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111.
Understanding and quantifying the behaviour of extreme wind speeds has important applications for design in civil engineering. As in the extremal analysis of any environmental process, estimates are often required of the probability of events that are rarer than those already recorded. Consequently, research has focused on the development of techniques that make optimal use of the available data. One such approach lies in threshold methods, which, unlike the more traditional annual maxima approach to the modelling of extremes, takes into consideration all extreme events, extreme in the sense that they exceed some high threshold. However, the implications of using all extremes in an analysis include problems of temporal dependence and non‐stationarity. Several pragmatic ways of circumventing the problem of temporal dependence have been developed, though these often include the deletion of many extreme observations, for example, filter out a set of independent extremes. This paper looks at another approach to inference—one which explicitly models the temporal dependence of the process and so can use information on all extremes—and investigates the appropriateness of assumptions of short‐term temporal dependence for wind speeds. We also examine the success of such methods at estimating some extreme events commonly studied for wind‐speed data. Throughout this paper extreme wind speeds are analysed within a Bayesian framework, which can be argued to be particularly advantageous for extreme value analyses. For example, the objective of an extreme value analysis is usually an estimate of the probability of future events reaching extreme levels—something which is handled quite naturally in a Bayesian analysis through predictive distributions. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
112.
Precipitation over the Western part of Iberian Peninsula is known to be related to the large‐scale sea level pressure field and thus to advection of humidity into this area. The major problem is to downscale this synoptic atmospheric information to local daily precipitation patterns. One way to handle this problem is by weather‐state models, where, based on the pressure field, each day is classified into a weather state and precipitation is then modeled within each weather state via multivariate distributions. In this paper, we propose a spatiotemporal Bayesian hierarchical model for precipitation. Basic objective and novelty of the paper is to capture and model the essential spatiotemporal relationships that exist between large‐scale sea level pressure field and local daily precipitation. A specific local spatial ordering that mimics the essential large‐scale patterns is used in the likelihood. The model is then applied to a network of rain gauge stations in the river Tagus valley. The inference is then carried out using appropriate MCMC methods. Copyright © 2006 John Wiley & Sons, Ltd. 相似文献
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论文研究了农业系统的耦合效应,以达到提高农业资源利用率的目的。基于对农业资源特性的分析,肯定了农业资源开发进行系统耦合的必要性。重点论述了农业系统的涵义,并将其分为6个生产层,表述了每个生产层的特点,这为农业系统耦合提供某些理论基础。设计了农业系统耦合的结构要素,通过各结构要素在时序性、空间格局和生态过程上的相互联系和相互作用,将其结构要素耦合成为一个优势互补的农业系统。这个设计在马坪镇实施,取得显著的耦合效应。由此,讨论了在农业资源开发中如何发挥耦合效应的问题。 相似文献
114.
Longitudinal binary data are often used in panel studies where short‐term associations between air pollutants and respiratory health outcomes are investigated. A Markov regression model in which the transition probabilities depend on the covariates, as well as the past responses, was used to study the short‐term association between daily ozone (O3) concentrations and respiratory health outcomes in a panel of schoolchildren in Armentières, Northern France. The results suggest that there was a small but statistically significant association between O3 and children's cough episodes. A 10 μg/m3 increase in O3 concentrations was associated with a 13.9 % increase in cough symptoms (CI 95% = 1.2–28.1%). The use of a Markov regression model can be useful as it permits one to address easily both the regression objective and the stochastic dependence between successive observations. However, it is important to verify the sensitivity of the Markov regression parameters to the time‐dependence structure. In this study, it was found that, although what happened on the previous day was a strong predictor of what happened on the current day, this did not contradict the O3‐respiratory symptom associations. Compared to the Markov regression model, the signs of the parameter estimates of marginal and random‐intercept models remain the same. The magnitudes of the O3 effects were also essentially the same in the three models, whose confidence intervals overlapped. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
115.
