Stochastic comparison of multivariate conditionally dependent mixtures

In this paper we establish multivariate likelihood ratio, hazard rate, and reversed hazard rate stochastic orderings between two mixtures of multivariate distributions. The new results in this paper extend some recent results in the literature by assuming that the components of the mixture can be conditionally dependent.

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Year of publication:	2014
Authors:	Badía, F.G. ; Sangüesa, C. ; Cha, J.H.
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 129.2014, C, p. 82-94
Publisher:	Elsevier
Subject:	Stochastic order \| Total positivity \| Preservation property \| Mixture \| Frailty model

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011041985