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type="main" xml:id="rssa12041-abs-0001" <title type="main">Summary</title> <p>Motivated by the problem of cancer risk assessment near a nuclear power generating station, the paper describes a methodology for fitting a spatially correlated survival model to large retrospective cohort data sets. Retrospective cohorts, which...</p>
Persistent link: https://www.econbiz.de/10011037815
Product quality in the paper-making industry can be assessed by opacity of a linear trace through continuous production sheets, summarized in spectral form. We adopt a class of non-Gaussian stochastic models for continuous spatial variation to describe data of this type. The model has flexible...
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This note uses the established connection between the local-EM and EMS algorithms to explore methods for smoothing mismeasured data. Implementations of local-EM are developed for several forms of censored and/or mismeasured data and their connections with other methods explored.
Persistent link: https://www.econbiz.de/10010593908
I analyze a model with heterogeneous investors who have incorrect beliefs about fundamentals. Investors think that they are right at first, but over time realize that they are wrong. The speed of the realization depends on investor confidence in own beliefs and arrival of new information. The...
Persistent link: https://www.econbiz.de/10015247404
I analyze a model with heterogeneous investors who have incorrect beliefs about fundamentals. Investors think that they are right at first, but over time realize that they are wrong. The speed of the realization depends on investor confidence in own beliefs and arrival of new information. The...
Persistent link: https://www.econbiz.de/10011267843
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We use a global survey of over 22,400 individual investors, 4,892 financial advisors, and 2,060 institutional investors between 2015 and 2017 to elicit their asset allocation behavior and risk preferences. We find substantially different behavior among these three groups of market participants....
Persistent link: https://www.econbiz.de/10012893594