全文获取类型
收费全文 | 1346篇 |
免费 | 33篇 |
国内免费 | 3篇 |
专业分类
管理学 | 49篇 |
民族学 | 1篇 |
人口学 | 4篇 |
丛书文集 | 12篇 |
理论方法论 | 12篇 |
综合类 | 77篇 |
社会学 | 13篇 |
统计学 | 1214篇 |
出版年
2023年 | 8篇 |
2022年 | 6篇 |
2021年 | 9篇 |
2020年 | 17篇 |
2019年 | 41篇 |
2018年 | 55篇 |
2017年 | 94篇 |
2016年 | 33篇 |
2015年 | 33篇 |
2014年 | 47篇 |
2013年 | 508篇 |
2012年 | 110篇 |
2011年 | 20篇 |
2010年 | 25篇 |
2009年 | 47篇 |
2008年 | 48篇 |
2007年 | 29篇 |
2006年 | 39篇 |
2005年 | 23篇 |
2004年 | 26篇 |
2003年 | 23篇 |
2002年 | 19篇 |
2001年 | 11篇 |
2000年 | 18篇 |
1999年 | 20篇 |
1998年 | 13篇 |
1997年 | 10篇 |
1996年 | 5篇 |
1995年 | 4篇 |
1994年 | 8篇 |
1993年 | 4篇 |
1992年 | 2篇 |
1991年 | 1篇 |
1990年 | 2篇 |
1989年 | 2篇 |
1988年 | 2篇 |
1987年 | 1篇 |
1986年 | 1篇 |
1985年 | 4篇 |
1984年 | 1篇 |
1983年 | 4篇 |
1982年 | 3篇 |
1980年 | 3篇 |
1979年 | 1篇 |
1977年 | 1篇 |
1975年 | 1篇 |
排序方式: 共有1382条查询结果,搜索用时 31 毫秒
1.
David R. Bickel 《统计学通讯:理论与方法》2020,49(11):2703-2712
AbstractConfidence sets, p values, maximum likelihood estimates, and other results of non-Bayesian statistical methods may be adjusted to favor sampling distributions that are simple compared to others in the parametric family. The adjustments are derived from a prior likelihood function previously used to adjust posterior distributions. 相似文献
2.
The problem considered is that of finding an optimum measurement schedule to estimate population parameters in a nonlinear model when the patient effects are random. The paper presents examples of the use of sensitivity functions, derived from the General Equivalence Theorem for D-optimality, in the construction of optimum population designs for such schedules. With independent observations, the theorem applies to the potential inclusion of a single observation. However, in population designs the observations are correlated and the theorem applies to the inclusion of an additional measurement schedule. In one example, three groups of patients of differing size are subject to distinct schedules. Numerical, as opposed to analytical, calculation of the sensitivity function is advocated. The required covariances of the observations are found by simulation. 相似文献
3.
《Econometric Reviews》2007,26(1):1-24
This paper extends the current literature on the variance-causality topic providing the coefficient restrictions ensuring variance noncausality within multivariate GARCH models with in-mean effects. Furthermore, this paper presents a new multivariate model, the exponential causality GARCH. By the introduction of a multiplicative causality impact function, the variance causality effects becomes directly interpretable and can therefore be used to detect both the existence of causality and its direction; notably, the proposed model allows for increasing and decreasing variance effects. An empirical application evidences negative causality effects between returns and volume of an Italian stock market index future contract. 相似文献
4.
Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t-distribution 总被引:1,自引:0,他引:1
Adelchi Azzalini Antonella Capitanio 《Journal of the Royal Statistical Society. Series B, Statistical methodology》2003,65(2):367-389
Summary . A fairly general procedure is studied to perturb a multivariate density satisfying a weak form of multivariate symmetry, and to generate a whole set of non-symmetric densities. The approach is sufficiently general to encompass some recent proposals in the literature, variously related to the skew normal distribution. The special case of skew elliptical densities is examined in detail, establishing connections with existing similar work. The final part of the paper specializes further to a form of multivariate skew t -density. Likelihood inference for this distribution is examined, and it is illustrated with numerical examples. 相似文献
5.
