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.

Stochastic Comparisons for Multivariate Mixture Models / Spizzichino, Fabio; F., Belzunce; J. A., Mercader; J. M., Ruiz. - In: JOURNAL OF MULTIVARIATE ANALYSIS. - ISSN 0047-259X. - STAMPA. - 100 (8):(2009), pp. 1657-1669. [10.1016/j.jmva.2009.01.013]

Stochastic Comparisons for Multivariate Mixture Models

SPIZZICHINO, Fabio;
2009

Abstract

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.
2009
Conditional Independence; Stochastic Orders; Convex Orders; Proportional Hazard Models; Risk Theory
01 Pubblicazione su rivista::01a Articolo in rivista
Stochastic Comparisons for Multivariate Mixture Models / Spizzichino, Fabio; F., Belzunce; J. A., Mercader; J. M., Ruiz. - In: JOURNAL OF MULTIVARIATE ANALYSIS. - ISSN 0047-259X. - STAMPA. - 100 (8):(2009), pp. 1657-1669. [10.1016/j.jmva.2009.01.013]
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11573/40919
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