IDEAS home Printed from https://ideas.repec.org/a/spr/aistmt/v53y2001i3p620-630.html
   My bibliography  Save this article

Dependence Properties of Multivariate Mixture Distributions and Their Applications

Author

Listed:
  • Baha-Eldin Khaledi
  • Subhash Kochar

Abstract

No abstract is available for this item.

Suggested Citation

  • Baha-Eldin Khaledi & Subhash Kochar, 2001. "Dependence Properties of Multivariate Mixture Distributions and Their Applications," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 53(3), pages 620-630, September.
  • Handle: RePEc:spr:aistmt:v:53:y:2001:i:3:p:620-630
    DOI: 10.1023/A:1014641701483
    as

    Download full text from publisher

    File URL: http://hdl.handle.net/10.1023/A:1014641701483
    Download Restriction: Access to full text is restricted to subscribers.

    File URL: https://libkey.io/10.1023/A:1014641701483?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Karlin, Samuel & Rinott, Yosef, 1980. "Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions," Journal of Multivariate Analysis, Elsevier, vol. 10(4), pages 467-498, December.
    2. Khaledi, Baha-Eldin & Kochar, Subhash, 2000. "Stochastic Comparisons and Dependence among Concomitants of Order Statistics," Journal of Multivariate Analysis, Elsevier, vol. 73(2), pages 262-281, May.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. S. Goli & M. Asadi, 2017. "A study on the conditional inactivity time of coherent systems," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 80(2), pages 227-241, February.
    2. Li, Xiaohu & Da, Gaofeng, 2010. "Stochastic comparisons in multivariate mixed model of proportional reversed hazard rate with applications," Journal of Multivariate Analysis, Elsevier, vol. 101(4), pages 1016-1025, April.
    3. Ebrahim Amini-Seresht & Baha-Eldin Khaledi, 2015. "Multivariate stochastic comparisons of mixture models," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(8), pages 1015-1034, November.
    4. Badía, Francisco German & Sangüesa, Carmen & Cha, Ji Hwan, 2018. "Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 174-184.
    5. Evgeniy Anatolievich Savinov, 2021. "A Variant of the Necessary Condition for the Absolute Continuity of Symmetric Multivariate Mixture," Mathematics, MDPI, vol. 9(13), pages 1-3, June.
    6. Belzunce, Félix & Mercader, José-Angel & Ruiz, José-María & Spizzichino, Fabio, 2009. "Stochastic comparisons of multivariate mixture models," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1657-1669, September.
    7. Xiaohu Li & Gaofeng Da & Peng Zhao, 2012. "Competing Between Two Groups of Individuals Following Frailty Models," Methodology and Computing in Applied Probability, Springer, vol. 14(4), pages 1033-1051, December.
    8. Zhao, Peng & Balakrishnan, N., 2009. "Stochastic comparison and monotonicity of inactive record values," Statistics & Probability Letters, Elsevier, vol. 79(5), pages 566-572, March.
    9. Burkschat, M., 2009. "Multivariate dependence of spacings of generalized order statistics," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1093-1106, July.
    10. Ingvild M. Helgøy & Hans J. Skaug, 2022. "The Sibling Distribution for Multivariate Life Time Data," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 84(1), pages 340-363, May.

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Badía, Francisco German & Sangüesa, Carmen & Cha, Ji Hwan, 2018. "Stochastic comparisons and multivariate dependence for the epoch times of trend renewal processes," Journal of Multivariate Analysis, Elsevier, vol. 168(C), pages 174-184.
    2. Burkschat, M., 2009. "Multivariate dependence of spacings of generalized order statistics," Journal of Multivariate Analysis, Elsevier, vol. 100(6), pages 1093-1106, July.
    3. Blessinger, Todd, 2002. "More on Stochastic Comparisons and Dependence among Concomitants of Order Statistics," Journal of Multivariate Analysis, Elsevier, vol. 82(2), pages 367-378, August.
    4. Nowak, Piotr Bolesław, 2016. "The MLE of the mean of the exponential distribution based on grouped data is stochastically increasing," Statistics & Probability Letters, Elsevier, vol. 111(C), pages 49-54.
    5. Khaledi, Baha-Eldin & Shaked, Moshe, 2010. "Stochastic comparisons of multivariate mixtures," Journal of Multivariate Analysis, Elsevier, vol. 101(10), pages 2486-2498, November.
    6. Colangelo Antonio, 2005. "Multivariate hazard orderings of discrete random vectors," Economics and Quantitative Methods qf05010, Department of Economics, University of Insubria.
    7. Chi, Chang Koo & Murto, Pauli & Valimaki, Juuso, 2017. "All-Pay Auctions with Affiliated Values," MPRA Paper 80799, University Library of Munich, Germany.
    8. Arnaud Costinot & Jonathan Vogel, 2010. "Matching and Inequality in the World Economy," Journal of Political Economy, University of Chicago Press, vol. 118(4), pages 747-786, August.
    9. Rinott, Yosef & Scarsini, Marco, 2006. "Total positivity order and the normal distribution," Journal of Multivariate Analysis, Elsevier, vol. 97(5), pages 1251-1261, May.
    10. Gustavo Rodríguez, 1997. "First price auctions: Monotonicity and uniqueness," Economics Working Papers 208, Department of Economics and Business, Universitat Pompeu Fabra.
    11. repec:dau:papers:123456789/698 is not listed on IDEAS
    12. Vikram Krishnamurthy & Udit Pareek, 2015. "Myopic Bounds for Optimal Policy of POMDPs: An Extension of Lovejoy’s Structural Results," Operations Research, INFORMS, vol. 63(2), pages 428-434, April.
    13. Badía, F.G. & Sangüesa, C. & Cha, J.H., 2014. "Stochastic comparison of multivariate conditionally dependent mixtures," Journal of Multivariate Analysis, Elsevier, vol. 129(C), pages 82-94.
    14. Prokopovych, Pavlo & Yannelis, Nicholas C., 2019. "On monotone approximate and exact equilibria of an asymmetric first-price auction with affiliated private information," Journal of Economic Theory, Elsevier, vol. 184(C).
    15. Miravete, Eugenio J., 2011. "Convolution and composition of totally positive random variables in economics," Journal of Mathematical Economics, Elsevier, vol. 47(4-5), pages 479-490.
    16. Patricio S. Dalton & Sayantan Ghosal & Anandi Mani, 2016. "Poverty and Aspirations Failure," Economic Journal, Royal Economic Society, vol. 126(590), pages 165-188, February.
    17. Bhattacharya, Bhaskar, 2012. "Covariance selection and multivariate dependence," Journal of Multivariate Analysis, Elsevier, vol. 106(C), pages 212-228.
    18. Mizuno, Toshihide, 2003. "On the existence of a unique price equilibrium for models of product differentiation," International Journal of Industrial Organization, Elsevier, vol. 21(6), pages 761-793, June.
    19. Moshe Shaked & J. Shanthikumar, 1990. "Parametric stochastic convexity and concavity of stochastic processes," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 42(3), pages 509-531, September.
    20. , & , & ,, 2008. "Credible ratings," Theoretical Economics, Econometric Society, vol. 3(3), September.
    21. Castaño-Martínez, A. & Pigueiras, G. & Sordo, M.A., 2019. "On a family of risk measures based on largest claims," Insurance: Mathematics and Economics, Elsevier, vol. 86(C), pages 92-97.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:aistmt:v:53:y:2001:i:3:p:620-630. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.