Stochastic comparisons of multivariate mixture models
نویسندگان
چکیده
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. AMS Subject Classification: 60E15, 60K10.
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ورودعنوان ژورنال:
- J. Multivariate Analysis
دوره 100 شماره
صفحات -
تاریخ انتشار 2009