Abstract
Consider a multivariate mixture model where the random variables X 1, ..., X n given (Θ1, ..., Θ n ), are conditionally independent. Conditions are obtained under which different kinds of positive dependence hold among X i '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.
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Khaledi, BE., Kochar, S. Dependence Properties of Multivariate Mixture Distributions and Their Applications. Annals of the Institute of Statistical Mathematics 53, 620–630 (2001). https://doi.org/10.1023/A:1014641701483
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DOI: https://doi.org/10.1023/A:1014641701483