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41.
Inge S. Helland 《Scandinavian Journal of Statistics》1998,25(1):3-15
Several authors have contributed to what can now be considered a rather complete theory for analysis of variance in cases with orthogonal factors. By using this theory on an assumed basic reference population, the orthogonality concept gives a natural definition of independence between factors in the population. By looking upon the treated units in designed experiments as a formal sample from a future population about which we want to make inference, a natural parametrization of expectations and variances connected to such experiments arises. This approach seems to throw light upon several controversial questions in the theory of mixed models. Also, it gives a framework for discussing the choice of conditioning in models 相似文献
42.
Estimation for Continuous Branching Processes 总被引:1,自引:0,他引:1
Ludger Overbeck 《Scandinavian Journal of Statistics》1998,25(1):111-126
The maximum-likelihood estimator for the curved exponential family given by continuous branching processes with immigration is investigated. These processes originated from population biology but also model the dynamics of interest rates and development of the state of technology in economics. It is proved that in contrast to branching processes with discrete space and/or time the MLE gives a unified approach to the inference. In order to include singular subdomains of the parameter space we modify the MLE slightly. Consistency and asymptotic normality for the MLE are considered. Concerning the asymptotic theory of the experiments, all three properties LAQ, LAN, and LAMN occur for different submodels 相似文献
43.
增长性市场条件下垄断定价的实物期权方法 总被引:2,自引:0,他引:2
许多研究垄断厂商定价的文献忽视了垄断厂商拥有的调整价格的权利. 事实上,这种调
价的权利等价于厂商拥有的一个实物期权. 基于此,应用实物期权的方法确定了增长性市场条
件下调价权利(调价期权) 的价值,进而研究了垄断厂商的定价行为,给出了企业价值最大化的
条件. 结果表明,在增长性市场中,需求状况的好坏决定了垄断厂商的定价决策是否考虑调价
期权. 并且,当垄断厂商定价考虑其拥有的调价期权的价值时,除一些特殊情形外,边际收益等
于边际成本,不再适用垄断厂商的定价决策 相似文献
44.
45.
本文讨论了一类完全竞争条件下的市场均衡问题,供给方的生产特征用线性规划模型进行刻划,市场需求函数源于一般经济意义下的模型,它是一系列相互独立的价格变量的函数.我们将此问题归结为线性互补问题,并依此讨论了均衡点的存在性.本文还讨论了一种用二次规划进行刻划的经济问题,并指出此二次规划的K-K-T条件等价于所讨论的线性互补问题. 相似文献
46.
伙伴选择和风险管理是动态联盟中的重要决策问题,当考虑失败风险时,失败概率无法给出精确值,因此,考虑采用不确定性规划描述此类问题.提出动态联盟中伙伴选择问题的区间规划模型,模型中用区间数表示联盟伙伴的失败概率.为了求解该模型,引入序关系,并利用Nakahara和Ishibuchi的定理,将区间规划模型转化为等价的清晰双目标模型.设计带自适应适值函数的遗传算法,求出问题的全部非劣解.经过对多个问题的仿真,证明了算法的有效性. 相似文献
47.
大型供应链设计的基本数学模型与算法研究 总被引:2,自引:2,他引:2
随着信息技术与全球经济一体化的发展,供应链管理成为全球管理科学的研究热点。本文在分析国内外各种关于供应链设计的数学模型与算法的基础上,提出了具有普遍性意义且简单易行的MIP供应链设计的数学模型以及求解供应链问题的有界变量广义上界算法。实例计算表明,提出的模型和方法是可靠实用的。 相似文献
48.
《Omega》2014
In this paper, we present an access network design problem with end-to-end quality of service (QoS) requirement. The problem can be conceptualized as a two-level hierarchical location-allocation problem on the tree topology with nonlinear side constraints. The objective function of the nonlinear mixed integer programming model minimizes the total cost of switch and fiber cable, while satisfying demand within the prescribed level of QoS. By exploiting the inherent structure of the nonlinear QoS constraints, we develop linearization techniques for finding an optimal solution. Also, we devise an effective exact optimal algorithm within the context of disjunctive constraint generation. We present promising computational results that demonstrate the effectiveness of the proposed solution procedure. 相似文献
49.
《Omega》2014
This paper presents an effective and efficient method for solving a special class of mixed integer fractional programming (FP) problems. We take a classical reformulation approach for continuous FP as a starting point and extend it for solving a more general class of mixed integer (0–1) fractional programming problems.To stress the practical relevance of the research we focus on a real-life application in paper production industry. The constantly advancing physical knowledge of large scale pulp and paper production did have a substantial impact on an existing DSS in which mixed integer (0–1) fractional programming is introduced. We show that the motivation to solve a real-life fractional programming problem can provide the basis for a new approach in a new context that has an added value of its own, even outside the given application area. We describe the main characteristics of the DSS, the necessity to develop a non-iterative solution procedure and demonstrate both the effectiveness and efficiency of the proposed approach from practical data sets. 相似文献
50.
Economic issues linked to career counseling are a cause for concern to policy makers in developed countries because they expect career practitioners to provide evidence of the efficiency of career counseling interventions. The aim of this study was to test an individual evaluation method mixing time series (outcomes) and life narrative (processes). The method used 5 items related to 1 client's career decision self‐efficacy and studied the evolution of those items throughout the intervention of 1 career counselor (43 days). Changepoint analysis helped in identifying the changes that have to be taken into account for time series and which are contextualized in the client's verbatim analysis. This mixed method highlighted that the career counselor's intervention increased the client's career decision self‐efficacy. Practitioners could use the methodology proposed in this article to evaluate their interventions. They could also report their practice to clients, employers, and decision makers. 相似文献