全文获取类型
收费全文 | 3536篇 |
免费 | 382篇 |
国内免费 | 147篇 |
专业分类
化学 | 257篇 |
晶体学 | 2篇 |
力学 | 263篇 |
综合类 | 89篇 |
数学 | 2516篇 |
物理学 | 938篇 |
出版年
2024年 | 4篇 |
2023年 | 42篇 |
2022年 | 69篇 |
2021年 | 98篇 |
2020年 | 82篇 |
2019年 | 84篇 |
2018年 | 65篇 |
2017年 | 125篇 |
2016年 | 140篇 |
2015年 | 74篇 |
2014年 | 230篇 |
2013年 | 343篇 |
2012年 | 161篇 |
2011年 | 191篇 |
2010年 | 172篇 |
2009年 | 215篇 |
2008年 | 233篇 |
2007年 | 207篇 |
2006年 | 159篇 |
2005年 | 164篇 |
2004年 | 116篇 |
2003年 | 97篇 |
2002年 | 100篇 |
2001年 | 101篇 |
2000年 | 90篇 |
1999年 | 95篇 |
1998年 | 92篇 |
1997年 | 58篇 |
1996年 | 68篇 |
1995年 | 53篇 |
1994年 | 36篇 |
1993年 | 33篇 |
1992年 | 23篇 |
1991年 | 21篇 |
1990年 | 30篇 |
1989年 | 18篇 |
1988年 | 9篇 |
1987年 | 24篇 |
1986年 | 11篇 |
1985年 | 34篇 |
1984年 | 14篇 |
1983年 | 12篇 |
1982年 | 13篇 |
1981年 | 10篇 |
1980年 | 11篇 |
1979年 | 14篇 |
1978年 | 4篇 |
1976年 | 4篇 |
1974年 | 3篇 |
1973年 | 4篇 |
排序方式: 共有4065条查询结果,搜索用时 536 毫秒
41.
Correlated multivariate processes have a dependence structure which must be taken into account when estimating the covariance matrix. The natural estimator of the covariance matrix is introduced and is shown that to be biased under the dependence structure. This bias is studied under two different asymptotic models, namely increasing the domain by increasing the number of observations, and increasing the number of observations in the fixed domain. Using the first asymptotic model, we quantify the convergence rate of the bias and of the covariance between the components of the estimated covariance matrix. The second asymptotic model serves to derive a fast and accurate bias correction. As shown, under mild hypotheses, the asymptotic normality of the estimated covariance matrix holds and can be used to test whether the bias is significant, for example, in the sense that the eigenvectors of the estimated and true covariance matrices are significantly different. 相似文献
42.
The best-r-point-average (BRPA) estimator of the maximizer of a regression function, proposed in Changchien (in: M.T. Chao, P.E. Cheng (Eds.), Proceedings of the 1990 Taipei Symposium in Statistics, June 28–30, 1990, pp. 63–78) has certain merits over the estimators derived through the estimation of the regression function. Some of the properties of the BRPA estimator have been studied in Chen et al. (J. Multivariate Anal. 57 (1996) 191) and Bai and Huang (Sankhya: Indian J. Statist. Ser. A. 61 (Pt. 2) (1999) 208–217). In this article, we further study the properties of the BRPA estimator and give its convergence rate under some quite general conditions. Simulation results are presented for the illustration of the convergence rate. Some comparisons with existing estimators such as the Müller estimator are provided. 相似文献
43.
Stefan Jaschke Claudia Klüppelberg Alexander Lindner 《Journal of multivariate analysis》2004,88(2):252-273
We derive results on the asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors. They appear in particular in delta–gamma models in financial risk management approximating portfolio returns. Quantile estimation corresponds to the estimation of the Value-at-Risk, which is a serious problem in high dimension. 相似文献
44.
45.
This paper considers the estimation problem for a trigonometric regression model with the noise specified by the Ornstein–Uhlenbeck
process with unknown parameter. We propose a sequential procedure which ensures a prescribed mean square precision uniformly
in the nuisance parameter. The asymptotic behaviour of the procedure duration mean has been studied.
This revised version was published online in August 2006 with corrections to the Cover Date. 相似文献
46.
This paper investigates regression quantiles (RQ) for unstable autoregressive models. The uniform Bahadur representation of the RQ process is obtained. The joint asymptotic distribution of the RQ process is derived in a unified manner for all types of characteristic roots on or outside the unit circle. It involves stochastic integrals in terms of a sequence of independent and identically distributed multivariate Brownian motions with correlated components. The related L-estimator is also discussed. The asymptotic distributions of the RQ and the L-estimator corresponding to the nonstationary componentwise arguments can be transformed into a function of a normal random variable and a sequence of i.i.d. univariate Brownian motions. This is different from the analysis based on the LSE in the literature. As an auxiliary theorem, a weak convergence of a randomly weighted residual empirical process to the stochastic integral of a Kiefer process is established. The results obtained in this paper provide an asymptotic theory for nonstationary time series processes, which can be used to construct robust unit root tests. 相似文献
47.
In this paper we consider the problem of estimating an unknown joint distribution which is defined over mixed discrete and continuous variables. A nonparametric kernel approach is proposed with smoothing parameters obtained from the cross-validated minimization of the estimator's integrated squared error. We derive the rate of convergence of the cross-validated smoothing parameters to their ‘benchmark’ optimal values, and we also establish the asymptotic normality of the resulting nonparametric kernel density estimator. Monte Carlo simulations illustrate that the proposed estimator performs substantially better than the conventional nonparametric frequency estimator in a range of settings. The simulations also demonstrate that the proposed approach does not suffer from known limitations of the likelihood cross-validation method which breaks down with commonly used kernels when the continuous variables are drawn from fat-tailed distributions. An empirical application demonstrates that the proposed method can yield superior predictions relative to commonly used parametric models. 相似文献
48.
高阶非线性波动方程的有限差分方法 总被引:2,自引:0,他引:2
本文研究一类广泛的高阶非线性波动方程组初边值问题的有限差分格式,用离散泛函分析方法和先验估计的技巧得到了有限差分格式的收敛性。 相似文献
49.
无失效数据的Bayes和多层Bayes分析 总被引:3,自引:0,他引:3
本文推广了文献[6]的结果,对指数分布无失效数据的失效率,给出了Bayes估计、Bayes置信上限以及多层Bayes估计,从而可以得到无失效数据可靠度的估计,最后,结合实际问题进行了计算。 相似文献
50.
Let X1, X2, …, Xn be random vectors that take values in a compact set in Rd, d ≥ 1. Let Y1, Y2, …, Yn be random variables (“the responses”) which conditionally on X1 = x1, …, Xn = xn are independent with densities f(y | xi, θ(xi)), i = 1, …, n. Assuming that θ lives in a sup-norm compact space Θq,d of real valued functions, an optimal L1-consistent estimator
of θ is constructed via empirical measures. The rate of convergence of the estimator to the true parameter θ depends on Kolmogorov's entropy of Θq,d. 相似文献