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101.
This paper proposes some diagnostic tools for checking the adequacy of multivariate regression models including classical
regression and time series autoregression. In statistical inference, the empirical likelihood ratio method has been well known
to be a powerful tool for constructing test and confidence region. For model checking, however, the naive empirical likelihood
(EL) based tests are not of Wilks’ phenomenon. Hence, we make use of bias correction to construct the EL-based score tests
and derive a nonparametric version of Wilks’ theorem. Moreover, by the advantages of both the EL and score test method, the
EL-based score tests share many desirable features as follows: They are self-scale invariant and can detect the alternatives
that converge to the null at rate n
−1/2, the possibly fastest rate for lack-of-fit testing; they involve weight functions, which provides us with the flexibility
to choose scores for improving power performance, especially under directional alternatives. Furthermore, when the alternatives
are not directional, we construct asymptotically distribution-free maximin tests for a large class of possible alternatives.
A simulation study is carried out and an application for a real dataset is analyzed.
相似文献
102.
周兴才 《数学的实践与认识》2006,36(12):174-179
在一般因子分析模型的基础上,假设连续的潜在向量(公共因子)与另一观察随机向量有关,并假定是一个多元线性回归模型,对由此扩展的因子分析模型进行分析.主要通过EM算法给出模型中参数的估计.文中给出了它的详细推导过程. 相似文献
103.
Changhua Chen Richard A. Davis Peter J. Brockwell 《Journal of multivariate analysis》1996,57(2):175-190
LetX1, …, Xnbe observations from a multivariate AR(p) model with unknown orderp. A resampling procedure is proposed for estimating the orderp. The classical criteria, such as AIC and BIC, estimate the orderpas the minimizer of the function[formula]wherenis the sample size,kis the order of the fitted model, Σ2kis an estimate of the white noise covariance matrix, andCnis a sequence of specified constants (for AIC,Cn=2m2/n, for Hannan and Quinn's modification of BIC,Cn=2m2(ln ln n)/n, wheremis the dimension of the data vector). A resampling scheme is proposed to estimate an improved penalty factorCn. Conditional on the data, this procedure produces a consistent estimate ofp. Simulation results support the effectiveness of this procedure when compared with some of the traditional order selection criteria. Comments are also made on the use of Yule–Walker as opposed to conditional least squares estimations for order selection. 相似文献
104.
A discrete multivariate probability distribution for dependent random variables, which contains the Poisson and Geometric conditionals distributions as particular cases, is characterized by means of conditional expectations of arbitrary one-to-one functions. Independence of the random variables is also characterized in terms of these conditional expectations. For certain exchangeable and partially exchangeable random variables with a joint distribution of this form it is shown that maximum likelihood estimates coincide with the simple method of moments estimates, suggesting that these models offer a pragmatic way to analyze certain dependent data. 相似文献
105.
应用酶法快速检测盒测定121例患者血清唾液酸(SialicAcid,即SA)浓度,用酶法及免疫扩散法同步测定血脂,载脂蛋白,其测定值经多元线性回归统计分析,结果发现血清平均唾液酸浓度与血浆总胆固醇(TC),甘油三脂(TG),致动脉粥样硬化指数(APOB/APOAI)成正相关,与高密度脂蛋白胆固醇(HDL—C)成负相关,提示血清唾液酸浓度受血脂的影响,可作为评估动脉粥样硬化危险因素的指标。 相似文献
106.
In this paper a multivariate failure rate representation based on Cox's conditional failure rate is introduced, characterizations of the Freund–Block and the Marshall–Olkin multivariate exponential distributions are obtained, and generalizations of the Block–Basu and the Friday–Patil bivariate exponential distributions are proposed. 相似文献
107.
Nested spaces of multivariate periodic functions forming a non-stationary multiresolution analysis are investigated. The scaling
functions of these spaces are fundamental polynomials of Lagrange interpolation on a sparse grid. The approach based on Boolean
sums leads to sample and wavelet spaces of significantly lower dimension and good approximation order. The algorithms for
complete decomposition and reconstruction are of simple structure and low complexity.
This revised version was published online in June 2006 with corrections to the Cover Date. 相似文献
108.
In this paper, we analyze a specific class of principal-agent models which seems to be sufficiently general to cover applications in environmental economics with upstream-downstream problems as an example. In our basic model, the observation outcome is ann-dimensional random vectorx and only the first and second moments ofx are common knowledge. We study the effects of random sampling in the presence of costly signals. For this purpose, we assume that the principal and the agent use a simple statistical procedure, i.e. their contract will be based on the mean of a random sample with sampling costs dependent on the sample size. It is shown that there exists an optimal sample size. We investigate the relationship between the optimal sample size, the marginal sampling costs, and the agent's risk aversion. 相似文献
109.
Taka-aki Shiraishi 《Annals of the Institute of Statistical Mathematics》1991,43(4):715-734
Multiresponse experiments in two-way layouts with interactions, having equal number of observations per cell, are considered. Robust procedures based on aligned ranks for statistical inference of interactions, main effects and an overall mean response in the models are proposed. Large sample properties of the proposed tests, estimators and confidence regions as the cell size tends to infinity are investigated. For the univariate case, it is found that the asymptotic relative efficiencies (ARE's) of the proposed procedures relative to classical procedures agree with the ARE-results of the two-sample rank test relative to the t-test. In addition, robustness due to Huber (1981, Robust Statistics, Wiley, New York) can be drawn. 相似文献
110.
In a variety of statistical problems one needs to solve an equation in order to get an estimator. We consider the large sample properties of such estimators generated from samples that are not necessarily identically distributed. Very general assumptions that lead to the existence, strong consistency, and asymptotic normality of the estimators are given. A number of results that are useful in verifying the general assumptions are given and an example illustrates their use. General applications to maximum likelihood, iteratively reweighted least squares, and robust estimation are discussed briefly. 相似文献