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排序方式: 共有116条查询结果,搜索用时 906 毫秒
1.
研究了以扩充Jacobi多项式(1+x)Vn(x)的零点为基点的Lagrange插值多项式Ln(f,x)逼近/k)的一些问题. 相似文献
2.
Detecting parameter shift in garch models 总被引:1,自引:0,他引:1
Chia-Shang James Chu 《Econometric Reviews》1995,14(2):241-266
This paper applies recent theories of testing for parameter constancy to the conditional variance in a GARCH model. The supremum Lagrange multiplier test for conditional Gaussian GARCH models and its robustified variants are discussed. The asymptotic null distribution of the test statistics are derived from the weak convergence of the scores, and the critical values from the hitting probability of squared Bessel process.
Monte Carlo studies on the finite sample size and power performance of the supremum LM tests are conducted. Applications of these tests to S&P 500 indicate that the hypothesis of stable conditional variance parameters can be rejected. 相似文献
Monte Carlo studies on the finite sample size and power performance of the supremum LM tests are conducted. Applications of these tests to S&P 500 indicate that the hypothesis of stable conditional variance parameters can be rejected. 相似文献
3.
Nilgun Ozgul 《统计学通讯:理论与方法》2019,48(6):1481-1492
In recent years, calibration estimation has become an important field of research in survey sampling. This paper proposes a new calibration estimator for the population mean in the presence of two auxiliary variables in stratified sampling. The theory of new calibration estimator is given and optimum calibration weights are derived. A simulation study is carried out to performance of the proposed calibration estimator over other existing calibration estimators. The results reveal that the proposed calibration estimators are more efficient than other existing calibration estimators in stratified sampling. 相似文献
4.
Amit Sen 《统计学通讯:理论与方法》2018,47(7):1580-1596
We show that the Lagrange multiplier (LM) unit root test exhibits size distortions when a break in the innovation variance exists but is ignored. We develop a modified LM unit root test that is based on a generalized least-squares transformation of the original series. The asymptotic null distribution of the new modified LM unit root test is derived. Finite-sample simulation evidence shows that the modified LM unit root test maintains its size and has reasonable power against the trend stationary alternative. 相似文献
5.
This article develops the locally uniformly most powerful unbiased Lagrange multiplier test of normality of regression disturbances within the family of power exponential distributions. The small sample power properties of the test are compared in a Monte Carlo study with 6 well-known tests across 12 alternative nonnormal distributions. In addition, the finite sample power properties for nonnormal alternatives within the power exponential family are summarized by estimating response surfaces. The results suggest that the proposed text is computationally convenient and possesses relatively attractive power properties even against alternatives outside the power exponential family. 相似文献
6.
Blest (2000, Aust. N. Z. J. Stat. 42 , 101–111) proposed a new measure of rank correlation that is sensitive to discrepancies in the small ranks. This paper investigates the efficiency properties of non‐parametric tests for independence based on Blest's correlation coefficient and its modifications. Pitman efficiency comparisons are made with analogous tests existing in the literature. Conditions for Pitman optimality of the Blest‐type tests are established. 相似文献
7.
Richard Blundell 《Econometric Reviews》2013,32(2):185-187
This paper considers Lagrange Multiplier (LM) and Likelihood Ratio (LR) tests for determining the cointegrating rank of a vector autoregressive system. n order to deal with outliers and possible fat-tailedness of the error process, non-Gaussian likelihoods are used to carry out the estimation. The limiting distributions of the tests based on these non-Gaussian pseudo-)likelihoods are derived. These distributions depend on nuisance parameters. An operational procedure is proposed to perform inference. It appears that the tests based on non-Gaussian pseudo-likelihoods are much more powerful than their Gaussian counterparts if the errors are fat-tailed. Moreover, the operational LM-type test has a better overall performance than the LR-type test. Copyright O 1998 by Marcel Dekker, Inc. 相似文献
8.
Allan W. Gregory 《商业与经济统计学杂志》2013,31(1):107-115
In this article we propose a nonparametric test for autoregressive conditional heteroscedasticity based on finite-state Markov chains. A simple Monte Carlo experiment suggests that in finite samples it performs comparably to the Lagrange multiplier test under conditional normality and is superior for the t, lognormal, and exponential distributions. As an illustration, we apply both tests to Canadian/U.S. forward foreign exchange data. 相似文献
9.
为了加强算法的稀疏性和稳定性,在SCAD基础上提出了一种新的稀疏惩罚函数,并加入到拉格朗日约束神经网络中,以克服传统盲源分离方法和独立分量分析方法的缺陷,有效地避免了方程的病态问题,提高盲目图像复原的稀疏性、稳定性和准确性。通过人工数据和真实数据的不同复原算法对比实验,证明了带稀疏惩罚的拉格朗日约束神经网络盲目图像复原技术具有良好的图像复原效果。 相似文献
10.
王一铁 《济南大学学报(社会科学版)》1997,(1)
在求常微分方程初值问题的数值解时,本文在欧拉方法计算结果上再补充一个拉格朗日余项的近似值,以期达到提高精确度的效果,并由此而构造了一个新的计算格式. 相似文献