Title of article
Stochastic comparisons of multivariate mixture models
Author/Authors
Belzunce ، نويسنده , , Félix and Mercader، نويسنده , , José-Angel and Ruiz، نويسنده , , José-Marيa and Spizzichino، نويسنده , , Fabio، نويسنده ,
Issue Information
دوفصلنامه با شماره پیاپی سال 2009
Pages
13
From page
1657
To page
1669
Abstract
In this paper we consider sufficient conditions in order to stochastically compare random vectors of multivariate mixture models. In particular we consider stochastic and convex orders, the likelihood ratio order, and the hazard rate and mean residual life dynamic orders. Applications to proportional hazard models and mixture models in risk theory are also given.
Keywords
Directionally convex , Convex , Multivariate stochastic , Ultramodular , Supermodular , Likelihood ratio , Multivariate mixture models , Hazard rate and mean residual life orders
Journal title
Journal of Multivariate Analysis
Serial Year
2009
Journal title
Journal of Multivariate Analysis
Record number
1565140
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