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941.
The problem of unbiased estimation of the common mean of a multivariate normal population is considered. An unbiased estimator is proposed which has a smaller variance than the usual estimator over a large part of the parameter space. 相似文献
942.
Robert J. Boik 《统计学通讯:理论与方法》2013,42(4):1233-1255
Scheffé’s mixed model, generalized for application to multivariate repeated measures, is known as the multivariate mixed model (MMM). The primary advantages the MMM are (1) the minimum sample size required to conduct an analysis is smaller than for competing procedures and (2) for certain covariance structures, the MMM analysis is more powerful than its competitors. The primary disadvantage is that the MMM makes a very restrictive covariance assumption; namely multivariate sphericity. This paper shows, first, that even minor departures from multivariate sphericity inflate the size of MMM based tests. Accordingly, MMM analyses, as computed in release 4.0 of SPSS MANOVA (SPSS Inc., 1990), can not be recommended unless it is known that multivariate sphericity is satisfied. Second, it is shown that a new Box-type (Box, 1954) Δ-corrected MMM test adequately controls test size unless departure from multivariate sphericity is severe or the covariance matrix departs substantially from a multiplicative-Kronecker structure. Third, power functions of adjusted MMM tests for selected covariance and noncentrality structures are compared to those of doubly multivariate methods that do not require multivariate sphericity. Based on relative efficiency evaluations, the adjusted MMM analyses described in this paper can be recommended only when sample sizes are very small or there is reason to believe that multivariate sphericity is nearly satisfied. Neither the e-adjusted analysis suggested in the SPSS MANOVA output (release 4.0) nor the adjusted analysis suggested by Boik (1988) can be recommended at all. 相似文献
943.
The exact confidence region for log relative potency resulting from likelihood score methods (Williams (1988) An exact confidence interval for the relative potency estimated from a multivariate bioassay, Biometrics, 44:861-868) will very likely consist of two disjoint confidence intervals. The two methods proposed by Williams which aim to select just one (the same) confidence interval from the confidence region are nearly – but not completely – consistent. The likelihood score interval and likelihood ratio interval are asymptotically equivalent. Williams's very strong claim concerning the confidence coefficient in the second selection method is still theoretically unproved; yet, simulations show that it is true for a wide range of practical experimental situations. 相似文献
944.
The purpose of assessing adverse events (AEs) in clinical studies is to evaluate what AE patterns are likely to occur during treatment. In contrast, it is difficult to specify which of these patterns occurs in each patient. To tackle this challenging issue, we constructed a new statistical model including nonnegative matrix factorization by incorporating background knowledge of AE-specific structures such as severity and drug mechanism of action. The model uses a meta-analysis framework for integrating data from multiple clinical studies because insufficient information is derived from a single trial. We demonstrated the proposed method by applying it to real data consisting of three Phase III studies, two mechanisms of action, five anticancer treatments, 3317 patients, 848 AE types, and 99,546 AEs. The extracted typical treatment-specific AE patterns coincided with medical knowledge. We also demonstrated patient-level safety profiles using the data of AEs that were observed by the end of the second cycle. 相似文献
945.
A new class of multivariate skew distributions with applications to bayesian regression models 总被引:1,自引:0,他引:1
Abstract: The authors develop a new class of distributions by introducing skewness in multivariate elliptically symmetric distributions. The class, which is obtained by using transformation and conditioning, contains many standard families including the multivariate skew‐normal and t distributions. The authors obtain analytical forms of the densities and study distributional properties. They give practical applications in Bayesian regression models and results on the existence of the posterior distributions and moments under improper priors for the regression coefficients. They illustrate their methods using practical examples. 相似文献
946.
