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We consider the problem of testing the hypothesis that the correlation coefficient is stable in a sequence of n observations of independent, bivariate normal random variables against the alternative that the correlation coefficient changes after an unknown point t(t < n). We propose an estimate of the changepoint t and report on power comparisons between the commonly used test for this problem and our proposed test. Some applications to finance are discussed. 相似文献
43.
A new generalization of the binomial distribution is introduced that allows dependence between trials, nonconstant probabilities of success from trial to trial, and which contains the usual binomial distribution as a special case. Along with the number of trials and an initial probability of ‘success’, an additional parameter that controls the degree of correlation between trials is introduced. The resulting class of distributions includes the binomial, unirnodal distributions, and bimodal distributions. Formulas for the moments, mean, and variance of this distribution are given along with a method for fitting the distribution to sample data. 相似文献
44.
Zvi Drezner 《统计学通讯:理论与方法》2013,42(2):209-221
ABSTRACT In this article we investigate the limit of the Generalized Binomial Distribution that results from correlated Bernoulli processes as the number of trials goes to infinity. For a correlation factor less than or equal to one half, we show, under certain assumptions, that the limit distribution is the standardized normal. For a correlation factor greater than one half, we find empirically that the limit is different from the standardized normal distribution. 相似文献
45.
Despite high rates of mental illness, very few homebound older adults receive treatment. Comorbid mental illness exacerbates physical health conditions, reduces treatment adherence, and increases dependency and medical costs. Although effective treatments exist, many home health agencies lack capacity to effectively detect and treat mental illness. This article critically analyzes barriers within the Medicare home health benefit that impede access to mental health treatment. Policy, practice, and research recommendations are made to integrate mental health parity in home health care. In particular, creative use of medical social work can improve detection and treatment of mental illness for homebound older adults. 相似文献
46.
This study examined lay persons' emotional reactions to abuse, with special attention to two types of disease: Alzheimer's disease and osteoporosis. A total of 169 adults (mean age = 60) were interviewed face-to-face using a vignette methodology. Although the majority of the participants found the vignette to describe a situation of abuse, one-quarter did not consider it an abusive situation. The person described in the vignette elicited more positive than negative emotions, with a high percentage of participants expressing sympathy, desire to help, and concern. The various emotional reactions to abuse are associated with different correlates. 相似文献
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Rabin (2000) proved that a low level of risk aversion with respect to small gambles leads to a high, and absurd, level of risk aversion with respect to large gambles. Rabin's arguments strongly depend on expected utility theory, but we show that similar arguments apply to general non‐expected utility theories. 相似文献
50.
This article presents findings from an annual program survey of residents of a horizontal neighborhood naturally occurring retirement community (NNORC). The study explored the relationship between several factors (age, co-residents, number of chronic illnesses, self-reported health, loneliness, sense of mastery, locus of control, pain, and psychological distress) and their ability to predict general health, level of psychological distress, and the quantity and type of help-seeking behaviors. Although residents generally reported moderate to high levels of chronic disease, pain, loneliness, and concerns about life issues, 25% of them sought no help from any of the listed resources, and 65% sought help from only one of seven resources. The most common source of help for most (70%) was a primary care physician (PCP), and comparatively few respondents sought help from other sources. Older adults, especially those with chronic illness, generally consider their PCP to be the first, and perhaps only, source to consult. However, research indicates that the most effective health promotional programs for older adults are social and educational group activities, rather than individual health-focused interventions. Possible means of redirecting residents toward NNORC services include more vigorous outreach and creating collaborative partnerships between local PCPs serving older populations and the NNORC. 相似文献