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981.
ABSTRACTThe most important factor in kernel regression is a choice of a bandwidth. Considerable attention has been paid to extension the idea of an iterative method known for a kernel density estimate to kernel regression. Data-driven selectors of the bandwidth for kernel regression are considered. The proposed method is based on an optimally balanced relation between the integrated variance and the integrated square bias. This approach leads to an iterative quadratically convergent process. The analysis of statistical properties shows the rationale of the proposed method. In order to see statistical properties of this method the consistency is determined. The utility of the method is illustrated through a simulation study and real data applications. 相似文献
982.
Gustavo Guimarães de Castro Amorim 《统计学通讯:理论与方法》2013,42(19):4703-4711
ABSTRACTResearchers are often required to reuse data that have been collected and analyzed for other purposes. Issues may arise if the outcome of this secondary study is related to the outcome of the first study and traditional methods may fail to deliver a consistent estimate. Here we propose a semiparametric approach that takes this correlation into account and produces asymptotically consistent and normally distributed estimates. We discuss its performance through simulations and apply the proposed method to a real dataset. 相似文献
983.
Mohammed El Genidy 《统计学通讯:理论与方法》2013,42(22):5427-5444
AbstractSolar radiation is a global ecological phenomenon that affects life everywhere. In this study, a new statistical method, called the Quartiles-Moment's method, is proposed to estimate the scale and shape parameters of the exponentiated Gumbel maximum distribution (EGMD). The Kolomogorov–Smirnov test and the percentiles of the dataset are thus used to fit the dataset of the daily global solar radiation and the corresponding daily maximum temperature with EGMD. Thence, multiple nonlinear regression of the daily global solar radiation and the corresponding daily maximum temperature are produced and compared with the real dataset accordingly. 相似文献
984.
In this paper we study the problem of identifying a popula-tion with one of the two populations, with an aim to control both types of errors. We assume that the populations are normal with unknown means, but with unit variance. We have cited examples from anthropological studies where our formulation of the problem fits in quite nicely. We observe that SPRT’s based on the maximal invariant may not terminate with probability one. Simulation studies reported here show a substantial saving in the average number of samples compared to the best invariant fixed sample test. 相似文献
985.
We obtain first order asymptotic expansions for the distribution of the excess of a standard normal random walk over a curved boundary and the error probabilities of some repeated significance tests. The key step in the analysis is an asymptotic expansion for the conditional probability that the random walk has not crossed the boundary before the N step, given that it is near the boundary after the nth step. 相似文献
986.
987.
Göran Bronström 《统计学通讯:理论与方法》2013,42(3):203-221
A technique for selection procedures, called sequential rejection, is investigated. It is shown that this technique is posssible to apply to certain selection goals of the "all or nothing" type, i.e. "selecting a subset containing all good populations" or "selecting a subset containing no bad population". The analogy with existing sequential techniques in the general theory of simultaneous statistical inference is pointed out. 相似文献
988.
Christopher Jennison 《统计学通讯:理论与方法》2013,42(24):2887-2896
The problem of selecting the Bernoulli population which has the highest "success" probability is considered. It has been noted in several articles that the probability of a correct selection is the same, uniformly in the Bernoulli p-vector (P1,P2,….,Pk), for two or more different selection procedures. We give a general theorem which explains this phenomenon. An application of particular interest arises when "strong" curtailment of a single-stage procedure (as introduced by Bechhofer and Kulkarni (1982a) )is employed; the corresponding result for "weak" curtailment of a single-stage procedure needs no proof. The use of strong curtailment in place of weak curtailment requires no more (and usually many less) observations to achieve the same. 相似文献
989.
This paper deals with a regression model for several vari¬ables under the assumption that the errors have a multivariate t-distribution. The parameters of the model, the regression parameters, as well as the scale parameters and the degress of freedom of the error variable are estimated and the estimation procedure is illustrated by a numerical example, Also, the prop¬erties of the estimators and tests for the regression parameters are discussed. 相似文献
990.
By modifying the direct method to solve the overdetermined linear system we are able to present an algorithm for L1 estimation which appears to be superior computationally to any other known algorithm for the simple linear regression problem. 相似文献