Preservation of positive and negative orthant dependence concepts under mixtures and applications

DOI10.1239/jap/1101840543zbMath1066.60021OpenAlexW2069307997MaRDI QIDQ4660522

Patrizia Semeraro, Felix Belzunce

Publication date: 4 April 2005

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1239/jap/1101840543

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

Related Items (9)

New properties of the orthant convex-type stochastic orders ⋮ Competing between two groups of individuals following frailty models ⋮ On General Multivariate Mixture Models ⋮ Stochastic comparison of multivariate conditionally dependent mixtures ⋮ Variability of total claim amounts under dependence between claims severity and number of events ⋮ A note on the portfolio selection problem ⋮ Dependence in failure times due to environmental factors ⋮ Stochastic comparisons of multivariate mixture models ⋮ REGRESSION DEPENDENCE IN LATENT VARIABLE MODELS

Cites Work

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