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71.
AbstractTwo recurrence relations with respect to sample size are given concerning the joint distribution of skewness and kurtosis of random observations from a normal population: one between the probability density functions and the other between the product moments. As a consequence, the latter yields a recurrence formula for the moments of sample kurtosis. The exact moments of Jarque-Bera statistic is also given. 相似文献
72.
AbstractThe most commonly studied generalized normal distribution is the well-known skew-normal by Azzalini. In this paper, a new generalized normal distribution is defined and studied. The distribution is unimodal and it can be skewed right or left. The relationships between the parameters and the mean, variance, skewness, and kurtosis are discussed. It is observed that the new distribution has a much wider range of skewness and kurtosis than the skew-normal distribution. The method of maximum likelihood is proposed to estimate the distribution parameters. Two real data sets are applied to illustrate the flexibility of the distribution. 相似文献
73.
74.
M.A. Hidiroglou 《统计学通讯:理论与方法》2013,42(15):1475-1487
The negative moments of the positive hyper geometric distribution are often approximated by the inverse of the positive moments of this distribution. In this paper, a suitable approximation to the positive hypergeometric distribution is used to obtain the negative moments. 相似文献
75.
Pushpa Lata Gupta 《统计学通讯:理论与方法》2013,42(6):711-719
In this paper we study the distribution of the number of customers served in a busy period in the framework of modified power series distribution introduced by Gupta (197U) and obtain the moments and probability generating function of this distribution. We also study the maximum likelihood estimation of the parameter θand the variance and the asymptotic bias of the MLE are also obtained. The minimum variance unbiased estimate of θris investigated and an estimate of the probabilities is given. 相似文献
76.
This paper deals with a regression model for several vari¬ables under the assumption that the errors have a multivariate t-distribution. The parameters of the model, the regression parameters, as well as the scale parameters and the degress of freedom of the error variable are estimated and the estimation procedure is illustrated by a numerical example, Also, the prop¬erties of the estimators and tests for the regression parameters are discussed. 相似文献
77.
A. M. Mathai 《统计学通讯:理论与方法》2013,42(10):3159-3174
Fractional moments, product cumulants and product moments of general quadratic expressions in singular and nonsingular normal variables are explicitly evaluated. A general method of deriving such moments is also indicated. Particular cases art; shown to agree with known results. 相似文献
78.
Martin Newby 《统计学通讯:理论与方法》2013,42(12):2935-2945
The moments of the absorption are difficult to obtain. The generating functions are basic hypergeometric functions. This paper shows how to define two shift operators that allow elementary arguments to be used to develop recursions for the expected values of general functions. The exact moments of the distribution follow. The generating function for the negative binomial analogue gives the moments directly. 相似文献
79.
《商业与经济统计学杂志》2013,31(2):284-294
Measuring productivity change with Malmquist indices has become common practice, because they are easily computed using nonparametric programming techniques and can be readily decomposed into technical and efficiency change. However, this approach is nonstochastic and requires a constant returns to scale assumption to construct the reference technology. We propose estimating productivity change using a stochastic input distance frontier, imposing no restrictions on returns to scale. We derive the analogous decomposition of productivity change and develop a generalized method of moments strategy in which outputs or inputs may be endogenous. We compare two methods in an application to electric utilities. 相似文献
80.
In this paper a test statistic which is a modification of the W statistic for testing the goodness of fit for the two paremeter extreme value (smallest element) distribution is proposed. The test statistic Is obtained as the ratio of two linear estimates of the scale parameter. It Is shown that the suggested statistic is computationally simple and has good power properties. Percentage points of the statistic are obtained by performing Monte Carlo experiments. An example is given to illustrate the test procedure. 相似文献