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AbstractRecently, the study of the lifetime of systems in reliability and survival analysis in the presence of several causes of failure (competing risks) has attracted attention in the literature. In this paper, series and parallel systems with exponential lifetime for each item of the system are considered. Several causes of failure independently affect lifetime distributions and observations of failure times of the systems are considered under progressive Type-II censored scheme. For series systems, the maximum likelihood estimates of parameters are computed and confidence intervals for parameters of the model are obtained using Fisher information matrix. For parallel systems, the generalized EM algorithm which uses the Newton-Raphson algorithm inside the EM algorithm is used to compute the maximum likelihood estimates of parameters. Also, the standard errors of the maximum likelihood estimates are computed by using the supplemented EM algorithm. The simulation study confirms the good performance of the introduced approach. 相似文献
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It is well known that the testing of zero variance components is a non-standard problem since the null hypothesis is on the boundary of the parameter space. The usual asymptotic chi-square distribution of the likelihood ratio and score statistics under the null does not necessarily hold because of this null hypothesis. To circumvent this difficulty in balanced linear growth curve models, we introduce an appropriate test statistic and suggest a permutation procedure to approximate its finite-sample distribution. The proposed test alleviates the necessity of any distributional assumptions for the random effects and errors and can easily be applied for testing multiple variance components. Our simulation studies show that the proposed test has Type I error rate close to the nominal level. The power of the proposed test is also compared with the likelihood ratio test in the simulations. An application on data from an orthodontic study is presented and discussed. 相似文献
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In this paper, two control charts based on the generalized linear test (GLT) and contingency table are proposed for Phase-II monitoring of multivariate categorical processes. The performances of the proposed methods are compared with the exponentially weighted moving average-generalized likelihood ratio test (EWMA-GLRT) control chart proposed in the literature. The results show the better performance of the proposed control charts under moderate and large shifts. Moreover, a new scheme is proposed to identify the parameter responsible for an out-of-control signal. The performance of the proposed diagnosing procedure is evaluated through some simulation experiments. 相似文献
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Statistical Methods & Applications - While matrices are usually used as the basic data structure for experiments with repeated measurements or longitudinal data, testing methods for the... 相似文献
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Mahdi Rasekhi Rahim Chinipardaz Sayed Mohammad Reza Alavi 《Statistical Methods and Applications》2016,25(3):375-394
The skew normal distribution of Azzalini (Scand J Stat 12:171–178, 1985) has been found suitable for unimodal density but with some skewness present. Through this article, we introduce a flexible extension of the Azzalini (Scand J Stat 12:171–178, 1985) skew normal distribution based on a symmetric component normal distribution (Gui et al. in J Stat Theory Appl 12(1):55–66, 2013). The proposed model can efficiently capture the bimodality, skewness and kurtosis criteria and heavy-tail property. The paper presents various basic properties of this family of distributions and provides two stochastic representations which are useful for obtaining theoretical properties and to simulate from the distribution. Further, maximum likelihood estimation of the parameters is studied numerically by simulation and the distribution is investigated by carrying out comparative fitting of three real datasets. 相似文献
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Mohammad Reza Mahmoudi Marziyeh Mahmoudi Abbas Pak 《Journal of Statistical Computation and Simulation》2019,89(12):2280-2292
Classifying several regression models fitted on a dataset is one of the most problems in data analysis. In other words, scientists are interested in comparing several regression models that can be used for a dataset. In this paper, an approach will be used to compare and classify several dependent regression models. Then the performance of the proposed method is investigated using simulation study and real example. 相似文献
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Robert Schoen Nancy S. Landale Kimberly Daniels Yen‐Hsin Alice Cheng 《Journal of marriage and the family》2009,71(2):384-395
Social background has historically been recognized as a major factor influencing family behavior, though recent work has largely emphasized racial/ethnic influences. Here we use 1994 – 1995 and 2001 – 2002 Add Health data to examine the cohabitation, first marriage, and first birth experience of young women. In a multistate life table context, hypothetical cohorts specified in terms of race and mother’s education are followed, from age 11 to age 24, as they move through 6 family‐related statuses. The results indicate that, for both Black and White women, a higher level of maternal education is generally associated with less cohabitation, less marriage, fewer first births, and a higher percentage of women who experience none of those transitions before age 24. Racial and social background differences are conceptually and empirically distinct. Because mother’s education is associated with substantially different trajectories of early family behavior for both Blacks and Whites, we argue that social background merits increased attention in research on contemporary American family patterns. 相似文献