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51.
The Monte Carlo study evaluates the relative accuracy of Warm's (1989) weighted likelihood estimate (WLE) compared to the maximum likelihood estimate (MLE) using the nominal response model. And the results indicate that WLE was more accurate than MLE. 相似文献
52.
We propose the test statistic to check whether the nonparametric func-tions in two partially linear models are equality or not in this paper. We estimate the nonparametric function both in null hypothesis and the alternative by the local linear method, where we ignore the parametric components, and then estimate the parameters by the two stage method. The test statistic is derived, and it is shown to be asymptotically normal under the null hypothesis. 相似文献
53.
E. Demidenko 《Journal of Optimization Theory and Applications》2008,136(3):375-395
We develop criteria for the existence and uniqueness of the global minima of a continuous bounded function on a noncompact
set. Special attention is given to the problem of parameter estimation via minimization of the sum of squares in nonlinear
regression and maximum likelihood. Definitions of local convexity and unimodality are given using the level set. A fundamental
theorem of nonconvex optimization is formulated: If a function approaches the minimal limiting value at the boundary of the
optimization domain from below and its Hessian matrix is positive definite at the point where the gradient vanishes, then
the function has a unique minimum. It is shown that the local convexity level of the sum of squares is equal to the minimal
squared radius of the regression curvature. A new multimodal function is introduced, the decomposition function, which can
be represented as the composition of a convex function and a nonlinear function from the argument space to a space of larger
dimension. Several general global criteria based on majorization and minorization functions are formulated. 相似文献
54.
55.
Wenbin Lu 《Annals of the Institute of Statistical Mathematics》2008,60(3):545-574
The proportional hazards cure model generalizes Cox’s proportional hazards model which allows that a proportion of study subjects
may never experience the event of interest. Here nonparametric maximum likelihood approach is proposed to estimating the cumulative
hazard and the regression parameters. The asymptotic properties of the resulting estimators are established using the modern
empirical process theory. And the estimators for the regression parameters are shown to be semiparametric efficient. 相似文献
56.
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
57.
A test of the independence of two sets of variables is developed to have high power against a special family of dependence. In this each set of variables has the structure of a single factor model and the dependence is solely via the correlation γ between the underlying latent variables. This is a model with only one nonzero canonical correlation. It is shown that a test based on the maximum likelihood estimate of γ is appreciably more powerful than that based on r1, the largest sample canonical correlation. If, however, the model is used, not just as a family of alternatives but as the basis for interpretation, and if substantial cross-correlation is present then the procedure is essentially equivalent to the use of r1. 相似文献
58.
Xue-mei Hu Zhi-zhong Wang Feng Liu 《应用数学学报(英文版)》2008,24(1):99-116
This paper studies estimation and serial correlation test of a semiparametric varying-coefficient partially linear EV model of the form Y = X^Tβ +Z^Tα(T) +ε,ξ = X + η with the identifying condition E[(ε,η^T)^T] =0, Cov[(ε,η^T)^T] = σ^2Ip+1. The estimators of interested regression parameters /3 , and the model error variance σ2, as well as the nonparametric components α(T), are constructed. Under some regular conditions, we show that the estimators of the unknown vector β and the unknown parameter σ2 are strongly consistent and asymptotically normal and that the estimator of α(T) achieves the optimal strong convergence rate of the usual nonparametric regression. Based on these estimators and asymptotic properties, we propose the VN,p test statistic and empirical log-likelihood ratio statistic for testing serial correlation in the model. The proposed statistics are shown to have asymptotic normal or chi-square distributions under the null hypothesis of no serial correlation. Some simulation studies are conducted to illustrate the finite sample performance of the proposed tests. 相似文献
59.
In this paper, we study the phase transition property of an Ising model defined on a special random graph—the stochastic block model (SBM). Based on the Ising model, we propose a stochastic estimator to achieve the exact recovery for the SBM. The stochastic algorithm can be transformed into an optimization problem, which includes the special case of maximum likelihood and maximum modularity. Additionally, we give an unbiased convergent estimator for the model parameters of the SBM, which can be computed in constant time. Finally, we use metropolis sampling to realize the stochastic estimator and verify the phase transition phenomenon thfough experiments. 相似文献
60.
This paper states that most commonly used minimum divergence estimators are MLEs for suited generalized bootstrapped sampling schemes. Optimality in the sense of Bahadur for associated tests of fit under such sampling is considered. 相似文献