全文获取类型
收费全文 | 2119篇 |
免费 | 70篇 |
国内免费 | 13篇 |
专业分类
管理学 | 42篇 |
民族学 | 6篇 |
人口学 | 12篇 |
丛书文集 | 112篇 |
理论方法论 | 19篇 |
综合类 | 627篇 |
社会学 | 15篇 |
统计学 | 1369篇 |
出版年
2024年 | 3篇 |
2023年 | 10篇 |
2022年 | 15篇 |
2021年 | 16篇 |
2020年 | 29篇 |
2019年 | 58篇 |
2018年 | 58篇 |
2017年 | 104篇 |
2016年 | 77篇 |
2015年 | 58篇 |
2014年 | 67篇 |
2013年 | 579篇 |
2012年 | 185篇 |
2011年 | 82篇 |
2010年 | 60篇 |
2009年 | 76篇 |
2008年 | 66篇 |
2007年 | 80篇 |
2006年 | 59篇 |
2005年 | 80篇 |
2004年 | 57篇 |
2003年 | 53篇 |
2002年 | 55篇 |
2001年 | 45篇 |
2000年 | 50篇 |
1999年 | 21篇 |
1998年 | 19篇 |
1997年 | 17篇 |
1996年 | 20篇 |
1995年 | 15篇 |
1994年 | 12篇 |
1993年 | 8篇 |
1992年 | 15篇 |
1991年 | 5篇 |
1990年 | 12篇 |
1989年 | 6篇 |
1988年 | 4篇 |
1987年 | 2篇 |
1986年 | 5篇 |
1985年 | 4篇 |
1984年 | 1篇 |
1983年 | 3篇 |
1982年 | 3篇 |
1979年 | 2篇 |
1978年 | 1篇 |
1977年 | 2篇 |
1975年 | 3篇 |
排序方式: 共有2202条查询结果,搜索用时 343 毫秒
1.
2.
3.
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
4.
The product partition model (PPM) is a well-established efficient statistical method for detecting multiple change points in time-evolving univariate data. In this article, we refine the PPM for the purpose of detecting multiple change points in correlated multivariate time-evolving data. Our model detects distributional changes in both the mean and covariance structures of multivariate Gaussian data by exploiting a smaller dimensional representation of correlated multiple time series. The utility of the proposed method is demonstrated through experiments on simulated and real datasets. 相似文献
6.
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
7.
Biao Zhang 《Australian & New Zealand Journal of Statistics》2004,46(3):407-423
Demonstrated equivalence between a categorical regression model based on case‐control data and an I‐sample semiparametric selection bias model leads to a new goodness‐of‐fit test. The proposed test statistic is an extension of an existing Kolmogorov–Smirnov‐type statistic and is the weighted average of the absolute differences between two estimated distribution functions in each response category. The paper establishes an optimal property for the maximum semiparametric likelihood estimator of the parameters in the I‐sample semiparametric selection bias model. It also presents a bootstrap procedure, some simulation results and an analysis of two real datasets. 相似文献
8.
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
9.
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
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