Stochastic comparisons of multivariate mixture models

Félix Belzunce, José-Angel Mercader, José-María Ruiz and Fabio Spizzichino

Journal of Multivariate Analysis, 2009, vol. 100, issue 8, 1657-1669

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: Multivariate; stochastic; Convex; Directionally; convex; Ultramodular; Supermodular; Likelihood; ratio; Hazard; rate; and; mean; residual; life; orders; Multivariate; mixture; models (search for similar items in EconPapers)
Date: 2009
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Citations: View citations in EconPapers (14)

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