Note on Efron’s Monotonicity Property Under Given Copula Structures

  1. Ortega-Jiménez, Patricia 1
  2. Pellerey, Franco 2
  3. Sordo, Miguel A. 1
  4. Suárez-Llorens, Alfonso 1
  1. 1 Universidad de Cádiz, 11002, Cádiz, Spain.
  2. 2 Politecnico di Torino, 10129, Turin, Italy.
Libro:
SMPS 2022: Building Bridges between Soft and Statistical Methodologies for Data Science

ISSN: 2194-5357 2194-5365

ISBN: 9783031155086 9783031155093

Año de publicación: 2022

Páginas: 303-310

Tipo: Aportación congreso

DOI: 10.1007/978-3-031-15509-3_40 GOOGLE SCHOLAR lock_openAcceso abierto editor

Resumen

Given a multivariate random vector, Efron’s marginal monotonicity (EMM) refers to the stochastic monotonicity of the variables given the value of their sum. Recently, based on the notion of total positivity of the joint density of the vector, Pellerey and Navarro (2021) obtained sufficient conditions for EMM when the monotonicity is in terms of the likelihood ratio order. We provide in this paper new sufficient conditions based on properties of the marginals and the copula. Moreover, parametric examples are provided for some of the results included in Pellerey and Navarro (2021) and in the present paper.

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