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Stochastic comparisons of multivariate mixture models

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Author Info
Belzunce, Félix
Mercader, José-Angel
Ruiz, José-María
Spizzichino, Fabio
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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Publisher Info
Article provided by Elsevier in its journal Journal of Multivariate Analysis.

Volume (Year): 100 (2009)
Issue (Month): 8 (September)
Pages: 1657-1669
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Handle: RePEc:eee:jmvana:v:100:y:2009:i:8:p:1657-1669

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Related research
Keywords: Multivariate stochastic Convex Directionally convex Ultramodular Supermodular Likelihood ratio Hazard rate and mean residual life orders Multivariate mixture models;

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This page was last updated on 2009-12-3.

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