全文获取类型
收费全文 | 1828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 | 1679篇 |
出版年
2023年 | 6篇 |
2022年 | 18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1857条查询结果,搜索用时 31 毫秒
921.
Herbert Nkwimi Tchahou 《Journal of Statistical Computation and Simulation》2013,83(11):2064-2092
Verifying the existence of a relationship between two multivariate time series represents an important consideration. In this article, the procedure developed by Cheung and Ng [A causality-in-variance test and its application to financial market prices, J. Econom. 72 (1996), pp. 33–48] designed to test causality in variance for univariate time series is generalized in several directions. A first approach proposes test statistics based on residual cross-covariance matrices of squared (standardized) residuals and cross products of (standardized) residuals. In a second approach, transformed residuals are defined for each residual vector time series, and test statistics are constructed based on the cross-correlations of these transformed residuals. Test statistics at individual lags and portmanteau-type test statistics are developed. Conditions are given under which the new test statistics converge in distribution towards chi-square distributions. The proposed methodology can be used to determine the directions of causality in variance, and appropriate test statistics are presented. Monte Carlo simulation results show that the new test statistics offer satisfactory empirical properties. An application with two bivariate financial time series illustrates the methods. 相似文献
922.
Serkan Eryilmaz 《统计学通讯:模拟与计算》2019,48(6):1714-1728
Series and parallel systems consisting of two dependent components are studied under bivariate shock models. The random variables N1 and N2 that represent respectively the number of shocks until failure of component 1 and component 2 are assumed to be dependent and phase-type. The times between successive shocks are assumed to follow a continuous phase-type distribution, and survival functions and mean time to failure values of series and parallel systems are obtained in matrix forms. An upper bound for the joint survival function of the components is also provided under the particular case when the times between shocks follow exponential distribution. 相似文献
923.
In this paper an attempt has been made to examine the multivariate versions of the common process capability indices (PCI's) denoted by Cp and Cpk . Markov chain Monte Carlo (MCMC) methods are used to generate sampling distributions for the various PCI's from where inference is performed. Some Bayesian model checking techniques are developed and implemented to examine how well our model fits the data. Finally the methods are exemplified on a historical aircraft data set collected by the Pratt and Whitney Company. 相似文献
924.
Asymptotic behavior of the number of independent identically distributed observations in a left or right neighborhood of k n th order statistic from the sample of size n, for k n /n → α ? [0, 1], is studied. It appears that the limiting laws are of the Poisson type. 相似文献
925.
H. M. Barakat 《Statistics》2013,47(5):1005-1012
In this paper, we show that both the class of beta-generated distributions GF and its base distribution F belong to the same domain of maximal (or minimal or upper record value or lower record value) attraction. Moreover, it is shown that the weak convergence of any non-extreme order statistic (central or intermediate order statistic), based on a base distribution F, to a non-degenerate limit type implies the weak convergence of GF to a non-degenerate limit type. The relations between the two limit types are deduced. 相似文献
926.
Abstract The main reason for the limited use of multivariate discrete models is the difficulty in calculating the required probabilities. The task is usually undertaken via recursive relationships which become quite computationally demanding for high dimensions and large values. The present paper discusses efficient algorithms that make use of the recurrence relationships in a manner that reduces the computational effort and thus allow for easy and cheap calculation of the probabilities. The most common multivariate discrete distribution, the multivariate Poisson distribution is treated. Real data problems are provided to motivate the use of the proposed strategies. Extensions of our results are discussed. It is shown that probabilities, for a large family of multivariate distributions, can be computed efficiently via our algorithms. 相似文献
927.
Gabriela Damilano 《统计学通讯:理论与方法》2013,42(2):257-261
ABSTRACT It is well known that the Hodges–Lehmann estimator is asymptotically efficient for the location parameter of the logistic distribution. In this article we give a simple and direct proof that this property also characterizes the logistic between all the symmetric location distributions under mild conditions. Using pseudolikelihood, we also show how to find from the Hodges–Lehmann estimator an asymptotically efficient estimator of the scale parameter of the logistic distribution. 相似文献
928.
E.J. Williams 《统计学通讯:理论与方法》2013,42(15):1413-1420
It is shown that the non-null distribution of the multiple correlation coefficient may be derived rather easily if the correlated normal variables are defined in a convenient vay. The invariance of the correlation distribution to linear transformations of the variables makes the results generally applicable. The distribution is derived as the well-known mixture of null distributions, and some generalizations when the variables are not normally distributed are indicated. 相似文献
929.
C.K. Narodia 《统计学通讯:理论与方法》2013,42(3):303-310
This paper investigates the characterizations of certain discrete distributions within the framework of multivariate additive damage models. The univariate case for such models appoared in an article by N. Krishnaii (1974) and Rao and Rubin (1964). In this paper the survival distriution in specified and it is shown that linearity of the regression of the undamaged part on the damaged part, or the damaged part on the undamaged part leads to the characterizations of independent binomials, independent negative binomials, independent Poissons, multinomial and negative multinomial for the original p-dimensional observation. 相似文献
930.
A number of statistical problems use the moment generating function (mgf) for purposes other than determining the moments of a distribution. If the distribution is not completely specified, then the mgf must be estimated from available data. The empirical mgf makes no assumptions concerning the underlying distribution except for the existence of the mgf. In contrast to the nonparametric approach provided by the empirical mgf, alternative estimators can be formed based on an assumed parametric model. Comparison of these approaches is considered for two parametric models; the normal and a one parameter gamma. Comparison criteria are efficiency and empirical confidence interval coverage. In general the parametric estimators outperform the empirical mgf when the model is correct. The comparisons are extended to underlying models which are two component mixtures from the distributional family assumed by the parametric estimators. Under the mixture models the superiority of the parametric estimator depends upon the model, value of the argument of the mgf, and the comparison criterion. The empirical mgf is the better estimator in some cases. 相似文献