303

Stochastic Orderings of the Location-Scale Mixture of Elliptical Distribution

Abstract

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.

View on arXiv
Comments on this paper