Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146868 | Journal of Multivariate Analysis | 2009 | 13 Pages |
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.
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
Félix Belzunce, José-Angel Mercader, José-María Ruiz, Fabio Spizzichino,