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131.
Adaptive anisotropic noise filtering for magnitude MR data 总被引:4,自引:0,他引:4
Sijbers J den Dekker AJ Van der Linden A Verhoye TM Van Dyck D 《Magnetic resonance imaging》1999,17(10):1211-1539
Conventional noise filtering schemes applied to magnitude magnetic resonance (MR) images tacitly assume Gauss distributed noise. Magnitude MR data, however, are Rice distributed. Not incorporating this knowledge leads inevitably to biased results, in particular when applying such filters in regions with low signal-to-noise ratio. In this work, we show how the Rice data probability distribution can be incorporated so as to construct a noise filter that is far less biased. 相似文献
132.
To analyze the isotonic regression problem for normal means, it is usual to assume that all variances are known or unknown but equal. This paper then studies this problem in the case that there are no conditions imposed on the variances. Suppose that we have data drawn fromkindependent normal populations with unknown meansμi's and unknown variancesσ2i's, in which the means are restricted by a given partial ordering. This paper discusses some properties of the maximum likelihood estimates ofμi's andσ2i's under the restriction and proposes an algorithm for obtaining the estimates. 相似文献
133.
An algorithm is presented for the design of optimal detection filters in radar and communications systems, subject to inequality constraints on the maximum output sidelobe levels. This problem was reduced in an earlier paper (Ref. 1) to an unconstrained one in the dual space of regular Borel measures, with a nondifferentiable cost functional. Here, the dual problem is solved via steepest descent, using the directional Gateaux differential. The algorithm is shown to be convergent, and numerical results are presented.This research was supported by the Australian Research Grants Committee. 相似文献
134.
The catenary form of loss function is considered in the framework of Bayesian decision theory. The mathematical tractability of this form seems to be unrecognized; it contains quadratic loss as a limiting case. For various probability distributions expressions are given for posterior analysis, and limiting properties are investigated. 相似文献
135.
For a simple multivariate regression model, nonparametric estimation of the (vector of) intercept following a preliminary test on the regression vector is considered. Along with the asymptotic distribution of these estimators, their asymptotic bias and dispersion matrices are studied and allied efficiency results are presented. 相似文献
136.
考虑随机系数自回归模型Yt =Φtyt-1+ ut,其中 Φt为随机系数,ut为随机误差。在允许Φt与ut相依以及Eut无穷的条件下,构造了误差方差的自加权估计,并证明了该估计的渐近正态性。最后通过数值模拟,说明
自加权估计的稳健和有效性。 相似文献
137.
J Kleffe 《Journal of multivariate analysis》1979,9(3):442-451
The paper deals with optimal quadratic unbiased estimation of the unknown dispersion matrix in multivariate regression models without assuming normality of the errors. We show that Hsu's theorem for univariate regression models continues to multivariate models with no additional assumptions. Furthermore optimal quadratic plus linear estimating functions for regression coefficients are considered, and we investigate whether the ordinary linear estimates are the best. This leads to a new theorem which is similar to that of Hsu. 相似文献
138.
Iterative Estimation of the Extreme Value Index 总被引:1,自引:0,他引:1
Samuel?MüllerEmail author Jürg?Hüsler 《Methodology and Computing in Applied Probability》2005,7(2):139-148
Let {Xn, n ≥ 1} be a sequence of independent random variables with common continuous distribution function F having finite and unknown upper endpoint. A new iterative estimation procedure for the extreme value index γ is proposed and one implemented iterative estimator is investigated in detail, which is asymptotically as good as the uniform minimum varianced unbiased estimator in an ideal model. Moreover, the superiority of the iterative estimator over its non iterated counterpart in the non asymptotic case is shown in a simulation study.AMS 2000 Subject Classification: 62G32Supported by Swiss National Science foundation. 相似文献
139.
Rostislav?E.?MaiborodaEmail author Natalia?M.?Markovich 《Computational Statistics》2004,19(4):569-592
Summary Common non-parametric estimators of a probability density function (PDF) show bad performance for heavy-tailed PDFs. Using
a parametric approximation of the true cumulative distribution function (CDF), the transformation-retransformation of the
data is explored here as a useful tool for the reliable PDF prediction. The PDF estimators are compared by their capacity
to solve a classification problem. Simulation results and an application to Web data analysis are presented, too. 相似文献
140.
Ignacio?García-JuradoEmail author Luciano?Méndez-Naya César?Sánchez-Sellero 《Mathematical Methods of Operations Research》2004,59(3):349-357
In this note we show that the mathematical tools of cooperative game theory allow a successful approach to the statistical problem of estimating a density function. Specifically, any random sample of an absolutely continuous random variable determines a transferable utility game, the Shapley value of which proves to be an estimator of the density function of binned kernel and WARPing types, with good computational and statistical properties.Authors acknowledge the financial support of Spanish Ministry for Science and Technology and FEDER through projects BFM2002-03213 and BEC2002-04102-C02-02 and of Xunta de Galicia through projects PGIDT00PXI20104PR and PGIDT03PXIC20701PN. They also thank the comments of two anonymous referees. 相似文献