Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons
Published in Communications in Statistics-Theory and Methods, 2023
In this paper, the authors introduce integral stochastic orderings of a class of asymmetric distributions. This class of distributions extends from elliptical location-scale mixture distributions and includes many useful special cases. The authors derive some necessary and sufficient conditions for comparing the random vectors from this class of distributions.
Recommended citation: Pu, T., Zhang, Y., & Yin, C. (2023). "Generalized Location-Scale Mixtures of Elliptical Distributions: Definitions and Stochastic Comparisons." Communications in Statistics-Theory and Methods, 53(11), 3851-3875.
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