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排序方式: 共有1108条查询结果,搜索用时 16 毫秒
31.
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
32.
33.
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
34.
35.
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
36.
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
37.
RANDOM WEIGHTING APPROXIMATION IN LINEAR REGRESSION MODELS 总被引:1,自引:0,他引:1
石坚 《应用数学学报(英文版)》1996,12(2):137-143
RANDOMWEIGHTINGAPPROXIMATIONINLINEARREGRESSIONMODELSSHIJIAN(DepartmentofProbabilityandStatistics,PekingUniversity,Beijing1008... 相似文献
38.
Representation theorem and local asymptotic minimax theorem are derived for nonparametric estimators of the distribution function on the basis of randomly truncated data. The convolution-type representation theorem asserts that the limiting process of any regular estimator of the distribution function is at least as dispersed as the limiting process of the product-limit estimator. The theorems are similar to those results for the complete data case due to Beran (1977, Ann. Statist., 5, 400–404) and for the censored data case due to Wellner (1982, Ann. Statist., 10, 595–602). Both likelihood and functional approaches are considered and the proofs rely on the method of Begun et al. (1983, Ann. Statist., 11, 432–452) with slight modifications.Division of Biostatistics, School of Public Health, Columbia Univ. 相似文献
39.
分位点函数的光滑非参数估计的BAHADUR表示 总被引:1,自引:0,他引:1
文中对分位函数给出了具有更广泛应用的光滑分位估计,证明了该光滑分位估计的逐点和一致的Bahadur强表示定理;并由此结果推导了估计的重对数律,强逼近等深刻结果。 相似文献
40.
For a simple multivariate regression model, nonparametric estimation of the (vector of) intercept following a preliminary test on the regression vector is considered. Along with the asymptotic distribution of these estimators, their asymptotic bias and dispersion matrices are studied and allied efficiency results are presented. 相似文献