全文获取类型
收费全文 | 645篇 |
免费 | 43篇 |
国内免费 | 1篇 |
专业分类
财政金融 | 102篇 |
工业经济 | 10篇 |
计划管理 | 350篇 |
经济学 | 89篇 |
综合类 | 7篇 |
运输经济 | 3篇 |
旅游经济 | 15篇 |
贸易经济 | 66篇 |
农业经济 | 28篇 |
经济概况 | 19篇 |
出版年
2023年 | 8篇 |
2022年 | 3篇 |
2021年 | 14篇 |
2020年 | 27篇 |
2019年 | 41篇 |
2018年 | 27篇 |
2017年 | 35篇 |
2016年 | 36篇 |
2015年 | 18篇 |
2014年 | 35篇 |
2013年 | 59篇 |
2012年 | 22篇 |
2011年 | 29篇 |
2010年 | 17篇 |
2009年 | 35篇 |
2008年 | 32篇 |
2007年 | 28篇 |
2006年 | 21篇 |
2005年 | 22篇 |
2004年 | 28篇 |
2003年 | 17篇 |
2002年 | 11篇 |
2001年 | 11篇 |
2000年 | 13篇 |
1999年 | 8篇 |
1998年 | 12篇 |
1997年 | 13篇 |
1996年 | 8篇 |
1995年 | 7篇 |
1994年 | 9篇 |
1993年 | 6篇 |
1992年 | 4篇 |
1991年 | 6篇 |
1990年 | 3篇 |
1989年 | 8篇 |
1988年 | 1篇 |
1987年 | 6篇 |
1986年 | 1篇 |
1985年 | 3篇 |
1984年 | 2篇 |
1983年 | 2篇 |
1982年 | 1篇 |
排序方式: 共有689条查询结果,搜索用时 0 毫秒
1.
2.
We consider the problem of estimating a probability density function based on data that are corrupted by noise from a uniform distribution. The (nonparametric) maximum likelihood estimator for the corresponding distribution function is well defined. For the density function this is not the case. We study two nonparametric estimators for this density. The first is a type of kernel density estimate based on the empirical distribution function of the observable data. The second is a kernel density estimate based on the MLE of the distribution function of the unobservable (uncorrupted) data. 相似文献
3.
本文对韩国国内行政区域如市郡区等小地区的失业统计共同差额比进行推定的方法有联合推定量,Woolf推定量和Mantel-Haenszel推定量等。对这个推定量的可信度是通过偏差和平均平方误差的概念来进行比较的。从对京畿地区经济活动人口调查情况看,这个地区内的24个市郡单位行政自治地区的男、女失业率差额比的偏差及平均平方误差是通过本次研究提出的推定程序来推定的。这些推定数的稳定性和效率性可以通过相对偏差和相对平均误差平方根来评价。Woolf推定量或Mantel-Haenszel推定量比联合推定量更为稳定,从其效率性来看三者很相似。 相似文献
4.
Joseph Ngatchou-Wandji 《Revue internationale de statistique》2006,74(1):47-65
Three tests for the skewness of an unknown distribution are derived for iid data. They are based on suitable normalization of estimators of some usual skewness coefficients. Their asymptotic null distributions are derived. The tests are next shown to be consistent and their power under some sequences of local alternatives is investigated. Their finite sample properties are also studied through a simulation experiment, and compared to those of the √ b 2 -test. 相似文献
5.
Estimation in the interval censoring model is considered. A class of smooth functionals is introduced, of which the mean is an example. The asymptotic information lower bound for such functionals can be represented as an inner product of two functions. In case 1, i.e. one observation time per unobservable event time, both functions can be given explicitly. We mainly consider case 2, with two observation times for each unobservable event time, in the situation that the observation times can not become arbitrarily close to each other. For case 2, one of the functions in the inner product can only be given implicitly as solution to a Fredholm integral equation. We study properties of this solution and, in a sequel to this paper, prove that the nonparametric maximum likelihood estimator of the functional asymptotically reaches the information lower bound. 相似文献
6.
An extensive collection of continuous-time models of the short-term interest rate is evaluated over data sets that have appeared previously in the literature. The analysis, which uses the simulated maximum likelihood procedure proposed by Durham and Gallant (2002), provides new insights regarding several previously unresolved questions. For single factor models, I find that the volatility, not the drift, is the critical component in model specification. Allowing for additional flexibility beyond a constant term in the drift provides negligible benefit. While constant drift would appear to imply that the short rate is nonstationary, in fact, stationarity is volatility-induced. The simple constant elasticity of volatility model fits weekly observations of the three-month Treasury bill rate remarkably well but is easily rejected when compared with more flexible volatility specifications over daily data. The methodology of Durham and Gallant can also be used to estimate stochastic volatility models. While adding the latent volatility component provides a large improvement in the likelihood for the physical process, it does little to improve bond-pricing performance. 相似文献
7.
Summary The exact mean square error for the ratio estimator of a finite population total based on simple random sampling without replacement
is shown to have an expected value less than that of the variance of the ratio estimator based on Midzuno’s scheme, under
a usual super-population model. 相似文献
8.
The exact forms of the locally minimum variance unbiased estimators and their variances are given in the case of a discontinuous
density function. 相似文献
9.
Robustness issues in multilevel regression analysis 总被引:8,自引:0,他引:8
A multilevel problem concerns a population with a hierarchical structure. A sample from such a population can be described as a multistage sample. First, a sample of higher level units is drawn (e.g. schools or organizations), and next a sample of the sub‐units from the available units (e.g. pupils in schools or employees in organizations). In such samples, the individual observations are in general not completely independent. Multilevel analysis software accounts for this dependence and in recent years these programs have been widely accepted. Two problems that occur in the practice of multilevel modeling will be discussed. The first problem is the choice of the sample sizes at the different levels. What are sufficient sample sizes for accurate estimation? The second problem is the normality assumption of the level‐2 error distribution. When one wants to conduct tests of significance, the errors need to be normally distributed. What happens when this is not the case? In this paper, simulation studies are used to answer both questions. With respect to the first question, the results show that a small sample size at level two (meaning a sample of 50 or less) leads to biased estimates of the second‐level standard errors. The answer to the second question is that only the standard errors for the random effects at the second level are highly inaccurate if the distributional assumptions concerning the level‐2 errors are not fulfilled. Robust standard errors turn out to be more reliable than the asymptotic standard errors based on maximum likelihood. 相似文献
10.
In this paper, progressive stress accelerated life tests are considered when the lifetime of a product under use condition
follows a finite mixture of distributions. The experiment is performed when each of the components in the mixture follows
a general class of distributions which includes, among others, the Weibull, compound Weibull, power function, Gompertz and
compound Gompertz distributions. It is assumed that the scale parameter of each component satisfies the inverse power low,
the progressive stress is directly proportional to time and the cumulative exposure model for the effect of changing stress
holds. Based on type-I censoring, the maximum likelihood estimates (MLEs) of the parameters under consideration are obtained.
A special attention is paid to a mixture of two Rayleigh components. Simulation results are carried out to study the precision
of the MLEs and to obtain confidence intervals for the parameters involved. 相似文献