Dependence properties of multivariate mixture distributions and their applications
Article
Khaledi, BE, Kochar, S. (2001). Dependence properties of multivariate mixture distributions and their applications
. 53(3), 620-630. 10.1023/A:1014641701483
Khaledi, BE, Kochar, S. (2001). Dependence properties of multivariate mixture distributions and their applications
. 53(3), 620-630. 10.1023/A:1014641701483
Consider a multivariate mixture model where the random variables X1, . . . ,Xn given (Θ1 , . . .,Θn), are conditionally independent. Conditions are obtained under which different kinds of positive dependence hold among Xi's. The results obtained are applied to a variety of problems including the concomitants of order statistics and of record values; and to frailty models.
