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The authors show how Kendall's tau can be adapted to test against serial dependence in a univariate time series context. They provide formulas for the mean and variance of circular and noncircular versions of this statistic, and they prove its asymptotic normality under the hypothesis of independence. They present also a Monte Carlo study comparing the power and size of a test based on Kendall's tau with the power and size of competing procedures based on alternative parametric and nonparametric measures of serial dependence. In particular, their simulations indicate that Kendall's tau outperforms Spearman's rho in detecting first‐order autoregressive dependence, despite the fact that these two statistics are asymptotically equivalent under the null hypothesis, as well as under local alternatives.  相似文献   
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This paper applies stochastic control theory to the Grossman model of investment in health to characterize the case of a serious illness, i.e., one that permanently reduces the individual’s stock of health capital. Health itself is modelled as a stochastic variable, whose variation over time is determined partly by a deterministic factor and partly by a random factor with a Poisson distribution. After setting out the equations for the deterministic and stochastic approaches, phase diagrams illustrate how the introduction of uncertainty alters the model. The framework is also used to consider the effect of the introduction of a vaccine.
Brian S. FergusonEmail:
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In a make‐to‐order product recovery environment, we consider the allocation decision for returned products decision under stochastic demand of a firm with three options: refurbishing to resell, parts harvesting, and recycling. We formulate the problem as a multiperiod Markov decision process (MDP) and present a linear programming (LP) approximation that provides an upper bound on the optimal objective function value of the MDP model. We then present two solution approaches to the MDP using the LP solution: a static approach that uses the LP solution directly and a dynamic approach that adopts a revenue management perspective and employs bid‐price controls technique where the LP is resolved after each demand arrival. We calculate the bid prices based on the shadow price interpretation of the dual variables for the inventory constraints and accept a demand if the marginal value is higher than the bid price. Since the need for solving the LP at each demand arrival requires a very efficient solution procedure, we present a transportation problem formulation of the LP via variable redefinitions and develop a one‐pass optimal solution procedure for it. We carry out an extensive numerical analysis to compare the two approaches and find that the dynamic approach provides better performance in all of the tested scenarios. Furthermore, the solutions obtained are within 2% of the upper bound on the optimal objective function value of the MDP model.  相似文献   
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The response of calf-muscle strength, resting blood flow, and postocclusive blood flow (PObf) were investigated after 4 wk of low-load resistance training (LLRT) with and without blood-flow restriction in a matched-leg design. Ten untrained older individuals age 62-73 yr performed unilateral plantar-flexion LLRT at 25% 1-repetition maximum (1RM). One limb was trained with normal blood flow and the other had blood flow restricted using a pressure cuff above the knee. 1RM, isometric maximal voluntary contraction, and isokinetic strength at 0.52 rad/s increased (p < .05) more after LLRT with blood-flow restriction than with normal blood flow. Peak PObf increased (p < .05) after LLRT with blood-flow restriction, compared with no change after LLRT with normal blood flow. These results suggest that 4 wk of LLRT with blood-flow restriction may be beneficial to older individuals to improve strength and blood-flow parameters.  相似文献   
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Deficiency citations for safety violations in U.S. nursing homes from 2000 to 2007 are examined (representing a panel of 119,472 observations). Internal (i.e., operating characteristics of the facility), organizational factors (i.e., characteristics of the facility itself), and external factors (i.e., characteristics outside of the influence of the organization) associated with these deficiency citations are examined. The findings show that nursing homes increasingly receive deficiency citations for resident safety issues. Low staffing levels, poor quality of care, and an unfavorable Medicaid mix (occupancy and reimbursement) are associated with the likelihood of receiving deficiency citations for safety violations. In many cases, this likely influences the quality of life and quality of care of residents.  相似文献   
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This paper examines the nature of late-modern child protection by placing it in the context of the paradigm of `risk society'. It traces out a structural transformation in the relationship between expertise and lay people that has occurred since the 1970s which resulted in the emergence of child abuse inquiries and new public disclosures of professional 'failures'. The dynamic and empowering features of social developments are identified in how institutions, professionals and lay people re-appropriate power, knowledge and reskill themselves. Traditionally repressed problems like child sexual abuse have gained recognition in a context where abused women and children – like all late-modern citizens – are reflexively engaged in constructing their own biographies and using expertise in the planning of their life projects. A radically new professional risk consciousness in child protection is traced to late-modern existential crises associated with death and sexuality and the emergence of manufactured risk, which is known and experienced by social workers as risk in the context of radically uncertain futures for children. Drawing on the work of sociologists of 'reflexive modernity', the paper aims to advance our understandings of social work and child protection beyond the one-dimensional focus of post-modernist critics on power, control and bureaucracy to recognize the new opportunities, as well as the dangers, involved in child protection in risk society.  相似文献   
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For some 20 years now in the UK, assessments of the effectiveness of child protection have been carried out under the shadow of child abuse inquiries. Yet, relatively little is known about social work and matters of child life and death that preceded the first major inquiry into the death of Maria Colwell in 1973. This paper offers a socio-historical perspective on child protection and the lives and deaths of children in child abuse cases, and excavates the foundations upon which the major developments of the past two decades have proceeded. The emergence and development of a'modern' ideology of child protection, which held that it is possible and desirable for social intervention to work to protect children in time, is traced to processes that unfolded from the late nineteenth century. Statistical evidence on the numbers of children who have died in cases across the twentieth century is examined and analysed in the context of social theories of modernity and perspectives on the changing ways in which child death has (literally) been handled by professionals and knowlege about the problem managed over time.  相似文献   
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