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41.
J. L. Ojeda J. A. Cristóbal J. T. Alcalá 《Annals of the Institute of Statistical Mathematics》2008,60(3):519-543
In this paper, we propose two bootstrap-based model checking tests for a parametric linear model when data are affected by
length-bias. These tests are based on the measure of the discrepancy between nonparametric and parametric estimators for the
regression function when the data are drawn under a length-biased mechanism. We consider two different discrepancy measures:
the supremum and the integral of the quadratic difference between the parametric and nonparametric estimators. 相似文献
42.
Joseph P. Romano 《Annals of the Institute of Statistical Mathematics》1988,40(3):565-586
The problem of constructing bootstrap confidence intervals for the mode of a density is considered. Estimates of the mode are derived from kernel density estimates based on fixed and data-dependent bandwidths. The asymptotic validity of bootstrap techniques to estimate the sampling distribution of the estimates is investigated. In summary, the results are negative in the sense that a straightforward application of a naive bootstrap yields invalid inferences. In particular, the bootstrap fails if resampling is done from the kernel density estimate. On the other hand, if one resamples from a smoother kernel density estimate (which is necessarily different from the one which yields the original estimate of the mode), the bootstrap is consistent. The bootstrap also fails if resampling is done from the empirical distribution, unless the choice of bandwidth is suboptimal. Similar results hold when applying bootstrap techniques to other functionals of a density. 相似文献
43.
Quantile Processes in the Presence of Auxiliary Information 总被引:1,自引:0,他引:1
Biao Zhang 《Annals of the Institute of Statistical Mathematics》1997,49(1):35-55
We employ the empirical likelihood method to propose a modified quantile process under a nonparametric model in which we have some auxiliary information about the population distribution. Furthermore, we propose a modified bootstrap method for estimating the sampling distribution of the modified quantile process. To explore the asymptotic behavior of the modified quantile process and to justify the bootstrapping of this process, we establish the weak convergence of the modified quantile process to a Gaussian process and the almost-sure weak convergence of the modified bootstrapped quantile process to the same Gaussian process. These results are demonstrated to be applicable, in the presence of auxiliary information, to the construction of asymptotic bootstrap confidence bands for the quantile function. Moreover, we consider estimating the population semi-interquartile range on the basis of the modified quantile process. Results from a simulation study assessing the finite-sample performance of the proposed semi-interquartile range estimator are included. 相似文献
44.
Summary Letm
n, p
denote thep-th quantile based onn observations and let λ
p
denote the population quantile. In this paper consistency of the bootstrap estimate of variance of
is established. 相似文献
45.
Unbiased evaluation of classification and calibration methods is important, especially as these methods are applied to increasingly complex data sets that are under-determined. Precision bounds, such as confidence intervals, are required for interpreting any experimental result. Using bootstrapped Latin partitions to evaluate classification and calibration models, bounds on the average predictions were obtained. These bounds characterize sources of variation attributed to building the model and the composition of the training set with respect to the test set. Furthermore, precision bounds on the average of the model-variable loadings allow the significance of characteristic features to be estimated. The procedure for bootstrapped Latin partitions is given and demonstrated with synthetic data sets for classification using linear discriminant analysis and fuzzy rule-building expert systems, and for calibration using partial least squares regression with one and three properties. All analyses were implemented on a personal computer with the longest evaluation requiring 6-h processing time. Analysis of variance and matched sample t-tests were also used to demonstrate the statistical power of these tests. 相似文献
46.
47.
This paper considers the problem of finding limits for a statistical process control (SPC) chart for the process mean, when the process distribution is unknown. The bootstrap method estimates these limits relying on Monte Carlo methods, which are subject to simulation errors. Therefore this paper develops a computationally efficient enumeration method for exact calculations of the control limits. 相似文献
48.
Andrea Collevecchio Kais Hamza Yunxuan Liu 《Stochastic Processes and their Applications》2019,129(3):860-877
Our main goal is to study a class of processes whose increments are generated via a cellular automata rule. Given the increments of a simple biased random walk, a new sequence of (dependent) Bernoulli random variables is produced. It is built, from the original sequence, according to a cellular automata rule. Equipped with these two sequences, we construct two more according to the same cellular automata rule. The construction is repeated a fixed number of times yielding an infinite array () of (dependent) Bernoulli random variables. Taking partial sums of these sequences, we obtain a -dimensional process whose increments belong to the state space .The aim of the paper is to study the long term behaviour of this process. In particular, we establish transience/recurrence properties and prove an invariance principle. The limiting behaviour of these processes depends strongly on the direction of the iteration, and exhibits few surprising features. This work is motivated by an earlier investigation (see Collevecchio et al. (2015)), in which the starting sequence is symmetric, and by the related work Ferrari et al. (2000). 相似文献
49.
以平衡程序Jsolver 为基础开展了紧凑型聚变裂变混合堆先进等离子体平衡位形设计,重点研究了反剪切运行模式,并在此位形下研究了自举电流的计算、分布及份额。 相似文献
50.
The long episode of negative values in the North Atlantic Oscillation (NAO) index during the winter season 2009-2010 has attracted more attention to its predictability. Previous analyses (Fernández et al. (2003) [16] and Caldeira et al. (2007) [25]) by this same author group have established that the NAO signal behaves as a slightly red noise and therefore the prediction of the phenomenon must rely upon a deeper understanding of the underlying Physics. In this paper the authors address a predictability study of the NAO index by applying the “detrended fluctuation analysis” (DFA) to a composite series, completed with a bootstrap spectral analysis. The DFA provides a quantitative measure of predictability by computing several piecewise fits, either linear or higher degree polynomial ones, to a cumulative series of fluctuations associated to the original series. These newer measurements agree with the previous results. 相似文献