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41.
F. Chang 《统计学通讯:模拟与计算》2013,42(5):1104-1114
Optimal designs for estimating the parameters and also the optimum factor combinations in multiresponse experiments have been considered by various authors. However, till date, in mixture experiments optimum designs have been studied only in the single response case. In this article, attempt has been made to investigate optimum designs for estimating optimum mixing proportions in a multiresponse mixture experiment. 相似文献
42.
P.W. Mielke 《统计学通讯:理论与方法》2013,42(15):1541-1550
Severe departures from normality occur frequently for null distributions of statistics associated with applications of mulLi-response permutation procedures (MRPP) for either small or large finite populations. This paper describes the commonly encountered situation associated with asymptotic non-normality for null distributions of MRPP statistics which does not depend on the underlying multivariate distribution. In addition, this paper establishes the existence of a non-degenerate underlying distribution for which the null distributions of MRPP statistics are asymptotically non-normal for essentially all size structure configurations. It is known that MRPP statistics are symmetric versions of a broader class of statistics, most of which are asymmetric. Because of the non-normality associated with null distributions of MRPP statistics, this paper includes necessary results for inferences based on the exact first three moments of anv statistic in this broader class (analogous to existing results for MRPP statistics). 相似文献
43.
S. Lynne Stokes 《统计学通讯:理论与方法》2013,42(12):1207-1211
Ranked set sampling is a procedure which may be used to improve the precision of the estimator of the mean. It is useful in cases where the variable of interest is much more difficult to measure than to order. However, even if ordering is difficult, but there is an easily ranked concomitant variable available, then it may be used to “judgment order” the original variable. The amount of increase in the precision of the estimator is dependent upon the correlation between the 2 variables. 相似文献
44.
As the number of random variables for the categorical data increases, the possible number of log-linear models which can be fitted to the data increases rapidly, so that various model selection methods are developed. However, we often found that some models chosen by different selection criteria do not coincide. In this paper, we propose a comparison method to test the final models which are non-nested. The statistic of Cox (1961, 1962) is applied to log-linear models for testing non-nested models, and the Kullback-Leibler measure of closeness (Pesaran 1987) is explored. In log-linear models, pseudo estimators for the expectation and the variance of Cox's statistic are not only derived but also shown to be consistent estimators. 相似文献
45.
Dejuran Richardson 《统计学通讯:理论与方法》2013,42(8):3111-3126
A group sequential procedure is presented which allows for staggered entry of patients, random loss to followup, and utilizes the flexible boundary approach of Lan and DeMets. The proposed procedure assumes that response times are nearly exponentially distributed. An example as well as simulation studies comparing the performance of the proposed procedure with the group sequential logrank are also presented. 相似文献
46.
Elizabeth González-Estrada 《统计学通讯:模拟与计算》2013,42(3):557-562
In this article, a technique based on the sample correlation coefficient to construct goodness-of-fit tests for max-stable distributions with unknown location and scale parameters and finite second moment is proposed. Specific details to test for the Gumbel distribution are given, including critical values for small sample sizes as well as approximate critical values for larger sample sizes by using normal quantiles. A comparison by Monte Carlo simulation shows that the proposed test for the Gumbel hypothesis is substantially more powerful than some other known tests against some alternative distributions with positive skewness coefficient. 相似文献
47.
Saieed F. Ateya 《Journal of applied statistics》2013,40(12):2720-2734
In this paper, the maximum likelihood (ML) and Bayes, by using Markov chain Monte Carlo (MCMC), methods are considered to estimate the parameters of three-parameter modified Weibull distribution (MWD(β, τ, λ)) based on a right censored sample of generalized order statistics (gos). Simulation experiments are conducted to demonstrate the efficiency of the proposed methods. Some comparisons are carried out between the ML and Bayes methods by computing the mean squared errors (MSEs), Akaike's information criteria (AIC) and Bayesian information criteria (BIC) of the estimates to illustrate the paper. Three real data sets from Weibull(α, β) distribution are introduced and analyzed using the MWD(β, τ, λ) and also using the Weibull(α, β) distribution. A comparison is carried out between the mentioned models based on the corresponding Kolmogorov–Smirnov (K–S) test statistic, {AIC and BIC} to emphasize that the MWD(β, τ, λ) fits the data better than the other distribution. All parameters are estimated based on type-II censored sample, censored upper record values and progressively type-II censored sample which are generated from the real data sets. 相似文献
48.
Indrani Basak 《统计学通讯:理论与方法》2013,42(10):3719-3738
The aggregated worths of the alternatives, when compared with respect to several criteria, are estimated in a hierarchical comparisons model introduced by Saaty (1980). A multiplicative model is used for the paired comparisons data which are collected in a ratio scale in this set-up in any level of this hierarchy. An iterative scheme is found for the maximum likelihood estimation of the worth parameters in this multiplicative model. The iterative values are shown to be convergent monotonically to the estimates. We also obtain the asymptotic dispersion matrix of the maximum likelihood estimates of the relative worths of the alternatives according to a single criterion as well as those according to the over-all suitability when compared under several criteria. A numerical example is presented to illustrate the method developed in this paper. Simulation techniques are employed to find the average number of iterations required for the convergence of the above iterative scheme. 相似文献
49.
Divakar Sharma 《统计学通讯:理论与方法》2013,42(5):611-623
Suppose an estimation problem is invariant under a group of transformations and one is interested in finding an optimal equivariant estimator. The usual proactice is to confine attention to non-randomized equivariant estimators based on a minimal sufficient statistic. A justification of this restriction to a smaller clas of estimators is given in this paper under certain conditions. 相似文献
50.
V.E. Kane 《统计学通讯:理论与方法》2013,42(17):1935-1957
A class of goodness-of-fit estimators is found to provide a useful alternative in certain situations to the standard maximum likelihood method which has some undesirable estimation characteristics for estimation from the three-parameter lognormal distribution. The class of goodness-of-fit tests considered include the Shapiro-Wilk and Filliben tests which reduce to a weighted linear combination of the order statistics that can be maximized in estimation problems. The weighted order statistic estimators are compared to the standard procedures in Monte Carlo simulations. Robustness of the procedures are examined and example data sets analyzed. 相似文献