Stochastic comparison of multivariate conditionally dependent mixtures

F. G. Badía; C. Sangüesa; J. H. Cha

doi:10.1016/j.jmva.2014.04.001

Stochastic comparison of multivariate conditionally dependent mixtures

F. G. Badía, C. Sangüesa, J. H. Cha

Department of Statistics

Research output: Contribution to journal › Article › peer-review

8 Scopus citations

Abstract

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.

Original language	English
Pages (from-to)	82-94
Number of pages	13
Journal	Journal of Multivariate Analysis
Volume	129
DOIs	https://doi.org/10.1016/j.jmva.2014.04.001
State	Published - Aug 2014

Bibliographical note

Funding Information:
This work has been supported by the Spanish research project MTM2012-36603-C02-02. The first and second authors acknowledge the support of DGA S11 and E64 , respectively. The work of the third author was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MEST) (No. 2011-0017338 ). The work of the third author was also supported by Priority Research Centers Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2009-0093827 ).

Keywords

Frailty model
Mixture
Preservation property
Stochastic order
Total positivity

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title = "Stochastic comparison of multivariate conditionally dependent mixtures",

abstract = "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.",

keywords = "Frailty model, Mixture, Preservation property, Stochastic order, Total positivity",

author = "Bad{\'i}a, {F. G.} and C. Sang{\"u}esa and Cha, {J. H.}",

note = "Funding Information: This work has been supported by the Spanish research project MTM2012-36603-C02-02. The first and second authors acknowledge the support of DGA S11 and E64 , respectively. The work of the third author was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MEST) (No. 2011-0017338 ). The work of the third author was also supported by Priority Research Centers Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2009-0093827 ).",

year = "2014",

month = aug,

doi = "10.1016/j.jmva.2014.04.001",

language = "English",

volume = "129",

pages = "82--94",

journal = "Journal of Multivariate Analysis",

issn = "0047-259X",

publisher = "Academic Press Inc.",

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TY - JOUR

T1 - Stochastic comparison of multivariate conditionally dependent mixtures

AU - Badía, F. G.

AU - Sangüesa, C.

AU - Cha, J. H.

N1 - Funding Information: This work has been supported by the Spanish research project MTM2012-36603-C02-02. The first and second authors acknowledge the support of DGA S11 and E64 , respectively. The work of the third author was supported by the National Research Foundation of Korea (NRF) grant funded by the Korea government (MEST) (No. 2011-0017338 ). The work of the third author was also supported by Priority Research Centers Program through the National Research Foundation of Korea (NRF) funded by the Ministry of Education, Science and Technology ( 2009-0093827 ).

PY - 2014/8

Y1 - 2014/8

N2 - 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.

AB - 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.

KW - Frailty model

KW - Mixture

KW - Preservation property

KW - Stochastic order

KW - Total positivity

UR - http://www.scopus.com/inward/record.url?scp=84899813342&partnerID=8YFLogxK

U2 - 10.1016/j.jmva.2014.04.001

DO - 10.1016/j.jmva.2014.04.001

M3 - Article

AN - SCOPUS:84899813342

SN - 0047-259X

VL - 129

SP - 82

EP - 94

JO - Journal of Multivariate Analysis

JF - Journal of Multivariate Analysis

ER -

Stochastic comparison of multivariate conditionally dependent mixtures

Abstract

Bibliographical note

Keywords

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