In their recent work, Jiang and Yang studied six classical Likelihood Ratio Test statistics under high‐dimensional setting. Assuming that a random sample of size n is observed from a p‐dimensional normal population, they derive the central limit theorems (CLTs) when p and n are proportional to each other, which are different from the classical chi‐square limits as n goes to infinity, while p remains fixed. In this paper, by developing a new tool, we prove that the mentioned six CLTs hold in a more applicable setting: p goes to infinity, and p can be very close to n. This is an almost sufficient and necessary condition for the CLTs. Simulations of histograms, comparisons on sizes and powers with those in the classical chi‐square approximations and discussions are presented afterwards. 相似文献
947.
In this article, we present a study carried out to compare the effectiveness of the normal probability plot (NPP) and a simple dot plot in assessing the significance of the effects in experimental designs with factors at two levels (2 k?p designs). Several groups of students who had just completed a course that covered factorial designs were asked to identify the significant effects in a total of 32 situations, 16 of which were represented using NPPs and the other 16 using dot plots. Although the 32 scenarios were said to be different, there were really only 16 different situations, each of which was represented using the two methods to be compared. A simple graphical analysis shows no evidence that there is a difference between the two procedures. However, in designs with 16 runs there are some cases where NPP seems to give slightly better results. 相似文献
948.
Kai Xu 《Journal of Statistical Computation and Simulation》2017,87(16):3208-3224
Under non-normality, this article is concerned with testing diagonality of high-dimensional covariance matrix, which is more practical than testing sphericity and identity in high-dimensional setting. The existing testing procedure for diagonality is not robust against either the data dimension or the data distribution, producing tests with distorted type I error rates much larger than nominal levels. This is mainly due to bias from estimating some functions of high-dimensional covariance matrix under non-normality. Compared to the sphericity and identity hypotheses, the asymptotic property of the diagonality hypothesis would be more involved and we should be more careful to deal with bias. We develop a correction that makes the existing test statistic robust against both the data dimension and the data distribution. We show that the proposed test statistic is asymptotically normal without the normality assumption and without specifying an explicit relationship between the dimension p and the sample size n. Simulations show that it has good size and power for a wide range of settings. 相似文献
949.
P. Besbeas S.N. Freeman B.J.T. Morgan 《Australian & New Zealand Journal of Statistics》2005,47(1):35-48
Recent work has shown how the Kalman filter can be used to provide a simple framework for the integrated analysis of wild animal census and mark‐recapture‐recovery data. The approach has been applied to data on a range of bird species, on Soay sheep and on grey seals. This paper reviews the basic ideas, and then indicates the potential of the method through a series of new applications to data on the northern lapwing, a species of conservation interest that has been in decline in Britain for the past 20 years. The paper analyses a national index, as well as data from individual sites; it looks for a change‐point in productivity, corresponding to the start of the decline in numbers, considers how to select appropriate covariates, and compares productivity between different habitats. The new procedures can be applied singly or in combination. 相似文献
950.
Vegetation of the urban habitats in the Nile Delta region,Egypt 总被引:3,自引:1,他引:3
The present study aims at identifying the plant communities of the urban habitats in the Nile Delta region, Egypt. Four hundred and five stands were selected to represent the variation in eight major types of habitat recognized in the study area. Twenty-five vegetation groups were recognized after application of TWINSPAN. Their ordination using DECORANA indicates moisture, pH, fertility and texture gradients; the hygronitrophilous communities (the moist and fertile stands) inhabit the wet refuse areas (Echinochloa stagnina-Eichhornia crassipes group), mesonitrophilous communities inhabit the dry refuse areas, motor roads and railways (Pluchea dioscoridis, Cynodon dactylon, Panicum repens and Phragmites australis groups), mesic-dry subnitrophilous communities occur on sandy soils (Hordeum murinum, Alhagi graecorum and Desmostachia bipinnata groups) and the dry thermophilous communities of new anthropogenic habitats with coarser texture of sandy and infertile soil along the railways and motor roads at the borders of the Nile Delta (Zygophyllum album and Cornulaca monacantha groups). These results suggest that urban vegetation in the Nile Delta region is favored where disturbance, nutrient and water resources are more abundant. 相似文献