Stochastic Orderings of the Location-Scale Mixture of Elliptical Distribution

03/30/2021
by   Tong Pu, et al.
0

We introduce the general familiy of multivariate elliptical location-scale mixture model. This class of distributions presents a mathematically tractable extension of the multivariate elliptical distribution. We give some sufficient and/or necessary conditions for various of integral stochastic orders. The integral orders considered here are the usual, upper orthant, supermodular, convex, increasing convex and directionally convex stochastic orders.

READ FULL TEXT

page 1

page 2

page 3

page 4

research
10/16/2019

Stochastic Orderings of Multivariate Elliptical Distributions

Let X and X be two n-dimensional elliptical random vectors, we establish...
research
07/18/2020

Conditional tail risk expectations for location-scale mixture of elliptical distributions

We present general results on the univariate tail conditional expectatio...
research
05/27/2022

Learning with Stochastic Orders

Learning high-dimensional distributions is often done with explicit like...
research
10/23/2020

A Bayesian Mixture Modelling of Stop Signal Reaction Time Distributions

The distribution of single Stop Signal Reaction Times (SSRT) in the stop...
research
04/18/2023

Hessian and increasing-Hessian orderings of multivariate skew-elliptical random vectors

In this work, we establish some stochastic comparison results for multiv...
research
10/30/2020

Sensor-based localization of epidemic sources on human mobility networks

We investigate the source detection problem in epidemiology, which is on...

Please sign up or login with your details

Forgot password? Click here to reset