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101.
Sastry G. Pantula 《商业与经济统计学杂志》2013,31(1):63-71
Several test criteria are available for testing the hypothesis that the autoregressive polynomial of an autoregressive moving average process has a single unit root. Schwert (1989), using a Monte Carlo study, investigated the performance of some of the available test criteria. He concluded that the actual levels of the test criteria considered in his study are far from the specified levels when the moving average polynomial also has a root close to 1. This article studies the asymptotic null distribution of the test statistics for testing p = 1 in the model Yt = pY t-1 + e t – 0e t-1 as 0 approaches 1. It is shown that the test statistics differ from one another in their asymptotic properties depending on the rate at which 0 converges to 1. 相似文献
102.
Lars Korsholm 《Scandinavian Journal of Statistics》2000,27(2):227-261
We study the normal variance-mean mixture model from a semiparametric point of view, i.e. we let the mixing distribution belong to a non-parametric family. The main results are consistency of the non-parametric maximum likelihood estimator and construction of an asymptotically normal and efficient estimator for the Euclidian part of the parameter. We study the model according to the theory outlined in the monograph by Bickel et al. (1993) and apply a general result (based on the theory of empirical processes) for semiparametric models from van der Vaart (1996) to prove asymptotic normality and efficiency of the proposed estimator. 相似文献
103.
The Kaplan–Meier estimator of a survival function requires that the censoring indicator is always observed. A method of survival function estimation is developed when the censoring indicators are missing completely at random (MCAR). The resulting estimator is a smooth functional of the Nelson–Aalen estimators of certain cumulative transition intensities. The asymptotic properties of this estimator are derived. A simulation study shows that the proposed estimator has greater efficiency than competing MCAR-based estimators. The approach is extended to the Cox model setting for the estimation of a conditional survival function given a covariate. 相似文献
104.
Ulrike Galander 《Organisationsberatung, Supervision, Coaching》2001,8(1):51-56
Is there still something specific East German in the need for counseling? There is a specific East German background, considering the adaption of issues, contents and methods of counseling of East German top management, enterprises and institutions. In the last ten years, development in East Germany was above all a make up for the development of West German conditions. Today the trends in West and East Germany are equally faced with the reorganization of processes resulting from global standards. These are confronted with a hardly stabil economical and social basis in East Germany. The general need for counseling is determined by psychological counseling and change management. 相似文献
105.
Yvonne Bradshaw Ian Kendall Martin Blackmore Norman Johnson & Sandra Jenkinson 《Social Policy & Administration》1998,32(3):209-225
The research on which this paper is based is part of a wider study of quality assurance and the voluntary sector. The focus of this paper is on complaints procedures, as part of quality assurance mechanisms, where voluntary agencies are the contracted service providers. The authors argue that, with the introduction of contracting and particularly with its further development, the way in which complaints mechanisms currently operate will need to be revised if they are to be an effective part of the quality assurance process. 相似文献
106.
引入域上典型群的生成问题所得的成果;对局部环R上典型群生成问题研究,构造度量函数及一平延,为局部环R上典型群向域F上的典型群导入,给出典型群的非双曲型. 相似文献
107.
加涅累积学习理论与幼儿科学教育 总被引:1,自引:0,他引:1
张小永 《山东师范大学学报(人文社会科学版)》2001,46(5):36-38
作为将行为主义学习论与认知主义学习论相结合的代表,加涅的累积学习理论日益受到教育者的关注.其累积学习的模式,以及关于学习的条件、学习的要素、学习的过程等理论为幼儿科学教育内容的选择和安排以及方法的选择和运用提供了有力的理论依据. 相似文献
108.
Non-parametric Estimation of the Residual Distribution 总被引:2,自引:0,他引:2
Consider a heteroscedastic regression model Y = m ( X ) +σ( X )ε, where the functions m and σ are "smooth", and ε is independent of X . An estimator of the distribution of ε based on non-parametric regression residuals is proposed and its weak convergence is obtained. Applications to prediction intervals and goodness-of-fit tests are discussed. 相似文献
109.
Antonio Di Crescenzo Maria Longobardi 《Journal of statistical planning and inference》2009,139(12):4072-4087
In analogy with the cumulative residual entropy recently proposed by Wang et al. [2003a. A new and robust information theoretic measure and its application to image alignment. In: Information Processing in Medical Imaging. Lecture Notes in Computer Science, vol. 2732, Springer, Heidelberg, pp. 388–400; 2003b. Cumulative residual entropy, a new measure of information and its application to image alignment. In: Proceedings on the Ninth IEEE International Conference on Computer Vision (ICCV’03), vol. 1, IEEE Computer Society Press, Silver Spring, MD, pp. 548–553], we introduce and study the cumulative entropy, which is a new measure of information alternative to the classical differential entropy. We show that the cumulative entropy of a random lifetime X can be expressed as the expectation of its mean inactivity time evaluated at X. Hence, our measure is particularly suitable to describe the information in problems related to ageing properties of reliability theory based on the past and on the inactivity times. Our results include various bounds to the cumulative entropy, its connection to the proportional reversed hazards model, and the study of its dynamic version that is shown to be increasing if the mean inactivity time is increasing. The empirical cumulative entropy is finally proposed to estimate the new information measure. 相似文献
110.
Kh. Fazli 《Statistics》2013,47(5):407-428
We observe a realization of an inhomogeneous Poisson process whose intensity function depends on an unknown multidimensional parameter. We consider the asymptotic behaviour of the Rao score test for a simple null hypothesis against the multilateral alternative. By using the Edgeworth type expansion (under the null hypothesis) for a vector of stochastic integrals with respect to the Poisson process, we refine the (classic) threshold of the test (obtained by the central limit theorem), which improves the first type probability of error. The expansion allows us to describe the power of the test under the local alternative, i.e. a sequence of alternatives, which converge to the null hypothesis with a certain rate. The rates can be different for components of the parameter. 相似文献