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941.
Yutaka Kano 《Journal of multivariate analysis》1998,67(2):349-366
Based on concentration probability of estimators about a true parameter, third-order asymptotic efficiency of the first-order bias-adjusted MLE within the class of first-order bias-adjusted estimators has been well established in a variety of probability models. In this paper we consider the class of second-order bias-adjusted Fisher consistent estimators of a structural parameter vector on the basis of an i.i.d. sample drawn from a curved exponential-type distribution, and study the asymptotic concentration probability, about a true parameter vector, of these estimators up to the fifth-order. In particular, (i) we show that third-order efficient estimators are always fourth-order efficient; (ii) a necessary and sufficient condition for fifth-order efficiency is provided; and finally (iii) the MLE is shown to be fifth-order efficient. 相似文献
942.
On the estimation of entropy 总被引:1,自引:0,他引:1
Motivated by recent work of Joe (1989,Ann. Inst. Statist. Math.,41, 683–697), we introduce estimators of entropy and describe their properties. We study the effects of tail behaviour, distribution smoothness and dimensionality on convergence properties. In particular, we argue that root-n consistency of entropy estimation requires appropriate assumptions about each of these three features. Our estimators are different from Joe's, and may be computed without numerical integration, but it can be shown that the same interaction of tail behaviour, smoothness and dimensionality also determines the convergence rate of Joe's estimator. We study both histogram and kernel estimators of entropy, and in each case suggest empirical methods for choosing the smoothing parameter. 相似文献
943.
余未 《宁波大学学报(理工版)》2002,15(2):4-6
研究了在删失样本下误差为鞅差序列时 ,回归函数加权核估计的r阶矩收敛性 ,完全收敛性和几乎处处收敛性 ,推广了在完全样本下误差为鞅差序列时相应的结论 ,同时还给出了r(r >1)阶矩收敛的收敛速度 相似文献
944.
The decomposition of the Kullback-Leibler risk of the maximum likelihood estimator (MLE) is discussed in relation to the Stein estimator and the conditional MLE. A notable correspondence between the decomposition in terms of the Stein estimator and that in terms of the conditional MLE is observed. This decomposition reflects that of the expected log-likelihood ratio. Accordingly, it is concluded that these modified estimators reduce the risk by reducing the expected log-likelihood ratio. The empirical Bayes method is discussed from this point of view. 相似文献
945.
Frédéric Ferraty Ali Laksaci Philippe Vieu 《Statistical Inference for Stochastic Processes》2006,9(1):47-76
This paper deals with a scalar response conditioned by a functional random variable. The main goal is to estimate nonparametrically
some characteristics of this conditional distribution. Kernel type estimators for the conditional cumulative distribution
function and the successive derivatives of the conditional density are introduced. Asymptotic properties are stated for each
of these estimates, and they are applied to the estimations of the conditional mode and conditional quantiles.
Our asymptotic results highlightes the importance of the concentration properties on small balls of the probability measure
of the underlying functional variable. So, a special section is devoted to show how our results behave in several situations
when the functional variable is a continuous time process, with special attention to diffusion processes and Gaussian processes.
Even if the main purpose of our paper is theoretical, an application to some chemiometrical data set coming from food industry
is presented in a short final section. This example illustrates the easy implementation of our method as well as its good
behaviour for finite sample sizes. 相似文献
946.
本文对于线性函数关系EV模型定义了$t$\,-型回归估计, 并对于普通线性模型和线性函数关系EV模型给出了计算$t$\,-型回归估计的EM算法, 同时获得了估计的相合性\bd 模拟结果表明由EM算法获得的$t$\,-型回归估计的表现良好. 相似文献
947.
Likelihood Based Confidence Intervals for the Tail Index 总被引:1,自引:0,他引:1
For the estimation of the tail index of a heavy tailed distribution, one of the well-known estimators is the Hill estimator (Hill, 1975). One obvious way to construct a confidence interval for the tail index is via the normal approximation of the Hill estimator. In this paper we apply both the empirical likelihood method and the parametric likelihood method to obtaining confidence intervals for the tail index. Our limited simulation study indicates that the normal approximation method is worse than the other two methods in terms of coverage probability, and the empirical likelihood method and the parametric likelihood method are comparable. 相似文献
948.
I.Introductionwith'thewendevelopmentofadaptivesignalprocessingtheoryandtheraPiddevelopmentofD.S.Pdevices,adaptivenoisecancellerl1'2]iswidelyusedininformationprocessingfieldssuchasradar,sonartspeechsignalprocessingandcommunication.Butadaptivecancellerisseldomusedasaparameterestimatortoestimateaprocessorparameterssuchasbearing,rangetvelocityandpositionofamaneuveringtarget,becausetheparameters(i.e.thesrycalledsignaltobeestimatied)tobeestimatedareusuallynonstationaryandhavethenonzeromean,thatwill… 相似文献
949.
By establishing the asymptotic normality for the kernel smoothing estimatorβnof the parametric componentsβin the partial linear modelY=X′β+g(T)+, P. Speckman (1988,J. Roy. Statist. Soc. Ser. B50, 413–456) proved that the usual parametric raten−1/2is attainable under the usual “optimal” bandwidth choice which permits the achievement of the optimal nonparametric rate for the estimation of the nonparametric componentg. In this paper we investigate the accuracy of the normal approximation forβnand find that, contrary to what we might expect, the optimal Berry–Esseen raten−1/2is not attainable unlessgis undersmoothed, that is, the bandwidth is chosen with faster rate of tending to zero than the “optimal” bandwidth choice. 相似文献
950.