全文获取类型
收费全文 | 993篇 |
免费 | 9篇 |
专业分类
管理学 | 18篇 |
人口学 | 3篇 |
丛书文集 | 14篇 |
理论方法论 | 9篇 |
综合类 | 63篇 |
社会学 | 13篇 |
统计学 | 882篇 |
出版年
2023年 | 1篇 |
2021年 | 1篇 |
2020年 | 7篇 |
2019年 | 21篇 |
2018年 | 26篇 |
2017年 | 41篇 |
2016年 | 22篇 |
2015年 | 20篇 |
2014年 | 20篇 |
2013年 | 408篇 |
2012年 | 106篇 |
2011年 | 20篇 |
2010年 | 16篇 |
2009年 | 19篇 |
2008年 | 25篇 |
2007年 | 25篇 |
2006年 | 16篇 |
2005年 | 16篇 |
2004年 | 20篇 |
2003年 | 20篇 |
2002年 | 16篇 |
2001年 | 26篇 |
2000年 | 13篇 |
1999年 | 8篇 |
1998年 | 11篇 |
1997年 | 11篇 |
1996年 | 6篇 |
1995年 | 6篇 |
1994年 | 9篇 |
1993年 | 3篇 |
1992年 | 3篇 |
1991年 | 1篇 |
1990年 | 5篇 |
1989年 | 4篇 |
1988年 | 2篇 |
1987年 | 1篇 |
1986年 | 1篇 |
1985年 | 2篇 |
1984年 | 5篇 |
1983年 | 7篇 |
1982年 | 4篇 |
1980年 | 2篇 |
1979年 | 2篇 |
1978年 | 1篇 |
1977年 | 2篇 |
1975年 | 1篇 |
排序方式: 共有1002条查询结果,搜索用时 140 毫秒
101.
Hideyuki Douke 《统计学通讯:理论与方法》2013,42(12):3015-3029
In this study we discuss the group sequential procedures for comparing two treatments based on multivariate observations in clinical trials. Also we suppose that a response vector on each of two treatments has a multivariate normal distribution with unknown covariance matrix. Then we propose a group sequential x2 statistic in order to carry out repeated significance test for hypothesis of no difference between two population mean vectors. In order to realize the group sequential test where average sample number is reduced, we propose another modified group sequential x2 statistic by extension of Jennison and Turnbull ( 1991 ). After construction of repeated confidence boundaries for making the repeated significance test, we compare two group sequential procedures based on two statistics regarding the average sample number and the power of the test in the simulations. 相似文献
102.
In comparing several regressions E(yij) =αi + βixij i = 1, 2, ..., k, j = 1,2, ..., ni, researchers are generally interested in the following five problems: whether they have (1) equal slope, (2) equal intercept, (3) coincidence, (4) common intersection on X-axis, and (5) common intersection on (X,Y) - plane. Problems (1) - (3) can be put into the framework of the general linear hypothesis and the F-test can be used. However, problems (4) and (5) cannot be put into the general linear hypothesis because they are ratios of parameters. Hence, in this paper we consider the generalized likelihood ratio test for hypothesis testing. An application to an enzyme kinetics problem in Aniline Metabolism is demonstrated 相似文献
103.
Thomas W. O'Gorman 《Revue canadienne de statistique》2001,29(3):459-471
The author proposes an adaptive method which produces confidence intervals that are often narrower than those obtained by the traditional procedures. The proposed methods use both a weighted least squares approach to reduce the length of the confidence interval and a permutation technique to insure that its coverage probability is near the nominal level. The author reports simulations comparing the adaptive intervals to the traditional ones for the difference between two population means, for the slope in a simple linear regression, and for the slope in a multiple linear regression having two correlated exogenous variables. He is led to recommend adaptive intervals for sample sizes superior to 40 when the error distribution is not known to be Gaussian. 相似文献
104.
J. N. Adichie 《统计学通讯:理论与方法》2013,42(11):985-997
For the problem of testing the equality of slopes of several regression lines against the alternative that the slopes are in increasing (decreasing) order of magnitude, two types of tests are proposed. These are the likelihood ratio test and a test that depends on suitable linear combination of one group statistics. Rank analogues of the two tests are also examined. 相似文献
105.
Oscar Kempthore 《统计学通讯:理论与方法》2013,42(8):763-777
This paper discusses the role of significance testing, in contrast to hypothesis testing. It takes the view that the two processes must be differentiated because they are in fact different even though they possess some common mathematical features. A supporting view of significance testing is presented. Difficulties and obscurities are discussed. 相似文献
106.
Allan W. Gregory 《商业与经济统计学杂志》2013,31(1):107-115
In this article we propose a nonparametric test for autoregressive conditional heteroscedasticity based on finite-state Markov chains. A simple Monte Carlo experiment suggests that in finite samples it performs comparably to the Lagrange multiplier test under conditional normality and is superior for the t, lognormal, and exponential distributions. As an illustration, we apply both tests to Canadian/U.S. forward foreign exchange data. 相似文献
107.
In this article power divergences statistics based on sample quantiles are transformed in order to introduce new goodness-of-fit tests. Quantiles of the distribution of proposed statistics are calculated under uniformity, normality, and exponentiality. Several power comparisons are performed to show that the new tests are generally more powerful than the original ones. 相似文献
108.
Four generic means of conducting randomization tests in the context of multiple regression are analysed. Based on their performance in traditional repeated samples, three of these are shown to be inappropriate or applicable only in special circumstances; their shortcomings are illustrated via Monte Carlo studies 相似文献
109.
A probability distribution function F is said to be symmetric when 1 ‐ F(x) ‐ F(‐x) = 0 for all x∈ R. Given a sequence of alternatives contiguous to a certain symmetric F0, the authors are concerned with testing for the null hypothesis of symmetry. The proposed tests are consistent against any nonsymmetric alternative, and their power with respect to the given sequence can easily be optimized. The tests are constructed by means of transformed empirical processes with an adequate selection of the underlying isometry, and the optimum power is obtained by suitably choosing the score functions. The test statistics are very easy to compute and their asymptotic distributions are simple. 相似文献
110.
Abstract. The asymptotic behaviour of several goodness-of-fit statistics for copula families is obtained under contiguous alternatives. Many comparisons between a Cramér–von Mises functional of the empirical copula process and new moment-based goodness-of-fit statistics are made by considering their associated asymptotic local power curves. It is shown that the choice of the estimator for the unknown parameter can have a significant influence on the power of the Cramér–von Mises test and that some of the moment-based statistics can provide simple and efficient goodness-of-fit methods. 相似文献