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991.
This paper proposes an estimator of the unknown size of a target population to which has been added a planted population of known size. The augmented population is observed for a fixed time and individuals are sighted according to independent Poisson processes. These processes may be time-inhomogeneous, but, within each population, the intensity function is the same for all individuals. When the two populations have the same intensity function, known results on factorial series distributions suggest that the proposed estimator is approximately unbiased and provide a useful estimator of standard deviation. Except for short sampling times, computational results confirm that the proposed population-size estimator is nearly unbiased, and indicate that it gives a better overall performance than existing estimators in the literature. The robustness of this performance is investigated in situations in which it cannot be assumed that the behaviour of the plants matches that of individuals from the target population. 相似文献
992.
Michael Bruce Swift 《统计学通讯:理论与方法》2013,42(5):748-759
I make recommendations in choosing a confidence interval for the Poisson mean, from twelve different methods, that are based on four general principles: actual coverage should closely match the nominal coverage; narrower expected widths of confidence intervals are better; the right and left non-coverage should be fairly balanced; and some investigators may prefer closed-form intervals. The interval chosen depends on the relative importance the investigator places on each of these principles. The confidence intervals are examined through graphs of their coverage probability, interval widths and shapes. 相似文献
993.
Davide Farchione 《统计学通讯:理论与方法》2013,42(15):2680-2694
It is well known that a Bayesian credible interval for a parameter of interest is derived from a prior distribution that appropriately describes the prior information. However, it is less well known that there exists a frequentist approach developed by Pratt (1961) that also utilizes prior information in the construction of frequentist confidence intervals. This frequentist approach produces confidence intervals that have minimum weighted average expected length, averaged according to some weight function that appropriately describes the prior information. We begin with a simple model as a starting point in comparing these two distinct procedures in interval estimation. Consider X 1,…, X n that are independent and identically N(μ, σ2) distributed random variables, where σ2 is known, and the parameter of interest is μ. Suppose also that previous experience with similar data sets and/or specific background and expert opinion suggest that μ = 0. Our aim is to: (a) develop two types of Bayesian 1 ? α credible intervals for μ, derived from an appropriate prior cumulative distribution function F(μ) more importantly; (b) compare these Bayesian 1 ? α credible intervals for μ to the frequentist 1 ? α confidence interval for μ derived from Pratt's frequentist approach, in which the weight function corresponds to the prior cumulative distribution function F(μ). We show that the endpoints of the Bayesian 1 ? α credible intervals for μ are very different to the endpoints of the frequentist 1 ? α confidence interval for μ, when the prior information strongly suggests that μ = 0 and the data supports the uncertain prior information about μ. In addition, we assess the performance of these intervals by analyzing their coverage probability properties and expected lengths. 相似文献
994.
There have been many alternative strategies for implementing sampling survey on quantitative characteristic of sensitive issues by using randomized response (RR) technique. The efficiency of most of those strategies has been improved by choosing the suitable design parameters of model. However, the two different procedures with pre-assigned design parameter values cannot ensure that they possess the same protection degree to the respondents. Some earlier comparisons of those strategies are inadequate (as in Eichhorn and Hayre, 1983; Gupta et al., 2002). Some literature contains a more comprehensive comparison based on efficiency and protection degree to the respondents among the qualitative characteristic RR techniques (see Bhargava and Singh, 2002; Nayak, 1994; Zaizai and Zankan, 2004). As far as the comparisons are concerned that are based on efficiency and protection degree to the respondents among the quantitative characteristic RR techniques, very few related studies have been found so far. The purpose of this article is to give a more adequate comparison among those earlier quantitative characteristic RR strategies. It is found that several important differences between the results obtained in this article and some known results exist. Therefore, these earlier RR strategies should be reevaluated. 相似文献
995.
We compare Bayesian and sample theory model specification criteria. For the Bayesian criteria we use the deviance information criterion and the cumulative density of the mean squared errors of forecast. For the sample theory criterion we use the conditional Kolmogorov test. We use Markov chain Monte Carlo methods to obtain the Bayesian criteria and bootstrap sampling to obtain the conditional Kolmogorov test. Two non nested models we consider are the CIR and Vasicek models for spot asset prices. Monte Carlo experiments show that the DIC performs better than the cumulative density of the mean squared errors of forecast and the CKT. According to the DIC and the mean squared errors of forecast, the CIR model explains the daily data on uncollateralized Japanese call rate from January 1, 1990 to April 18, 1996; but according to the CKT, neither the CIR nor Vasicek models explains the daily data. 相似文献
996.
In this article, we study the SB-robustness of various estimators of the mean direction (μ) and the concentration parameter (ρ) of the wrapped normal distribution. The functional corresponding to the sample mean direction is seen to be not SB-robust as an estimator of μ at the family of wrapped normal distributions with varying ρ, whereas the γ-trimmed mean direction is SB-robust at the same family of distributions for the different dispersion measures considered in this article. We also study the SB-robustness of the moment estimator of ρ and also that for a newly introduced trimmed estimator of ρ. 相似文献
997.
Jibo Wu 《统计学通讯:理论与方法》2013,42(17):5193-5203
ABSTRACTRegression models are usually used in forecasting (predicting) unknown values of the response variable y. This article considers the predictive performance of the almost unbiased Liu estimator compared to the ordinary least-squares estimator, principal component regression estimator, and Liu estimator. Finally, we present a numerical example to explain the theoretical results and we obtain a region where the almost unbiased Liu estimator is uniformly superior to the ordinary least-squares estimator, principal component regression estimator, and Liu estimator. 相似文献
998.
Yong Li 《统计学通讯:理论与方法》2013,42(21):5193-5194
999.
This paper deals with the estimation of "the fraction of variance expiained" in one-way classification. A comparative study of two estimators for model II (random effects) is made by computing approximately their biases and mean-square errors in the balanced case. A similar study is made for model I (fixed effects) where we study one estimator and give asymptotic formulae for its bias and mean-square error. 相似文献
1000.
An alternative to the conventional sample quantlle Is proposed as a nonparametrlc estimator of a continuous population quantlle.The alternative estimator Is a "generalized sample quantlle" obtained by averaging an appropriate subsample quantlle over all subsamples of .a fixed size.Since the resulting statistic is a U-statistic with representation also as a linear combination of order statistics, known results are employed then to establish asymptotic normality.The alternative estimator is shown to be asymptotically efficient in the class of nonparametrlc models specified by Pfanzagl (1975).Analytic results and Monte Carlo studies with a moderate sample size for a variety of distributions Indicate that the proposed estimator usually provides mean square error of estimation less than that of the conventional sample quantile. 相似文献