the true dependent variable and the IV's are jointly normally distributed. Although the required condition seems rarely to be satisfied by real data, our Monte Carlo experiment suggests that the proposed estimator may be quite robust to the possible deviation from normality. 相似文献
This article restricts attention to Tobit and Probit models and shows that simple recentering and rescaling of the observed dependent variable may restore consistency of the standard IV estimator if the true dependent variable and the IV's are jointly normally distributed. Although the required condition seems rarely to be satisfied by real data, our Monte Carlo experiment suggests that the proposed estimator may be quite robust to the possible deviation from normality. 相似文献
18.
Tomasz Rychlik 《Revue canadienne de statistique》1999,27(3):607-622
For the problems of nonparametric estimation of nonincreasing and symmetric unimodal density functions with bounded supports we determine the projections of estimates onto the convex families of possible parent densities with respect to the weighted integrated squared error. We also describe the method of approximating the analogous projections onto the respective density classes satisfying some general moment conditions. The method of projections reduces the estimation errors for all possible values of observations of a given finite sample size in a uniformly optimal way and provides estimates sharing the properties of the parent densities. 相似文献
19.
信息力学与对称化管理 总被引:8,自引:1,他引:7
李德昌 《西安交通大学学报(社会科学版)》2004,24(2):13-19
在信息人的假设基础上,认为管理学是信息动力学,人在社会中的运动,是人的信息位在信息场空间中的变动。由于对称性支配的相互作用,所以在信息场空间的信息相互作用中存在着各种层次上的对称性机制,因而管理在本质上是对称化管理。 相似文献
20.
关于“言意之辩”,自先秦时期就已经分为两种观点:“言尽意”与“言不尽意”。庄子主张“言不尽意”。认为“言”只是会“意”的工具;他通过“得意忘言”的方式解决了“言”与“意”之间存在的矛盾。庄子的“言不尽意”论对中国传统美学影响颇为深远,开启了传统美学对意境美的审美追求。 相似文献