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31.
Melike Meterelliyoz Christos Alexopoulos David Goldsman 《European Journal of Operational Research》2012
We propose and analyze a new class of estimators for the variance parameter of a steady-state simulation output process. The new estimators are computed by averaging individual estimators from “folded” standardized time series based on overlapping batches composed of consecutive observations. The folding transformation on each batch can be applied more than once to produce an entire set of estimators. We establish the limiting distributions of the proposed estimators as the sample size tends to infinity while the ratio of the sample size to the batch size remains constant. We give analytical and Monte Carlo results showing that, compared to their counterparts computed from nonoverlapping batches, the new estimators have roughly the same bias but smaller variance. In addition, these estimators can be computed with order-of-sample-size work. 相似文献
32.
Eric C. Chi Liuyi Hu Arvind K. Saibaba Arvind U. K. Rao 《Journal of computational and graphical statistics》2019,28(1):36-47
We consider the problem of performing matrix completion with side information on row-by-row and column-by-column similarities. We build upon recent proposals for matrix estimation with smoothness constraints with respect to row and column graphs. We present a novel iterative procedure for directly minimizing an information criterion to select an appropriate amount of row and column smoothing, namely, to perform model selection. We also discuss how to exploit the special structure of the problem to scale up the estimation and model selection procedure via the Hutchinson estimator, combined with a stochastic Quasi-Newton approach. Supplementary material for this article is available online. 相似文献
33.
In this paper, a nonparametric method for reliability
of the stress-strength model is proposed when the dependent stress variable
and strength variable are subject to right censoring. The dependence between
variables is measured by the common Farlie-Gumbel-Morgenstern copula function
and Clayton copula function. Using the empirical process theory, consistency
and asymptotic normality of the proposed estimator is established in this
paper. The results of numerical simulation show that the proposed method
performs well in the case of finite sample. The method proposed in this paper
has a wide application prospect in practice. 相似文献
34.
35.
36.
A posteriori error analysis for nonconforming approximations of an anisotropic elliptic problem 下载免费PDF全文
Boujemâa Achchab Abdellatif Agouzal Adil Majdoubi Driss Meskine Ali Souissi 《Numerical Methods for Partial Differential Equations》2015,31(3):950-976
We develop in this article an a posteriori error estimator for the P1‐nonconforming finite element approximation, for a diffusion‐reaction equation. We adopt the error in a constitutive law approach in two and three dimensional space, for not necessary piecewise constant data of problems. The efficiency and the reliability of our estimators are proved, neither Helmholtz decomposition of the error nor saturation assumption. The constants are explicitly given, which prove the robustness of these estimators. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 950–976, 2015 相似文献
37.
The durability of the media proposed for the containment of commercial nuclear waste will be affected not only by the differences in groundwater composition that they might encounter but also by the changes that their own irradiation fields will make to these solutions. Experimental results that question the ability of current leaching experiments to predict the stability of nuclear waste composites are presented. 相似文献
38.
39.
Consider the classical nonparametric regression problem yi = f(ti) + ii = 1,...,n where ti = i/n, and i are i.i.d. zero mean normal with variance 2. The aim is to estimate the true function f which is assumed to belong to the smoothness class described by the Besov space B
pq
q
. These are functions belonging to Lp with derivatives up to order s, in Lp sense. The parameter q controls a further finer degree of smoothness. In a Bayesian setting, a prior on B
pq
q
is chosen following Abramovich, Sapatinas and Silverman (1998). We show that the optimal Bayesian estimator of f is then also a.s. in B
pq
q
if the loss function is chosen to be the Besov norm of B
pq
q
. Because it is impossible to compute this optimal Bayesian estimator analytically, we propose a stochastic algorithm based on an approximation of the Bayesian risk and simulated annealing. Some simulations are presented to show that the algorithm performs well and that the new estimator is competitive when compared to the more standard posterior mean. 相似文献
40.
Let X
1
,...,X
n
be a random sample drawn from distribution function F(x) with density function f(x) and suppose we want to estimate X(x). It is already shown that kernel estimator of F(x) is better than usual empirical distribution function in the sense of mean integrated squared error. In this paper we derive integrated squared error of kernel estimator and compare the error with that of the empirical distribution function. It is shown that the superiority of kernel estimators is not necessarily true in the sense of integrated squared error. 相似文献