The Caroní catchment located in the south‐east of Venezuela accounts for 70 per cent of the total hydropower energy of the country. On a year to year basis, it has been shown that low frequency large scale ocean‐atmosphere phenomena are highly coupled to the hydroclimatology of the region, El Niño‐Southern Oscillation (ENSO) being a major forcing mechanism of climatic and hydrological anomalies. Regional differences in amplitude and timing are due to complex orographic interactions, land surface‐atmosphere feedback mechanisms and the evolution of dominant synoptic meteorological conditions. A detailed analysis of the relationship between rainfall and several large scale ocean‐atmospheric variables was carried out to determine the potential use of large scale climatic information as predictors of the rainfall anomalies over the region. The problem was tackled in two ways: (a) first a seasonal dynamic rainfall model was fitted to monthly rainfall for different locations. In this case rainfall is assumed as a normal variate w which has been transformed to account for its departure from normality and truncated to account for the positive probability mass of zero values, which corresponds to negative values of the normal variable. The time series of the model parameters and the macroclimatic variables are inspected for their potential relationship with local rainfall via the stochastic model. (b) Second, dynamic linear regression models between the macroclimatic variables as predictors and the rainfall anomalies as predictant were fitted to evaluate and quantify the significance of these dependencies. Consistent patterns are observed with the Tropical Atlantic and Pacific ocean temperature anomalies, in which a significant negative relationship has been present since 1976, indicating an overall decrease (increase) in rainfall when the Pacific and the Tropical Atlantic are warmer (colder) than normal. In all cases the results suggest that the relationships between rainfall anomalies and the macroclimatic variables are not constant with time. Copyright © 2002 John Wiley & Sons, Ltd. 相似文献
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Sati Mazumdar Mary Amanda Dew Patricia R. Houck Charles F. Reynolds 《Environmetrics》2004,15(5):491-499
Assessment of intra‐individual changes in health related quality of life (HRQOL) measures is important to develop individual change standards and to provide help in clinical practice. Methodological issues related to the analysis of HRQOL data depend on the nature of medical illnesses and the target population. However, one issue—the need to assess HRQOL changes across individuals over time—spans most conditions. Modest improvement in HRQOL may be harder to assess in elderly depressed persons who also have high rates of co‐existing medical and neurobiological illnesses. Powerful statistical techniques are necessary to assess these improvements. Focusing on methods related to the issue of measuring change, we describe the potential of a mixed‐modeling approach for the assessment of intra‐individual changes using HRQOL data measured in a large group of elderly patients with recurrent major depression. These patients were treated with combined pharmacotherapy and interpersonal psychotherapy. We used a mixed‐modeling approach and two pre‐post difference score methods. The percentage of intra‐individual statistically significant improvement rates was found to be largest for the mixed‐modeling approach. We conducted simulation studies to compare these three approaches for assessing these changes. The simulated data reflected the observed data. Results from the two simulation studies are in agreement with the observed results and provide positive evidence for an earlier hypothesis (Speer and Greenbaum, 1995) that the mixed‐modeling approach is more sensitive for assessing changes across individuals over time compared to the pre‐post difference score methods. Thus, we recommend the use of the mixed‐modeling approach to measure intra‐individual changes, based on a larger array of supporting evidence than has been available previously. Copyright © 2004 John Wiley & Sons, Ltd. 相似文献
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David M. Holland Oliveira Victor De Lawrence H. Cox Richard L. Smith 《Environmetrics》2000,11(4):373-393
Emission reductions were mandated in the Clean Air Act Amendments of 1990 with the expectation of concomitant reductions in ambient concentrations of atmospherically‐transported pollutants. To evaluate the effectiveness of the legislated emission reductions using monitoring data, this paper proposed a two‐stage approach for the estimation of regional trends and their standard errors. In the first stage, a generalized model (GAM) is fitted to airborne sulfur dioxide (SO2) data at each of 35 sites in the eastern United States to estimate the form and magnitude of the site‐specific trend (defined as percent total change) from 1989 to 1995. This analysis is designed to adjust the SO2 data for the influences of meteorology and season. In the second stage, the estimated trends are treated as samples with site‐dependent measurement error from a Gaussian random field with a stationary covariance function. Kriging methodology is adapted to construct spatially‐smoothed estimates of the true trend for three large regions in the eastern U.S. Finally, a Bayesian analysis with Markov Chain Monte Carlo (MCMC) methods is used to obtain regional trend estimates and their standard errors, which take account of the estimation of the unknown covariance parameters as well as the stochastic variation of the random fields. Both spatial estimation techniques produced similar results in terms of regional trend and standard error. Copyright © 2000 John Wiley & Sons, Ltd. 相似文献