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81.
82.
正交平衡区组设计(或者广义正交表)是一种类似于正交拉丁方(或者正交表)的新设计,但试验次数大幅减少.定义了一种基于正交相遇平衡区组设计(或者广义正交表)的统计分析模型,根据这个模型,给出了参数的最小二乘估计的矩阵形式. 相似文献
83.
In this article we deal with the problem of stability of the conclusions from principal components analysis over repeated
samples. We define a measure of stability for each component and investigate some of the measures properties. We then obtain
the maximum likelihood estimators (MLEs) of the measures, and derive their joint limiting distributions. The MLEs of the measures
turn out to be asymptotically unbiased and jointly have the multivariate normal distribution. Modified estimators are also
found to reduce the amount of bias in the MLEs. To facilitate interpretation of the measures we define stability confidence
level as coverage probability, and associate with each measure a stability confidence level to describe the measure in terms
of probability. Finally, we investigate the stability of the components via a simulation study and compare the performance
of the MLEs and the modified estimators in terms of bias and precision.
This work was sponsored by a grant from the Office of Vice-President for Research at Kuwait University under project number
SS049. 相似文献
84.
Manoj Chacko P. Yageen Thomas 《Annals of the Institute of Statistical Mathematics》2008,60(2):301-318
Ranked set sampling is applicable whenever ranking of a set of sampling units can be done easily by a judgement method or
based on the measurement of an auxiliary variable on the units selected. In this work, we consider ranked set sampling, in
which ranking of units are done based on measurements made on an easily and exactly measurable auxiliary variable X which is correlated with the study variable Y. We then estimate the mean of the study variate Y by the BLUE based on the measurements made on the units of the ranked set sampling regarding the study variable Y, when (X ,Y) follows a Morgenstern type bivariate exponential distribution. We then consider unbalanced multistage ranked set sampling
and estimate the mean of the study variate Y by the BLUE based on the observations made on the units of multistage ranked set sample regarding the study variable Y. Efficiency comparison is also made on all estimators considered in this work. 相似文献
85.
A LAW OF ITERATED LOGARITHM FOR THE MLE IN A RANDOM CENSORING MODEL WITH INCOMPLETE INFORMATION 总被引:1,自引:0,他引:1
In this article, a law of iterated logarithm for the maximum likelihood estimator in a random censoring model with incomplete information under certain regular conditions is obtained. 相似文献
86.
In this paper, a theorem on the moderate deviation principle for random arrays under m-dependence with unbounded m is established. This partially extends the results of Chen (Stat. Probab. Lett. 35:123–134, 1997). As an application, the moderate deviation principle for the truncation estimator of the variance in the analysis of time
series is obtained.
相似文献
87.
拟似然非线性模型中最大拟似然估计的强相合性 总被引:2,自引:0,他引:2
This paper proposes some regularity conditions. On the basis of the proposed regularity conditions, we show the strong consistency of maximum quasi-likelihood estimation (MQLE) in quasi-likelihood nonlinear models (QLNM). Our results may be regarded as a further generalization of the relevant results in Ref. [4]. 相似文献
88.
Yutaka Kano 《Annals of the Institute of Statistical Mathematics》1986,38(1):57-68
Summary This paper is concerned with the consistency of estimators in a single common factor analysis model when the dimension of
the observed vector is not fixed. In the model several conditions on the sample sizen and the dimensionp are established for the least squares estimator (L.S.E.) to be consistent. Under some assumptions,p/n→0 is a necessary and sufficient condition that the L.S.E. converges in probability to the true value. A sufficient condition
for almost sure convergence is also given. 相似文献
89.
We study the maximum likelihood estimator for stochastic equations with additive fractional Brownian sheet. We use the Girsanov
transform for the the two-parameter fractional Brownian motion, as well as the Malliavin calculus and Gaussian regularity
theory.
相似文献
90.
Carla Henriques Paulo Eduardo Oliveira 《Statistical Inference for Stochastic Processes》2008,11(1):77-91
Let X
n
, n ≥ 1, be a strictly stationary associated sequence of random variables, with common continuous distribution function F. Using histogram type estimators we consider the estimation of the two-dimensional distribution function of (X
1,X
k+1) as well as the estimation of the covariance function of the limit empirical process induced by the sequence X
n
, n ≥ 1. Assuming a convenient decrease rate of the covariances Cov(X
1,X
n+1), n ≥ 1, we derive uniform strong convergence rates for these estimators. The condition on the covariance structure of the variables
is satisfied either if Cov(X
1,X
n+1) decreases polynomially or if it decreases geometrically, but as we could expect, under the latter condition we are able
to establish faster convergence rates. For the two-dimensional distribution function the rate of convergence derived under
a geometrical decrease of the covariances is close to the optimal rate for independent samples.
相似文献