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排序方式: 共有2754条查询结果,搜索用时 15 毫秒
1.
AbstractThis paper focuses on the inference of suitable generally non linear functions in stochastic volatility models. In this context, in order to estimate the variance of the proposed estimators, a moving block bootstrap (MBB) approach is suggested and discussed. Under mild assumptions, we show that the MBB procedure is weakly consistent. Moreover, a methodology to choose the optimal length block in the MBB is proposed. Some examples and simulations on the model are also made to show the performance of the proposed procedure. 相似文献
2.
Nuttanan Wichitaksorn 《统计学通讯:理论与方法》2020,49(8):1801-1817
AbstractThis article proposes a new approach to analyze multiple vector autoregressive (VAR) models that render us a newly constructed matrix autoregressive (MtAR) model based on a matrix-variate normal distribution with two covariance matrices. The MtAR is a generalization of VAR models where the two covariance matrices allow the extension of MtAR to a structural MtAR analysis. The proposed MtAR can also incorporate different lag orders across VAR systems that provide more flexibility to the model. The estimation results from a simulation study and an empirical study on macroeconomic application show favorable performance of our proposed models and method. 相似文献
3.
Rodolphe Priam 《统计学通讯:理论与方法》2020,49(18):4468-4489
AbstractThe mean estimators with ratio depend on multiple auxiliary variables and unknown parameters in a finite population setting. We propose a new generalized approach with matrices for modeling the mutivariate mean estimators with two auxiliary variables. Our approach brings naturally a graphical analysis for comparing mean estimators. 相似文献
5.
Sets of relatively short time series arise in many situations. One aspect of their analysis may be the detection of outlying
series. We examine the performance of standard normal outlier tests applied to the means, or to simple functions of the means,
of AR(1) series, not necessarily of equal lengths. Although unequal lengths of series implies that the means have unequal
variances, that are only known approximately, it is shown that nominal significance levels hold good under most circumstances.
Thus a standard outlier test can usefully be applied, avoiding the complication of estimating the time series' parameters.
The test's power is affected by unequal lengths, being higher when the slippage occurs in one of the longer series 相似文献
6.
On Optimality of Bayesian Wavelet Estimators 总被引:2,自引:0,他引:2
Felix Abramovich Umberto Amato Claudia Angelini 《Scandinavian Journal of Statistics》2004,31(2):217-234
Abstract. We investigate the asymptotic optimality of several Bayesian wavelet estimators, namely, posterior mean, posterior median and Bayes Factor, where the prior imposed on wavelet coefficients is a mixture of a mass function at zero and a Gaussian density. We show that in terms of the mean squared error, for the properly chosen hyperparameters of the prior, all the three resulting Bayesian wavelet estimators achieve optimal minimax rates within any prescribed Besov space for p ≥ 2. For 1 ≤ p < 2, the Bayes Factor is still optimal for (2 s +2)/(2 s +1) ≤ p < 2 and always outperforms the posterior mean and the posterior median that can achieve only the best possible rates for linear estimators in this case. 相似文献
7.
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
8.
Summary:
The H–family of distributions or H–distributions, introduced by Tukey (1960; 1977), are
generated by a single transformation of the standard normal distribution and allow for leptokurtosis
represented by the parameter h. Alternatively, Haynes et al. (1997) generated leptokurtic distributions
by applying the K–transformation to the normal distribution. In this study we propose a third transformation,
the so–called J–transformation, and derive some properties of this transformation. Moreover,
so-called elongation generating functions (EGFs) are introduced. By means of EGFs we are able to
visualize the strength of tail elongation and to construct new transformations. Finally, we compare the
three transformations towards their goodness–of–fit in the context of financial return data. 相似文献
9.
John D. Emerson David C. Hoaglin Frederick Mosteller 《Statistical Methods and Applications》1993,2(3):269-290
Summary Meta-analyses of sets of clinical trials often combine risk differences from several 2×2 tables according to a random-effects
model. The DerSimonian-Laird random-effects procedure, widely used for estimating the populaton mean risk difference, weights
the risk difference from each primary study inversely proportional to an estimate of its variance (the sum of the between-study
variance and the conditional within-study variance). Because those weights are not independent of the risk differences, however,
the procedure sometimes exhibits bias and unnatural behavior. The present paper proposes a modified weighting scheme that
uses the unconditional within-study variance to avoid this source of bias. The modified procedure has variance closer to that
available from weighting by ideal weights when such weights are known. We studied the modified procedure in extensive simulation
experiments using situations whose parameters resemble those of actual studies in medical research. For comparison we also
included two unbiased procedures, the unweighted mean and a sample-size-weighted mean; their relative variability depends
on the extent of heterogeneity among the primary studies. An example illustrates the application of the procedures to actual
data and the differences among the results.
This research was supported by Grant HS 05936 from the Agency for Health Care Policy and Research to Harvard University. 相似文献
10.
The robustness of Mauchly's sphericity test criterion when sampling from a mixture of two multivariate normal distributions is studied. The distribution of the sphericity test criterion when the sample covariance matrix has a non-central Wishart density of rank one is derived in terms of Meijer's G-functions; its distribution under the mixture model is then deduced. The robustness is studied by computing actual significance levels of the test under the mixture model using the critical values under the usual normal model. 相似文献