Stochastic comparisons of multivariate mixtures Article

Khaledi, BE, Shaked, M. (2010). Stochastic comparisons of multivariate mixtures . JOURNAL OF MULTIVARIATE ANALYSIS, 101(10), 2486-2498. 10.1016/j.jmva.2010.06.018

cited authors

  • Khaledi, BE; Shaked, M

authors

abstract

  • In this paper we establish multivariate hazard rate, multivariate reverse hazard rate, and multivariate likelihood ratio stochastic orderings among multivariate random mapping (mixture) distributions. The new results streamline and simplify the proofs of some partial results that have recently appeared in the literature. Some applications in reliability theory and risk management are described. © 2010 Elsevier Inc.

publication date

  • November 1, 2010

published in

Digital Object Identifier (DOI)

start page

  • 2486

end page

  • 2498

volume

  • 101

issue

  • 10