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A unified approach to stochastic comparisons of multivariate mixture models
Authors:Neeraj Misra
Affiliation:Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur, India
Abstract:In this paper, we consider a unified approach to stochastic comparisons of random vectors corresponding to two general multivariate mixture models. These stochastic comparisons are made with respect to multivariate hazard rate, reversed hazard rate and likelihood ratio orders. As an application, results are presented for stochastic comparisons of generalized multivariate frailty models.
Keywords:Hazard rate order  Likelihood ratio order  Mixture models  Reversed hazard rate order
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