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Stochastic comparisons of multivariate mixture models
Authors:F  lix Belzunce, Jos  -Angel Mercader, Jos  -Marí  a Ruiz,Fabio Spizzichino
Affiliation:aDpto. Estadística e Investigación Operativa, Universidad de Murcia, 30100 Espinardo (Murcia), Spain;bDipartimento di Matematica, Universitá La Sapienza, 00185 Roma, Italy
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
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