全文获取类型
收费全文 | 4529篇 |
免费 | 523篇 |
国内免费 | 234篇 |
专业分类
化学 | 387篇 |
晶体学 | 3篇 |
力学 | 299篇 |
综合类 | 117篇 |
数学 | 3411篇 |
物理学 | 1069篇 |
出版年
2023年 | 47篇 |
2022年 | 57篇 |
2021年 | 123篇 |
2020年 | 96篇 |
2019年 | 98篇 |
2018年 | 83篇 |
2017年 | 159篇 |
2016年 | 184篇 |
2015年 | 108篇 |
2014年 | 263篇 |
2013年 | 402篇 |
2012年 | 216篇 |
2011年 | 242篇 |
2010年 | 219篇 |
2009年 | 277篇 |
2008年 | 285篇 |
2007年 | 264篇 |
2006年 | 223篇 |
2005年 | 228篇 |
2004年 | 162篇 |
2003年 | 136篇 |
2002年 | 138篇 |
2001年 | 138篇 |
2000年 | 133篇 |
1999年 | 114篇 |
1998年 | 115篇 |
1997年 | 85篇 |
1996年 | 71篇 |
1995年 | 68篇 |
1994年 | 62篇 |
1993年 | 51篇 |
1992年 | 43篇 |
1991年 | 32篇 |
1990年 | 48篇 |
1989年 | 28篇 |
1988年 | 21篇 |
1987年 | 39篇 |
1986年 | 21篇 |
1985年 | 51篇 |
1984年 | 21篇 |
1983年 | 14篇 |
1982年 | 20篇 |
1981年 | 16篇 |
1980年 | 13篇 |
1979年 | 19篇 |
1978年 | 14篇 |
1977年 | 8篇 |
1976年 | 5篇 |
1974年 | 6篇 |
1973年 | 7篇 |
排序方式: 共有5286条查询结果,搜索用时 15 毫秒
61.
This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests. 相似文献
62.
Frank N. Proske Madan L. Puri 《Proceedings of the American Mathematical Society》2003,131(9):2937-2944
In this article we prove a strong law of large numbers for Borel measurable nonseparably valued random elements in the case of generalized random sets.
63.
In this paper we consider the problem of estimating an unknown joint distribution which is defined over mixed discrete and continuous variables. A nonparametric kernel approach is proposed with smoothing parameters obtained from the cross-validated minimization of the estimator's integrated squared error. We derive the rate of convergence of the cross-validated smoothing parameters to their ‘benchmark’ optimal values, and we also establish the asymptotic normality of the resulting nonparametric kernel density estimator. Monte Carlo simulations illustrate that the proposed estimator performs substantially better than the conventional nonparametric frequency estimator in a range of settings. The simulations also demonstrate that the proposed approach does not suffer from known limitations of the likelihood cross-validation method which breaks down with commonly used kernels when the continuous variables are drawn from fat-tailed distributions. An empirical application demonstrates that the proposed method can yield superior predictions relative to commonly used parametric models. 相似文献
64.
Michael A. Zazanis 《Queueing Systems》1992,11(4):419-428
We examine level crossings of sample paths of queueing processes and investigate the conditions under which the limiting empirical distribution for the workload process exists and is absolutely continuous. The connection between the density of the workload distribution and the rate of downcrossings is established as a sample path result that does not depend on any stochastic assumptions. As a corollary, we obtain the sample path version of the Takács formula connecting the time and customer stationary distributions in a queue. Defective limiting empirical distributions are considered and an expression for the mass at infinity is derived.This research has been supported in part by NSF Grants ECS-8811003 and DDM-8905638. 相似文献
65.
高阶非线性波动方程的有限差分方法 总被引:2,自引:0,他引:2
本文研究一类广泛的高阶非线性波动方程组初边值问题的有限差分格式,用离散泛函分析方法和先验估计的技巧得到了有限差分格式的收敛性。 相似文献
66.
无失效数据的Bayes和多层Bayes分析 总被引:3,自引:0,他引:3
本文推广了文献[6]的结果,对指数分布无失效数据的失效率,给出了Bayes估计、Bayes置信上限以及多层Bayes估计,从而可以得到无失效数据可靠度的估计,最后,结合实际问题进行了计算。 相似文献
67.
Miguel A. Arcones 《Annals of the Institute of Statistical Mathematics》1998,50(1):87-117
We consider exact weak and strong Bahadur-Kiefer representations of the least absolute deviation estimator for the linear regression model. The precise behavior of these representations is obtained under minimal conditions. 相似文献
68.
Let X1, X2, …, Xn be random vectors that take values in a compact set in Rd, d ≥ 1. Let Y1, Y2, …, Yn be random variables (“the responses”) which conditionally on X1 = x1, …, Xn = xn are independent with densities f(y | xi, θ(xi)), i = 1, …, n. Assuming that θ lives in a sup-norm compact space Θq,d of real valued functions, an optimal L1-consistent estimator
of θ is constructed via empirical measures. The rate of convergence of the estimator to the true parameter θ depends on Kolmogorov's entropy of Θq,d. 相似文献
69.
Sergio Albeverio Yeneng Sun Jiang-Lun Wu 《Transactions of the American Mathematical Society》2007,359(2):517-527
It is shown that for a large collection of independent martingales, the martingale property is preserved on the empirical processes. Under the assumptions of independence and identical finite-dimensional distributions, it is proved that a large collection of stochastic processes are martingales essentially if and only if the empirical processes are also martingales. These two results have implications on the testability of the martingale property in scientific modeling. Extensions to submartingales and supermartingales are given.
70.