全文获取类型
收费全文 | 576篇 |
免费 | 4篇 |
国内免费 | 3篇 |
专业分类
管理学 | 9篇 |
民族学 | 2篇 |
人口学 | 2篇 |
丛书文集 | 4篇 |
理论方法论 | 5篇 |
综合类 | 18篇 |
社会学 | 8篇 |
统计学 | 535篇 |
出版年
2023年 | 2篇 |
2022年 | 2篇 |
2021年 | 5篇 |
2020年 | 7篇 |
2019年 | 27篇 |
2018年 | 21篇 |
2017年 | 42篇 |
2016年 | 16篇 |
2015年 | 13篇 |
2014年 | 17篇 |
2013年 | 225篇 |
2012年 | 41篇 |
2011年 | 10篇 |
2010年 | 15篇 |
2009年 | 24篇 |
2008年 | 14篇 |
2007年 | 8篇 |
2006年 | 7篇 |
2005年 | 11篇 |
2004年 | 9篇 |
2003年 | 4篇 |
2002年 | 7篇 |
2001年 | 4篇 |
2000年 | 4篇 |
1999年 | 4篇 |
1998年 | 10篇 |
1997年 | 5篇 |
1995年 | 2篇 |
1994年 | 4篇 |
1993年 | 3篇 |
1992年 | 3篇 |
1991年 | 6篇 |
1990年 | 1篇 |
1988年 | 1篇 |
1984年 | 4篇 |
1982年 | 3篇 |
1981年 | 1篇 |
1978年 | 1篇 |
排序方式: 共有583条查询结果,搜索用时 0 毫秒
1.
Laurent Gardes Stéphane Girard Gilles Stupfler 《Scandinavian Journal of Statistics》2020,47(3):922-949
The conditional tail expectation (CTE) is an indicator of tail behavior that takes into account both the frequency and magnitude of a tail event. However, the asymptotic normality of its empirical estimator requires that the underlying distribution possess a finite variance; this can be a strong restriction in actuarial and financial applications. A valuable alternative is the median shortfall (MS), although it only gives information about the frequency of a tail event. We construct a class of tail Lp-medians encompassing the MS and CTE. For p in (1,2), a tail Lp-median depends on both the frequency and magnitude of tail events, and its empirical estimator is, within the range of the data, asymptotically normal under a condition weaker than a finite variance. We extrapolate this estimator and another technique to extreme levels using the heavy-tailed framework. The estimators are showcased on a simulation study and on real fire insurance data. 相似文献
2.
A Semi-parametric Regression Model with Errors in Variables 总被引:4,自引:0,他引:4
Abstract. In this paper, we consider a partial linear regression model with measurement errors in possibly all the variables. We use a method of moments and deconvolution to construct a new class of parametric estimators together with a non-parametric kernel estimator. Strong convergence, optimal rate of weak convergence and asymptotic normality of the estimators are investigated. 相似文献
3.
赵勤国 《山东师范大学学报(人文社会科学版)》2002,47(4):36-41
视觉艺术的形式美感研究是对美术本体的研究 ,它分为不同质的三个层次 ,即正常形式、反常形式和超常形式。“正常形式”具有自然真实、传统规范和流行图式的结构性特征 ,这是一个基础平台。“反常形式”是对正常形式的解构 ,需要发散思维 ,探索尽可能多的形式可能性 ,这是思维方式和审美趣味的转折点。“超常形式”是对反常形式和正常形式的个人化整合 ,目标是重构“个人化的超常形式” ,占据视觉艺术的制高点 相似文献
4.
Summary Letg(x) andf(x) be continuous density function on (a, b) and let {ϕj} be a complete orthonormal sequence of functions onL
2(g), which is the set of squared integrable functions weighted byg on (a, b). Suppose that
over (a, b). Given a grouped sample of sizen fromf(x), the paper investigates the asymptotic properties of the restricted maximum likelihood estimator of density, obtained by
setting all but the firstm of the ϑj’s equal to0. Practical suggestions are given for performing estimation via the use of Fourier and Legendre polynomial series.
Research partially supported by: CNR grant, n. 93. 00837. CT10. 相似文献
5.
当L是Fuzzy格时,证明了一个CⅡ拓扑分子格(L,η)可点式p.度量化当且仅当其是正则的;可点式度量化当且仅当其是正则T1的. 相似文献
6.
