全文获取类型
收费全文 | 4620篇 |
免费 | 137篇 |
国内免费 | 17篇 |
专业分类
管理学 | 259篇 |
民族学 | 2篇 |
人口学 | 59篇 |
丛书文集 | 51篇 |
理论方法论 | 82篇 |
综合类 | 413篇 |
社会学 | 153篇 |
统计学 | 3755篇 |
出版年
2024年 | 2篇 |
2023年 | 35篇 |
2022年 | 35篇 |
2021年 | 35篇 |
2020年 | 104篇 |
2019年 | 184篇 |
2018年 | 204篇 |
2017年 | 311篇 |
2016年 | 157篇 |
2015年 | 96篇 |
2014年 | 132篇 |
2013年 | 1329篇 |
2012年 | 412篇 |
2011年 | 129篇 |
2010年 | 143篇 |
2009年 | 154篇 |
2008年 | 146篇 |
2007年 | 110篇 |
2006年 | 112篇 |
2005年 | 113篇 |
2004年 | 96篇 |
2003年 | 76篇 |
2002年 | 79篇 |
2001年 | 79篇 |
2000年 | 66篇 |
1999年 | 68篇 |
1998年 | 63篇 |
1997年 | 46篇 |
1996年 | 26篇 |
1995年 | 22篇 |
1994年 | 28篇 |
1993年 | 19篇 |
1992年 | 23篇 |
1991年 | 9篇 |
1990年 | 18篇 |
1989年 | 10篇 |
1988年 | 20篇 |
1987年 | 10篇 |
1986年 | 6篇 |
1985年 | 5篇 |
1984年 | 12篇 |
1983年 | 15篇 |
1982年 | 7篇 |
1981年 | 7篇 |
1980年 | 3篇 |
1979年 | 8篇 |
1978年 | 5篇 |
1977年 | 2篇 |
1975年 | 2篇 |
1973年 | 1篇 |
排序方式: 共有4774条查询结果,搜索用时 890 毫秒
411.
The problem of estimating the mode of a conditional probability density function is considered. It is shown that under some regularity conditions the estimate of the conditional mode obtained by maximizing a kernel estimate of the conditional probability density function is strongly consistent and asymptotically normally distributed. 相似文献
412.
In this paper, we are interested in the weighted distributions of a bivariate three parameter logarithmic series distribution studied by Kocherlakota and Kocherlakota (1990). The weighted versions of the model are derived with weight W(x,y) = x[r] y[s]. Explicit expressions for the probability mass function and probability generating functions are derived in the case r = s = l. The marginal and conditional distributions are derived in the general case. The maximum likelihood estimation of the parameters, in both two parameter and three parameter cases, is studied. A procedure for computer generation of bivariate data from a discrete distribution is described. This enables us to present two examples, in order to illustrate the methods developed, for finding the maximum likelihood estimates. 相似文献
413.
One of the major aims of one-dimensional extreme-value theory is to estimate quantiles outside the sample or at the boundary of the sample. The underlying idea of any method to do this is to estimate a quantile well inside the sample but near the boundary and then to shift it somehow to the right place. The choice of this “anchor quantile” plays a major role in the accuracy of the method. We present a bootstrap method to achieve the optimal choice of sample fraction in the estimation of either high quantile or endpoint estimation which extends earlier results by Hall and Weissman (1997) in the case of high quantile estimation. We give detailed results for the estimators used by Dekkers et al. (1989). An alternative way of attacking problems like this one is given in a paper by Drees and Kaufmann (1998). 相似文献
414.
M. S. Ahmed 《统计学通讯:理论与方法》2013,42(9):2247-2254
A wider class of chain based estimators for the ratio of two means of a finite population has been proposed by using two auxiliary variables. Singh et al.(1994) is a particular case of this class. 相似文献
415.
E. Shirazi H. Doosti H.A. Niroumand N. Hosseinioun 《Journal of statistical planning and inference》2013
Here we consider wavelet-based identification and estimation of a censored nonparametric regression model via block thresholding methods and investigate their asymptotic convergence rates. We show that these estimators, based on block thresholding of empirical wavelet coefficients, achieve optimal convergence rates over a large range of Besov function classes, and in particular enjoy those rates without the extraneous logarithmic penalties that are usually suffered by term-by-term thresholding methods. This work is extension of results in Li et al. (2008). The performance of proposed estimator is investigated by a numerical study. 相似文献
416.
