全文获取类型
收费全文 | 1823篇 |
免费 | 25篇 |
国内免费 | 4篇 |
专业分类
管理学 | 78篇 |
民族学 | 1篇 |
人口学 | 5篇 |
丛书文集 | 8篇 |
理论方法论 | 11篇 |
综合类 | 63篇 |
社会学 | 12篇 |
统计学 | 1674篇 |
出版年
2023年 | 6篇 |
2022年 | 13篇 |
2021年 | 13篇 |
2020年 | 25篇 |
2019年 | 58篇 |
2018年 | 50篇 |
2017年 | 117篇 |
2016年 | 46篇 |
2015年 | 37篇 |
2014年 | 51篇 |
2013年 | 723篇 |
2012年 | 154篇 |
2011年 | 43篇 |
2010年 | 32篇 |
2009年 | 46篇 |
2008年 | 29篇 |
2007年 | 38篇 |
2006年 | 25篇 |
2005年 | 30篇 |
2004年 | 34篇 |
2003年 | 28篇 |
2002年 | 19篇 |
2001年 | 18篇 |
2000年 | 24篇 |
1999年 | 23篇 |
1998年 | 18篇 |
1997年 | 21篇 |
1996年 | 12篇 |
1995年 | 11篇 |
1994年 | 15篇 |
1993年 | 4篇 |
1992年 | 15篇 |
1991年 | 6篇 |
1990年 | 9篇 |
1989年 | 7篇 |
1988年 | 6篇 |
1987年 | 4篇 |
1986年 | 11篇 |
1985年 | 2篇 |
1984年 | 4篇 |
1983年 | 4篇 |
1982年 | 4篇 |
1981年 | 4篇 |
1979年 | 3篇 |
1978年 | 1篇 |
1977年 | 2篇 |
1976年 | 3篇 |
1975年 | 4篇 |
排序方式: 共有1852条查询结果,搜索用时 15 毫秒
21.
A Multivariate Model for Repeated Failure Time Measurements 总被引:1,自引:1,他引:0
Martin Crowder 《Scandinavian Journal of Statistics》1998,25(1):53-67
A parametric multivariate failure time distribution is derived from a frailty-type model with a particular frailty distribution. It covers as special cases certain distributions which have been used for multivariate survival data in recent years. Some properties of the distribution are derived: its marginal and conditional distributions lie within the parametric family, and association between the component variates can be positive or, to a limited extent, negative. The simple closed form of the survivor function is useful for right-censored data, as occur commonly in survival analysis, and for calculating uniform residuals. Also featured is the distribution of ratios of paired failure times. The model is applied to data from the literature 相似文献
22.
Approximation of a density by another density is considered in the case of different dimensionalities of the distributions. The results have been derived by inverting expansions of characteristic functions with the help of matrix techniques. The approximations obtained are all functions of cumulant differences and derivatives of the approximating density. The multivariate Edgeworth expansion follows from the results as a special case. Furthermore, the density functions of the trace and eigenvalues of the sample covariance matrix are approximated by the multivariate normal density and a numerical example is given 相似文献
23.
This paper considers two types of chaotic map time series models, including the well-known tent, logistic and binary-shift maps as special cases; these are called curved tent and curved binary families. Deterministic behaviour is investigated by invariant distributions, Lyapunov exponents, and by serial dependency. Stochastic time reversal of the families is shown to produce models which have a broader range of stochastic and chaotic properties than their deterministic counterparts. The marginal distributions may have concentrations and restricted supports and are shown to be a non-standard class of invariant distribution. Dependenc y is generally weaker with the reversed stochastic models. The work gives a broad statistical account of deterministic and stochastically reversed map models, such as are emerging in random number generation, communica tion systems and cryptography 相似文献
24.
Indices and orderings are developed for evaluating alternative strategies in the management of risk. They reflect the goals of reducing individual and collective risks, of increasing equity, and of assigning priority to the reduction and to the equity of high risks. Individual risk is defined as the (random or non-random) level of exposure to a danger. In particular the role of a lower negligibility level is investigated. A class of indices is proposed which involves two parameters, a negligibility level and a parameter of inequality aversion, and several interpretations of the indices are discussed. We provide a set of eight axioms which are necessary and sufficient for this class of indices, and we present an approach to deal with partial information on the parameters. 相似文献
25.
C. Tenreiro 《统计学通讯:模拟与计算》2017,46(3):1746-1759
In this article, we propose a new multiple test procedure for assessing multivariate normality, which combines BHEP (Baringhaus–Henze–Epps–Pulley) tests by considering extreme and nonextreme choices of the tuning parameter in the definition of the BHEP test statistic. Monte Carlo power comparisons indicate that the new test presents a reasonable power against a wide range of alternative distributions, showing itself to be competitive against the most recommended procedures for testing a multivariate hypothesis of normality. We further illustrate the use of the new test for the Fisher Iris dataset. 相似文献
26.
Robert G. Staudte 《统计学通讯:理论与方法》2017,46(7):3148-3163
Insight into measures of peakedness, heavy-tailedness, and kurtosis can be gained by studying Ruppert’s ratios of interquantile ranges. They are not only monotone in Horn’s measure of peakedness when applied to the central portion of the population, but also monotone in the practical tail-index of Morgenthaler and Tukey, when applied to the tails. Non-parametric confidence intervals are found for Ruppert’s ratios, and sample sizes required to obtain such intervals for a pre-specified relative width and level are provided. In addition, the empirical power of distribution-free tests for peakedness and bimodality are found for some symmetric distributions. 相似文献
27.
We introduce two classes of multivariate log-skewed distributions with normal kernel: the log canonical fundamental skew-normal (log-CFUSN) and the log unified skew-normal. We also discuss some properties of the log-CFUSN family of distributions. These new classes of log-skewed distributions include the log-normal and multivariate log-skew normal families as particular cases. We discuss some issues related to Bayesian inference in the log-CFUSN family of distributions, mainly we focus on how to model the prior uncertainty about the skewing parameter. Based on the stochastic representation of the log-CFUSN family, we propose a data augmentation strategy for sampling from the posterior distributions. This proposed family is used to analyse the US national monthly precipitation data. We conclude that a high-dimensional skewing function lead to a better model fit. 相似文献
28.
Xiang Zhang 《Journal of nonparametric statistics》2014,26(2):321-340
Multivariate density estimation plays an important role in investigating the mechanism of high-dimensional data. This article describes a nonparametric Bayesian approach to the estimation of multivariate densities. A general procedure is proposed for constructing Feller priors for multivariate densities and their theoretical properties as nonparametric priors are established. A blocked Gibbs sampling algorithm is devised to sample from the posterior of the multivariate density. A simulation study is conducted to evaluate the performance of the procedure. 相似文献
29.
We propose new dynamic measures of uncertainty based on the notion of generalized dynamic entropy introduced in Di Crescenzo and Longobardi (2006). These can uniquely determine distribution functions in continuous and discrete cases, and the characterizations of some well-known distributions are provided. We also define some orderings and aging notions based on the generalized dynamic measures, and prove some of their properties, obtaining as corollaries results that have recently appeared in the literature. 相似文献
30.