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
Link To Document :
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