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.File allegati a questo prodotto
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