Stochastic comparisons of multivariate mixture models |
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Authors: | F lix Belzunce, Jos -Angel Mercader, Jos -Marí a Ruiz,Fabio Spizzichino |
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Affiliation: | aDpto. Estadística e Investigación Operativa, Universidad de Murcia, 30100 Espinardo (Murcia), Spain;bDipartimento di Matematica, Universitá La Sapienza, 00185 Roma, Italy |
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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. |
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Keywords: | Multivariate stochastic Convex Directionally convex Ultramodular Supermodular Likelihood ratio Hazard rate and mean residual life orders Multivariate mixture models |
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