Stochastic comparisons of multivariate mixtures

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.

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Year of publication:	2010
Authors:	Khaledi, Baha-Eldin ; Shaked, Moshe
Published in:	Journal of Multivariate Analysis. - Elsevier, ISSN 0047-259X. - Vol. 101.2010, 10, p. 2486-2498
Publisher:	Elsevier
Keywords:	Stochastic orders Random mappings Frailty models Accelerated life testing procedures Reliability theory Distortion function

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

Persistent link: https://www.econbiz.de/10008861586