Dependence Properties of Multivariate Mixture Distributions and Their Applications

被引：0
作者：
Baha-Eldin Khaledi
Subhash Kochar
机构：
[1] Indian Statistical Institute 7,Stat
来源：
Annals of the Institute of Statistical Mathematics | 2001年 / 53卷
关键词：
Dependence by total positivity (; ); dependence by reverse regular (; ); dependence; associated random variables; concomitants of order statistics and record values; frailty models;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
Consider a multivariate mixture model where the random variables X1, ..., Xn given (Θ1, ..., Θn), are conditionally independent. Conditions are obtained under which different kinds of positive dependence hold among Xi's. The results obtained are applied to a variety of problems including the concomitants of order statistics and of record values; and to frailty models.
引用
收藏
页码：620 / 630
页数：10
相关论文
共 18 条
  • [1] Ahsanullah M.(1994)Record values, random record models and concomitants J. Statist. Res. 28 89-109
  • [2] Jogdeo K.(1978)On probability bound of Marshall and Olkin Ann. Statist. 6 232-234
  • [3] Karlin S.(1980)Classes of orderings of measures and related correlation inequalities I. Multivariate totally positive distributions J. Multivariate Anal. 10 467-498
  • [4] Rinott Y.(1980)Classes of orderings of measures and related correlation inequalities II. Multivariate reverse rule distributions J. Multivariate Anal. 10 499-516
  • [5] Karlin S.(2000)Stochastic comparisons and dependence among concomitants of order statistics J. Multivariate Anal. 73 261-281
  • [6] Rinott Y.(1989)A framework for positive dependence Ann. Inst. Statist. Math. 41 31-35
  • [7] Khaledi B.(1985)Dependence by total positivity Ann. Probab. 13 572-582
  • [8] Kochar S.(1988)Families of multivariate distributions J. Amer. Statist. Assoc. 83 834-841
  • [9] Kimeldorf G.(1989)Bivariate survival models induced by frailties J. Amer. Statist. Assoc. 84 487-493
  • [10] Sampson A. R.(1977)A family of concepts of dependence for bivariate distribution J. Amer. Statist. Assoc. 72 642-650
12