Stochastic Orderings of the Location-Scale Mixture of Elliptical Distribution

03/30/2021

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by   Tong Pu, et al.

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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.