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排序方式: 共有146条查询结果,搜索用时 187 毫秒
1.
Convolution tails, product tails and domains of attraction   总被引:7,自引:0,他引:7  
Summary A distribution function is said to have an exponential tail F(t) = F(t, ) if e u F(t+u) is asymptotically equivalent to F(t), t, t, for all u. In this case F(lnt) is regularly varying. For two such distributions, F and G, the convolution H=F*G also has an exponential tail. We investigate the relationship between H and its components F and G, providing conditions for lim H/F to exist. In addition, we are able to describe the asymptotic nature of H when the limit is infinite, for many cases. This corresponds to determining both the domain of attraction and the norming constants for the product of independent variables whose distributions have regularly varying tails.In addition, we compare the tails of H=F*G with H 1=F 1*G 1when F is asymptotically equivalent to F and G is equivalent to G 1. Such a comparison corresponds to the balancing consideration for the product of independent variables in stable domains of attraction. We discover that there are several distinct comparisons possible.  相似文献
2.
Laws of the iterated logarithm for nonparametric density estimators   总被引:4,自引:0,他引:4  
Summary We establish a law of the iterated logarithm for a triangular array of independent random variables, and apply it to obtain laws for a large class of nonparametric density estimators. We consider the case of Rosenblatt-Parzen kernel estimators, trigonometric series estimators and orthogonal polynomial estimators in detail, and point out that our technique has wider application.  相似文献
3.
增长曲线模型中LSE的相对效率   总被引:4,自引:0,他引:4  
考察一般的增长曲线模型Y=XBZ+其中V>0,0.当参数矩阵B可估时,文中定义了B的LSE相对于它的BLUE的六种相对效率,并给出了它们的下界.对于一般情形,定义了XBZ的LSE相对于它的BLUE的两种相对效率,给出了它们的下界.  相似文献
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5.
指数分布场合恒加试验缺失数据的Bayes统计分析   总被引:3,自引:0,他引:3  
主要讨论了当寿命分布是指数分布时恒定应力加速寿命试验中常见几类数据类型(完全样本,分组样本,删失样本)的Bayes统计分析方法.运用G ibbs抽样迭代算法成功解决了Bayes分析中极为复杂的后验边际分布的计算问题,得到了满足顺序约束的参数的Bayes估计.模拟结果表明各场合下此方法均较好.  相似文献
6.
A class of estimators of the mean survival time with interval censored data are studied by unbiased transformation method. The estimators are constructed based on the observations to ensure unbiasedness in the sense that the estimators in a certain class have the same expectation as the mean survival time. The estimators have good properties such as strong consistency (with the rate of O(n^-1/1 (log log n)^1/2)) and asymptotic normality. The application to linear regression is considered and the simulation reports are given.  相似文献
7.
8.
Combining search directions using gradient flows   总被引:2,自引:0,他引:2  
 The efficient combination of directions is a significant problem in line search methods that either use negative curvature, or wish to include additional information such as the gradient or different approximations to the Newton direction. In this paper we describe a new procedure to combine several of these directions within an interior-point primal-dual algorithm. Basically, we combine in an efficient manner a modified Newton direction with the gradient of a merit function and a direction of negative curvature, if it exists. We also show that the procedure is well-defined, and it has reasonable theoretical properties regarding the rate of convergence of the method. We also present numerical results from an implementation of the proposed algorithm on a set of small test problems from the CUTE collection. Received: November 2000 / Accepted: October 2002 Published online: February 14, 2003 Key Words. negative curvature – primal-dual methods – interior-point methods – nonconvex optimization – line searches Mathematics Subject Classification (1991): 49M37, 65K05, 90C30  相似文献
9.
本文研究了NA样本情形下,伽玛分布族形状参数的经验Bayes(EB)双边检验问题.利用概率密度函数的核估计,构造了参数的经验Bayes检验函数,并在适当的条件下,证明了所提出的经验Bayes检验函数的渐近取优(a.o.)性,获得了其收敛速度.  相似文献
10.
Efficient robust estimates in parametric models   总被引:1,自引:0,他引:1  
Summary Let {P n :}, an open subset ofR k , be a regular parametric model for a sample ofn independent, identically distributed observations. This paper describes estimates {T n ;n1} of which are asymptotically efficient under the parametric model and are robust under small deviations from that model. In essence, the estimates are adaptively modified, one-step maximum likelihood estimates, which adjust themselves according to how well the parametric model appears to fit the data. When the fit seems poor,T n discounts observations that would have large influence on the value of the usual one-step MLE. The estimates {T n } are shown to be asymptotically minimax, in the Hájek-LeCam sense, for a Hellinger ball contamination model. An alternative construction of robust asymptotically minimax estimates, as modified MLE's, is described for canonical exponential families.This research was supported in part by National Science Foundation Grant MCS 75-10376  相似文献
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