Multivariate stochastic comparisons of mixture models

DOI10.1007/s00184-015-0538-8zbMath1329.62250OpenAlexW1996926265MaRDI QIDQ889155

Baha-Eldin Khaledi, Ebrahim Amini-Seresht

Publication date: 6 November 2015

Published in: Metrika (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00184-015-0538-8

zbMATH Keywords

mean residual life orderhazard gradientmultivariate stochastic orders\(\log\)-concave\(\log\)-convex and mean residual life functions\(MTP_2\) and \(TP_2\) functions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Inequalities; stochastic orderings (60E15) Applications of statistics to actuarial sciences and financial mathematics (62P05) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Reliability and life testing (62N05)

Related Items

On stochastic comparisons and ageing properties of multivariate proportional hazard rate mixtures ⋮ Stochastic properties of generalized finite mixture models with dependent components ⋮ A unified approach to stochastic comparisons of multivariate mixture models ⋮ Stochastic comparisons of coherent systems under different random environments ⋮ Multivariate stochastic comparisons of multivariate mixture models and their applications

Cites Work

• Stochastic properties of conditionally independent mixture models
• Stochastic comparisons of multivariate mixtures
• Stochastic orders
• On the residual lifelengths of the remaining components in an \(n - k+1\) out of \(n\) system
• Classes of orderings of measures and related correlation inequalities. I. Multivariate totally positive distributions
• A vector multivariate hazard rate
• Some comments on the hazard gradient
• Multivariate hazard rate orders
• On stochastic orderings between distributions and their sample spacings
• On stochastic comparisons of residual life time at random time
• Some partial orders describing positive ageing
• Multivariate Comparisons of Ordered Data
• Stochastic Orderings and Ageing Properties of Residual Life Lengths of Live Components in (n-k+1)-Out-Of-n Systems
• Dependence properties of multivariate mixture distributions and their applications