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921.
Min Qin 《统计学通讯:理论与方法》2013,42(6):861-872
Let Y be an observable random vector and Z be an unobserved random variable with joint density f(y, z | θ), where θ is an unknown parameter vector. Considering the problem of predicting Z based on Y, we derive Kshirsagar type lower bounds for the mean squared error of any predictor of Z. These bounds do not require the regularity conditions of Bhattacharyya bounds and hence are more widely applicable. Moreover, the new bounds are shown to be sharper than the corresponding Bhattacharyya bounds. The conditions for attaining the new lower bounds are useful for easy derivation of best unbiased predictors, which we illustrate with some examples. 相似文献
922.
This study is mainly concerned with estimating a shift parameter in the two-sample location problem. The proposed Smoothed Mann–Whitney–Wilcoxon method smooths the empirical distribution functions of each sample by using convolution technique, and it replaces unknown distribution functions F(x) and G(x ? Δ0) with the new smoothed distribution functions F s (x) and G s (x ? Δ0), respectively. The unknown shift parameter Δ0 is estimated by solving the gradient function S n (Δ) with respect to an arbitrary variable Δ. The asymptotic properties of the new estimator are established under some conditions that are similar to the Generalized Wilcoxon procedure proposed by Anderson and Hettmansperger (1996). Some of these properties are asymptotic normality, asymptotic level confidence interval, and hypothesis testing for Δ0. Asymptotic relative efficiency of the proposed method with respect to the least squares, Generalized Wilcoxon and Hodges and Lehmann (1963) procedures are also calculated under the contaminated normal model. 相似文献
923.
In ridge regression, the estimation of ridge parameter k is an important problem. There are several methods available in the literature to do this job some what efficiently. However, no attempts were made to suggest a confidence interval for the ridge parameter using the knwoledge from the data. In this article, we propose a data dependent confidence interval for the ridge parameter k. The method of obtaining the confidence interval is illustrated with the help of a data set. A simulation study indicates that the empirical coverage probability of the suggested confidence intervals are quite high. 相似文献
924.
Constantinos Petropoulos 《统计学通讯:理论与方法》2013,42(17):3153-3162
Under Stein's loss, a class of improved estimators for the scale parameter of a mixture of exponential distribution with unknown location is constructed. The method is analogous to Maruyama's (1998) construction for the variance of a normal distribution and also an extension of the result produced in Petropoulos and Kourouklis (2002). Also, robustness properties are considered. 相似文献
925.
Yoshihide Kakizawa 《统计学通讯:理论与方法》2013,42(20):3676-3691
The second-order local powers of a broad class of asymptotic chi-squared tests are considered in a composite case where both the parameter of interest and the nuisance parameter are possibly multidimensional for which no assumption has been made regarding global parametric orthogonality or curved exponentiality. The main result is that the second-order (point-by-point) local power identity holds if approximate third cumulants of a square-root version of the (modified) test statistic in the class vanish up to the second-order, which is an extension of Kakizawa (2010a) in the absence of the nuisance parameter. It is also shown that in the presence of the nuisance parameter, such a third cumulant condition does not always imply the second-order local unbiasedness of the resulting test. Then, the adjusted likelihood ratio test by Mukerjee (1993b) can be interpreted as the second-order local unbiased modification after applying the third cumulant condition. 相似文献
926.
The generalized weighted premium includes many classical premium principles. Most important of all, some of them have positive safe-loading. Some work had been done previously, the credibility premium derived under this premium principle cannot be applied to practice directly due to the difficulties of calculation and the estimation of structure parameters. In this article, we consider a new form of credibility estimator under the generalized weighted premium principle. In addition, the consistency of the estimator is shown and the comparisons were analyzed with previous results in the simulations. The results show that this “new” estimator is better than existed estimators under mean square error sense. Finally, the structure parameters in credibility factor were estimated in the models of multitude contracts. 相似文献
927.
Takemi Yanagimoto 《统计学通讯:理论与方法》2013,42(8):2779-2787
The conditional maximum likelihood estimator of the shape parameter in the two-parameter geometric distribution is introduced and explored. The estimator is compared with the unconditional maximum likelihood estimator and the uniformly minimum variance unbiased estimator. 相似文献
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