Cédric Béguin Beat Hulliger 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2004,167(2):275-294
Summary. As a part of the EUREDIT project new methods to detect multivariate outliers in incomplete survey data have been developed. These methods are the first to work with sampling weights and to be able to cope with missing values. Two of these methods are presented here. The epidemic algorithm simulates the propagation of a disease through a population and uses extreme infection times to find outlying observations. Transformed rank correlations are robust estimates of the centre and the scatter of the data. They use a geometric transformation that is based on the rank correlation matrix. The estimates are used to define a Mahalanobis distance that reveals outliers. The two methods are applied to a small data set and to one of the evaluation data sets of the EUREDIT project. 相似文献
6.
Bayesian networks for imputation 总被引:1,自引:0,他引:1
Marco Di Zio Mauro Scanu Lucia Coppola Orietta Luzi Alessandra Ponti 《Journal of the Royal Statistical Society. Series A, (Statistics in Society)》2004,167(2):309-322
Summary. Bayesian networks are particularly useful for dealing with high dimensional statistical problems. They allow a reduction in the complexity of the phenomenon under study by representing joint relationships between a set of variables through conditional relationships between subsets of these variables. Following Thibaudeau and Winkler we use Bayesian networks for imputing missing values. This method is introduced to deal with the problem of the consistency of imputed values: preservation of statistical relationships between variables ( statistical consistency ) and preservation of logical constraints in data ( logical consistency ). We perform some experiments on a subset of anonymous individual records from the 1991 UK population census. 相似文献
7.
BAYESIAN SUBSET SELECTION AND MODEL AVERAGING USING A CENTRED AND DISPERSED PRIOR FOR THE ERROR VARIANCE 总被引:1,自引:0,他引:1
Edward Cripps Robert Kohn David Nott 《Australian & New Zealand Journal of Statistics》2006,48(2):237-252
This article proposes a new data‐based prior distribution for the error variance in a Gaussian linear regression model, when the model is used for Bayesian variable selection and model averaging. For a given subset of variables in the model, this prior has a mode that is an unbiased estimator of the error variance but is suitably dispersed to make it uninformative relative to the marginal likelihood. The advantage of this empirical Bayes prior for the error variance is that it is centred and dispersed sensibly and avoids the arbitrary specification of hyperparameters. The performance of the new prior is compared to that of a prior proposed previously in the literature using several simulated examples and two loss functions. For each example our paper also reports results for the model that orthogonalizes the predictor variables before performing subset selection. A real example is also investigated. The empirical results suggest that for both the simulated and real data, the performance of the estimators based on the prior proposed in our article compares favourably with that of a prior used previously in the literature. 相似文献
8.
Summary The paper deals with missing data and forecasting problems in multivariate time series making use of the Common Components
Dynamic Linear Model (DLMCC), presented in Quintana (1985), and West and Harrison (1989).
Some results are presented and discussed: exploiting the correlation between series, estimated by the DLMCC, the paper shows
as it is possible to update state vector posterior distributions for the unobserved series. This is realized on the base of
the updating of the observed series state vectors, for which the usual Kalman filter equations can be applied.
An application concerning some Italian private consumption series provides an example of the model capabilities. 相似文献
9.
The authors consider Bayesian analysis for continuous‐time Markov chain models based on a conditional reference prior. For such models, inference of the elapsed time between chain observations depends heavily on the rate of decay of the prior as the elapsed time increases. Moreover, improper priors on the elapsed time may lead to improper posterior distributions. In addition, an infinitesimal rate matrix also characterizes this class of models. Experts often have good prior knowledge about the parameters of this matrix. The authors show that the use of a proper prior for the rate matrix parameters together with the conditional reference prior for the elapsed time yields a proper posterior distribution. The authors also demonstrate that, when compared to analyses based on priors previously proposed in the literature, a Bayesian analysis on the elapsed time based on the conditional reference prior possesses better frequentist properties. The type of prior thus represents a better default prior choice for estimation software. 相似文献
10.
Tatiene C. Souza Tarciana L. Pereira Francisco Cribari-Neto Verônica M. C. Lima 《统计学通讯:模拟与计算》2016,45(2):625-642
We consider testing inference in inflated beta regressions subject to model misspecification. In particular, quasi-z tests based on sandwich covariance matrix estimators are described and their finite sample behavior is investigated via Monte Carlo simulations. The numerical evidence shows that quasi-z testing inference can be considerably more accurate than inference made through the usual z tests, especially when there is model misspecification. Interval estimation is also considered. We also present an empirical application that uses real (not simulated) data. 相似文献