A natural conjugate prior for the nonhomogeneous poisson process with an exponential intensity function 总被引:1,自引:0,他引:1
This article presents a natural conjugate prior for the nonhomogeneous Poisson process (NHPP) with an exponential intensity function, for modeling the failure rate of repairable systems. The behavior of the conjugate prior distribution with respect to its parameters is studied, and the use of this prior in Bayesian estimation is compared to two other estimation approaches (the use of independent prior distributions, and the bivariate normal distribution). The use of the conjugate prior proposed here facilitates Bayesian statistical analysis of aging. In particular, the proposed prior allows us to explicitly account for dependence between the initial failure rate and the aging rate. This is a significant improvement over the assumptions made in most prior work (either the assumption that the aging rate is known, or the assumption that the initial failure rate and the aging rate are independent). Monte Carlo simulation shows that Bayesian estimation using the proposed prior generally performs at least as well as Bayesian estimation using independent priors for the initial failure rate and the aging rate,except in the case where the prior distribution underestimates both the initial failure rate and the aging rate. 相似文献
417.
R. J. Boys D. A. Henderson & D. J. Wilkinson 《Journal of the Royal Statistical Society. Series C, Applied statistics》2000,49(2):269-285
In recent years there has been a rapid growth in the amount of DNA being sequenced and in its availability through genetic databases. Statistical techniques which identify structure within these sequences can be of considerable assistance to molecular biologists particularly when they incorporate the discrete nature of changes caused by evolutionary processes. This paper focuses on the detection of homogeneous segments within heterogeneous DNA sequences. In particular, we study an intron from the chimpanzee α-fetoprotein gene; this protein plays an important role in the embryonic development of mammals. We present a Bayesian solution to this segmentation problem using a hidden Markov model implemented by Markov chain Monte Carlo methods. We consider the important practical problem of specifying informative prior knowledge about sequences of this type. Two Gibbs sampling algorithms are contrasted and the sensitivity of the analysis to the prior specification is investigated. Model selection and possible ways to overcome the label switching problem are also addressed. Our analysis of intron 7 identifies three distinct homogeneous segment types, two of which occur in more than one region, and one of which is reversible. 相似文献
418.
Edward Susko Michael J. Bronskill Simon J. Graham Robert J. Tibshirani 《Revue canadienne de statistique》2001,29(3):379-394
Magnetic resonance imaging techniques can be used to measure some biophysical properties of tissue. In this context, the T2 relaxation time is an important parameter for soft‐tissue contrast. The authors develop a new technique to estimate the integral of the distribution of T2 relaxation time without imposing any constraint other than the monotonicity of the underlying cumulative relaxation time distribution. They explore the properties of the estimation and its applications for the analysis of breast tissue data. As they show, an extension of linear discriminant analysis is found to distinguish well between two classes of breast tissue. 相似文献
419.
Zongwu Cai Qiwei Yao & Wenyang Zhang 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2001,63(2):357-375
We deal with smoothed estimators for conditional probability functions of discrete-valued time series { Yt } under two different settings. When the conditional distribution of Yt given its lagged values falls in a parametric family and depends on exogenous random variables, a smoothed maximum (partial) likelihood estimator for the unknown parameter is proposed. While there is no prior information on the distribution, various nonparametric estimation methods have been compared and the adjusted Nadaraya–Watson estimator stands out as it shares the advantages of both Nadaraya–Watson and local linear regression estimators. The asymptotic normality of the estimators proposed has been established in the manner of sparse asymptotics, which shows that the smoothed methods proposed outperform their conventional, unsmoothed, parametric counterparts under very mild conditions. Simulation results lend further support to this assertion. Finally, the new method is illustrated via a real data set concerning the relationship between the number of daily hospital admissions and the levels of pollutants in Hong Kong in 1994–1995. An ad hoc model selection procedure based on a local Akaike information criterion is proposed to select the significant pollutant indices. 相似文献
420.
Dulce Gomes Luísa Canto e Castro 《Journal of statistical planning and inference》2009,139(12):4088-4097
A random coefficient autoregressive process for count data based on a generalized thinning operator is presented. Existence and weak stationarity conditions for these models are established. For the particular case of the (generalized) binomial thinning, it is proved that the necessary and sufficient conditions for weak stationarity are the same as those for continuous-valued AR(1) processes. These kinds of processes are appropriate for modelling non-linear integer-valued time series. They allow for over-dispersion and are appropriate when including covariates. Model parameters estimators are calculated and their properties studied analytically and/or through simulation. 相似文献