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51.
The forecasting of sales in a company is one of the crucial challenges that must be faced. Nowadays, there is a large spectrum of methods that enable making reliable forecasts. However, sometimes the nature of time series excludes many well-known and widely used forecasting methods (e.g., econometric models). Therefore, the authors decided to forecast on the basis of a seasonally adjusted median of selected probability distributions. The obtained forecasts were verified by means of distributions of the Theil U2 coefficient and unbiasedness coefficient. 相似文献
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54.
Changjun Yu 《统计学通讯:理论与方法》2017,46(2):591-601
This paper investigates tail behavior of the randomly weighted sum ∑nk = 1θkXk and reaches an asymptotic formula, where Xk, 1 ? k ? n, are real-valued linearly wide quadrant-dependent (LWQD) random variables with a common heavy-tailed distribution, and θk, 1 ? k ? n, independent of Xk, 1 ? k ? n, are n non-negative random variables without any dependence assumptions. The LWQD structure includes the linearly negative quadrant-dependent structure, the negatively associated structure, and hence the independence structure. On the other hand, it also includes some positively dependent random variables and some other random variables. The obtained result coincides with the existing ones. 相似文献
55.
In this paper, we propose a new bivariate distribution, namely bivariate alpha-skew-normal distribution. The proposed distribution is very flexible and capable of generalizing the univariate alpha-skew-normal distribution as its marginal component distributions; it features a probability density function with up to two modes and has the bivariate normal distribution as a special case. The joint moment generating function as well as the main moments are provided. Inference is based on a usual maximum-likelihood estimation approach. The asymptotic properties of the maximum-likelihood estimates are verified in light of a simulation study. The usefulness of the new model is illustrated in a real benchmark data. 相似文献
56.
S. M. R. Alavi 《统计学通讯:理论与方法》2017,46(5):2193-2201
57.
Fiducial inference has been gaining presence recently and it is the intention of the present article to look at the notion of fiducial generators; meaning procedures to simulate parameter values that in some sense correspond to simulations from some implicit fiducial distribution. It is well known that when the distribution has group structure, stemming from the natural pivotal associated, a fiducial may be obtained. It is in the non group distributions that there appears to be still room for finding a fiducial distribution. Recently some general procedures have been proposed for dealing with generalized fiducials, but these depend on certain choices for a structural equation or a fiducial equation, as in Hannig (2009) or Taraldsen and Lindqvist (2013), respectively. A brief presentation is made of an earlier approach to fiducial inference for multivariate parameters, as in Brillinger (1962), and the implied fiducial generator introduced in Engen and Lillegård (1997), trying to connect them. Three interesting non group distributions are seen; two of them, the truncated exponential and the two-parameter gamma, already reported in literature. A third non group distribution is analyzed; the inverse Gaussian, connecting the fiducial that results following Brillinger (1962), with a result pertaining confidence limits for the shape parameter in Hsieh (1990). In the three cases, comparisons are made with the Bayesian posteriors that have been known to be close numerically. Some discussion is made on the issue of singularities of the fiducial density and its connection with densities that do not integrate to unity. As to the case of discrete observables, some comments are made for the Bernoulli distribution, only. 相似文献
58.
Rubin (1976) derived general conditions under which inferences that ignore missing data are valid. These conditions are sufficient but not generally necessary, and therefore may be relaxed in some special cases. We consider here the case of frequentist estimation of a conditional cdf subject to missing outcomes. We partition a set of data into outcome, conditioning, and latent variables, all of which potentially affect the probability of a missing response. We describe sufficient conditions under which a complete-case estimate of the conditional cdf of the outcome given the conditioning variable is unbiased. We use simulations on a renal transplant data set (Dienemann et al.) to illustrate the implications of these results. 相似文献
59.
In this paper, we investigate the precise large deviations for sums of φ-mixing and UND random variables with long-tailed distributions. The asymptotic relations for non random sum and random sum of random variables with long-tailed distributions are obtained. 相似文献
60.
In the past few years, the Lindley distribution has gained popularity for modeling lifetime data as an alternative to the exponential distribution. This paper provides two new characterizations of the Lindley distribution. The first characterization is based on a relation between left truncated moments and failure rate function. The second characterization is based on a relation between right truncated moments and reversed failure rate function. 相似文献