全文获取类型
收费全文 | 934篇 |
免费 | 69篇 |
国内免费 | 105篇 |
专业分类
化学 | 7篇 |
力学 | 18篇 |
综合类 | 24篇 |
数学 | 1025篇 |
物理学 | 34篇 |
出版年
2023年 | 4篇 |
2022年 | 2篇 |
2021年 | 16篇 |
2020年 | 17篇 |
2019年 | 11篇 |
2018年 | 15篇 |
2017年 | 20篇 |
2016年 | 27篇 |
2015年 | 11篇 |
2014年 | 36篇 |
2013年 | 55篇 |
2012年 | 44篇 |
2011年 | 42篇 |
2010年 | 42篇 |
2009年 | 57篇 |
2008年 | 73篇 |
2007年 | 48篇 |
2006年 | 43篇 |
2005年 | 59篇 |
2004年 | 43篇 |
2003年 | 36篇 |
2002年 | 54篇 |
2001年 | 37篇 |
2000年 | 29篇 |
1999年 | 43篇 |
1998年 | 31篇 |
1997年 | 27篇 |
1996年 | 32篇 |
1995年 | 19篇 |
1994年 | 16篇 |
1993年 | 8篇 |
1992年 | 14篇 |
1991年 | 15篇 |
1990年 | 9篇 |
1989年 | 14篇 |
1988年 | 8篇 |
1987年 | 7篇 |
1986年 | 6篇 |
1985年 | 12篇 |
1984年 | 4篇 |
1983年 | 3篇 |
1982年 | 6篇 |
1981年 | 3篇 |
1980年 | 2篇 |
1979年 | 2篇 |
1978年 | 3篇 |
1976年 | 1篇 |
1975年 | 2篇 |
排序方式: 共有1108条查询结果,搜索用时 203 毫秒
981.
1.IntroductionTheestimationofpopulationquaillesisofgrestillterestwhenone.isnotpreparedtoassumeaparametricformfortheunderlyingdistribution.Inaddition,quaillesoftenariseasthensturalthingtoestimatewhentheunderlyingdistributionisskewed.LetXIIXZ,')Xubei... 相似文献
982.
983.
In this paper, we focus our attention on the precise asymptotics of error variance estimator in partially linear regression
models, y
i
= x
i
τ
β + g(t
i
) + ε
i
, 1 ≤ i ≤ n, {ε
i
, i = 1, ⋯ n} are i.i.d random errors with mean 0 and positive finite variance σ
2. Following the ideas of Allan Gut and Aurel Spătaru[7,8] and Zhang[21], on precise asymptotics in the Baum-Katz and Davis laws of large numbers and precise rate in laws of the iterated logarithm,
respectively, and subject to some regular conditions, we obtain the corresponding results in partially linear regression models.
相似文献
984.
GARCH option pricing: A semiparametric approach 总被引:1,自引:0,他引:1
Option pricing based on GARCH models is typically obtained under the assumption that the random innovations are standard normal (normal GARCH models). However, these models fail to capture the skewness and the leptokurtosis in financial data. We propose a new method to compute option prices using a nonparametric density estimator for the distribution of the driving noise. We investigate the pricing performances of this approach using two different risk neutral measures: the Esscher transform pioneered by Gerber and Shiu [Gerber, H.U., Shiu, E.S.W., 1994a. Option pricing by Esscher transforms (with discussions). Trans. Soc. Actuar. 46, 99–91], and the extended Girsanov principle introduced by Elliot and Madan [Elliot, R.J., Madan, D.G., 1998. A discrete time equivalent martingale 9 measure. Math. Finance 8, 127–152]. Both measures are justified by economic arguments and are consistent with Duan’s [Duan, J.-C., 1995. The GARCH option pricing model. Math. Finance 5, 13–32] local risk neutral valuation relationship (LRNVR) for normal GARCH models. The main advantage of the two measures is that one can price derivatives using skewed or heavier tailed innovations distributions to model the returns. An empirical study regarding the European Call option valuation on S&P500 Index shows: (i) under both risk neutral measures our semiparametric algorithm performs better than the existing normal GARCH models if we allow for a leverage effect and (ii) the pricing errors when using the Esscher transform are quite small even though our estimation procedure is based only on historical return data. 相似文献
985.
分数布朗运动随机微分方程的MLE和Bayes估计的大偏差不等式 总被引:1,自引:1,他引:0
本文研究了分数布朗运动随机微分方程未知参数的极大似然估计和Bayes估计的偏差不等式.在一定的正则条件下.利用似然方法给出了这两个估计量的大偏差不等式. 相似文献
986.
MODERATE DEVIATIONS AND LARGE DEVIATIONS FOR A TEST OF SYMMETRY BASED ON KERNEL DENSITY ESTIMATOR 总被引:1,自引:0,他引:1
Let fn be a non-parametric kernel density estimator based on a kernel function K. and a sequence of independent and identically distributed random variables taking values in R. The goal of this article is to prove moderate deviations and large deviations for the statistic sup |fn(x) - fn(-x) |. 相似文献
987.
This article considers the admissibility of the linear estimators for the regression coefficients in the growth curve model subject to an incomplete ellipsoidal restriction. The necessary and sufficient conditions for linear estimators to be admissible in classes of the homogeneous and non-homogeneous linear estimators, respectively, are obtained under the quadratic loss function. They are generalizations of some existing results in literature. 相似文献
988.
The ordinary least squares estimation is based on minimization of the squared distance of the response variable to its conditional
mean given the predictor variable. We extend this method by including in the criterion function the distance of the squared
response variable to its second conditional moment. It is shown that this “second-order” least squares estimator is asymptotically
more efficient than the ordinary least squares estimator if the third moment of the random error is nonzero, and both estimators
have the same asymptotic covariance matrix if the error distribution is symmetric. Simulation studies show that the variance
reduction of the new estimator can be as high as 50% for sample sizes lower than 100. As a by-product, the joint asymptotic
covariance matrix of the ordinary least squares estimators for the regression parameter and for the random error variance
is also derived, which is only available in the literature for very special cases, e.g. that random error has a normal distribution.
The results apply to both linear and nonlinear regression models, where the random error distributions are not necessarily
known. 相似文献
989.
For the growth curve model with respect to inequality restriction: Y = XBZ +ε,ε(0, σ2V I), trNB ≥0, this paper gives some necessary and sufficient conditions for the linear estimator of KBL to be admissible in the class of homogeneous linear estimators LH and nonhomogeneous linear estimators LI, respectively, under the quadratic loss function tr(d(Y) - KBL)'(d(Y) - KBL). 相似文献
990.