Stochastic comparisons of multivariate mixture models

Stochastic comparisons of multivariate mixture models

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 proportiona...

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Veröffentlicht in:Journal of multivariate analysis 2009-09, Vol.100 (8), p.1657-1669
Hauptverfasser: Belzunce, Félix, Mercader, José-Angel, Ruiz, José-María, Spizzichino, Fabio
Format: Artikel
Sprache:eng
Schlagworte:
Comparative analysis
Convex
Directionally convex
Distribution theory
Exact sciences and technology
Hazard rate and mean residual life orders
Likelihood ratio
Logic and foundations
Mathematical logic, foundations, set theory
Mathematics
Model theory
Multivariate analysis
Multivariate mixture models
Multivariate stochastic
Multivariate stochastic Convex Directionally convex Ultramodular Supermodular Likelihood ratio Hazard rate and mean residual life orders Multivariate mixture models
Probability and statistics
Probability theory and stochastic processes
Sciences and techniques of general use
Statistics
Stochastic models
Studies
Supermodular
Ultramodular
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Beschreibung
Zusammenfassung: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.
ISSN:0047-259X
1095-7243
DOI:10.1016/j.jmva.2009.01.013