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651.
The Lomax (Pareto II) distribution has found wide application in a variety of fields. We analyze the second-order bias of the maximum likelihood estimators of its parameters for finite sample sizes, and show that this bias is positive. We derive an analytic bias correction which reduces the percentage bias of these estimators by one or two orders of magnitude, while simultaneously reducing relative mean squared error. Our simulations show that this performance is very similar to that of a parametric bootstrap correction based on a linear bias function. Three examples with actual data illustrate the application of our bias correction. 相似文献
652.
This article considers the estimation of the restricted ridge regression parameter in singular models. The problem is commenced with considering elliptically contoured equality constrained and then followed by proposing the preliminary test estimator. Along with proposing some important properties of this estimator, a real example satisfying the elliptical assumption is also given to bring the problem into a noticeable issue. 相似文献
653.
Vassilly Voinov 《统计学通讯:理论与方法》2013,42(21):4622-4630
The Wald's method for constructing chi-squared tests of fit has been formulated more accurately. It is shown that Wald's type statistics will follow the central chi-squared distribution if and only if the limit covariance matrix of standardized frequencies will not depend on unknown parameters. Several examples that illustrate this important fact are presented. In particular, it is shown that the goodness-of-fit statistic developed by Moore and Stubblebine does not follow the chi-squared limit distribution, and, hence, cannot be used for testing multivariate normality. 相似文献
654.
Francesco Porro 《统计学通讯:理论与方法》2013,42(18):3967-3977
The aim of this article is to establish an ordering related to the inequality for the recently introduced Zenga distribution. In addition to the well-known order based on the Lorenz curve, the order based on I(p) curve is considered. Since the Zenga distribution seems to be suitable to model wealth, financial, actuarial, and, especially, income distributions, these findings are fundamental in the understanding of how parameter values are related to inequality. This investigation shows that for the Zenga distribution, two of the three parameters are inequality indicators. 相似文献
655.
ABSTRACTThis article investigates a quasi-maximum exponential likelihood estimator(QMELE) for a non stationary generalized autoregressive conditional heteroscedastic (GARCH(1,1)) model. Asymptotic normality of this estimator is derived under a non stationary condition. A simulation study and a real example are given to evaluate the performance of QMELE for this model. 相似文献
656.
Ryan T. Godwin 《统计学通讯:理论与方法》2013,42(7):1887-1901
ABSTRACTWe derive an analytic expression for the bias of the maximum likelihood estimator of the parameter in a doubly-truncated Poisson distribution, which proves highly effective as a means of bias correction. For smaller sample sizes, our method outperforms the alternative of bias correction via the parametric bootstrap. Bias is of little concern in the positive Poisson distribution, the most common form of truncation in the applied literature. Bias appears to be the most severe in the doubly-truncated Poisson distribution, when the mean of the distribution is close to the right (upper) truncation. 相似文献
657.
ABSTRACTIn this article, we consider a sampling scheme in record-breaking data set-up, as record ranked set sampling. We compare the proposed sampling with the well-known sampling scheme in record values known as inverse sampling scheme when the underlying distribution follows the proportional hazard rate model. Various point estimators are obtained in each sampling schemes and compared with respect to mean squared error and Pitman measure of closeness criteria. It is observed in most of the situations that the new sampling scheme provides more efficient estimators than their counterparts. Finally, one data set has been analyzed for illustrative purposes. 相似文献
658.
A. K. Md. Ehsanes Saleh 《统计学通讯:理论与方法》2013,42(11):3145-3157
ABSTRACTThis article considers the estimation of a distribution function FX(x) based on a random sample X1, X2, …, Xn when the sample is suspected to come from a close-by distribution F0(x). The new estimators, namely the preliminary test (PTE) and Stein-type estimator (SE) are defined and compared with the “empirical distribution function” (edf) under local departure. In this case, we show that Stein-type estimators are superior to edf and PTE is superior to edf when it is close to F0(x). As a by-product similar estimators are proposed for population quantiles. 相似文献
659.
660.
S. Sengupta 《统计学通讯:理论与方法》2013,42(19):5745-5750
ABSTRACTLet P be the proportion of individuals in a finite population possessing a sensitive attribute. We consider the problem of unbiased estimation of (i) the variance of a linear unbiased estimator of P and (ii) the population variance P (1—P) for a given probability sampling design under Warner's (1965) randomized response (RR) plan when independent responses are obtained from each sampled individual as many times as he/she is selected in the sample and prove the admissibility of a quadratic unbiased estimator for each. 相似文献