Estimation for Continuous Branching Processes 总被引:1,自引:0,他引:1
Ludger Overbeck 《Scandinavian Journal of Statistics》1998,25(1):111-126
The maximum-likelihood estimator for the curved exponential family given by continuous branching processes with immigration is investigated. These processes originated from population biology but also model the dynamics of interest rates and development of the state of technology in economics. It is proved that in contrast to branching processes with discrete space and/or time the MLE gives a unified approach to the inference. In order to include singular subdomains of the parameter space we modify the MLE slightly. Consistency and asymptotic normality for the MLE are considered. Concerning the asymptotic theory of the experiments, all three properties LAQ, LAN, and LAMN occur for different submodels 相似文献
7.
加权复合分位数回归方法在动态VaR风险度量中的应用 总被引:1,自引:0,他引:1
风险价值(VaR)因为简单直观,成为了当今国际上最主流的风险度量方法之一,而基于时间序列自回归(AR)模型来计算无条件风险度量值在实业界有广泛应用。本文基于分位数回归理论对AR模型提出了一个估计方法--加权复合分位数回归(WCQR)估计,该方法可以充分利用多个分位数信息提高参数估计的效率,并且对于不同的分位数回归赋予不同的权重,使得估计更加有效,文中给出了该估计的渐近正态性质。有限样本的数值模拟表明,当残差服从非正态分布时,WCQR估计的的统计性质接近于极大似然估计,而该估计是不需要知道残差分布的,因此,所提出的WCQR估计更加具有竞争力。此方法在预测资产收益的VaR动态风险时有较好的应用,我们将所提出的理论分析了我国九只封闭式基金,实证分析发现,结合WCQR方法求得的VaR风险与用非参数方法求得的VaR风险非常接近,而结合WCQR方法可以计算动态的VaR风险值和预测资产收益的VaR风险值。 相似文献
8.
This article considers a nonparametric additive seemingly unrelated regression model with autoregressive errors, and develops estimation and inference procedures for this model. Our proposed method first estimates the unknown functions by combining polynomial spline series approximations with least squares, and then uses the fitted residuals together with the smoothly clipped absolute deviation (SCAD) penalty to identify the error structure and estimate the unknown autoregressive coefficients. Based on the polynomial spline series estimator and the fitted error structure, a two-stage local polynomial improved estimator for the unknown functions of the mean is further developed. Our procedure applies a prewhitening transformation of the dependent variable, and also takes into account the contemporaneous correlations across equations. We show that the resulting estimator possesses an oracle property, and is asymptotically more efficient than estimators that neglect the autocorrelation and/or contemporaneous correlations of errors. We investigate the small sample properties of the proposed procedure in a simulation study. 相似文献
9.
In high-dimensional linear regression, the dimension of variables is always greater than the sample size. In this situation, the traditional variance estimation technique based on ordinary least squares constantly exhibits a high bias even under sparsity assumption. One of the major reasons is the high spurious correlation between unobserved realized noise and several predictors. To alleviate this problem, a refitted cross-validation (RCV) method has been proposed in the literature. However, for a complicated model, the RCV exhibits a lower probability that the selected model includes the true model in case of finite samples. This phenomenon may easily result in a large bias of variance estimation. Thus, a model selection method based on the ranks of the frequency of occurrences in six votes from a blocked 3×2 cross-validation is proposed in this study. The proposed method has a considerably larger probability of including the true model in practice than the RCV method. The variance estimation obtained using the model selected by the proposed method also shows a lower bias and a smaller variance. Furthermore, theoretical analysis proves the asymptotic normality property of the proposed variance estimation. 相似文献
10.
试说郭店简《成之闻之》两章 总被引:4,自引:0,他引:4
李学勤 《烟台大学学报(哲学社会科学版)》2000,13(4):457-460
《成之闻之》是郭店楚墓所出的竹简中的一篇儒家重要文献。本文就其中两章的缀联、释读和理解提出新见。简26至28为“圣人之性”章,论中人之性与圣人之性的区别,实际是对孔子“性论”的进一步阐释。简31至33,37至40,共7支简为“天常”章。此章论“天常”与“人伦”的关系,其思想亦源于孔子。总起来看,竹简这两章可以与传世儒家文献《大学》、《中庸》对读,通过比较,可以得出一些有益的结论。 相似文献