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Stochastic comparisons of multivariate mixture models
Authors:Flix Belzunce  Jos-Angel Mercader  Jos-María Ruiz  Fabio Spizzichino
Institution: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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