Autor:	Nasri, Bouchra R., Remillard, Bruno N.
Rok vydání:	2019
Předmět:	Mathematics - Statistics Theory
Druh dokumentu:	Working Paper
Popis:	In this paper, we find necessary and sufficient conditions so that copula-based conditional distributions of a response variable with respect to covariates, are ordered with respect to the simple stochastic order introduced by Lehmann. These conditions do not depend on the marginal distributions of the random variables. As a result, we have conditions to ensure that the conditional mean and conditional quantiles are monotonic with respect to the covariates. Comment: Some work has been done by other authors. We need to add these references and modify the paper accordingly
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/1902.00050 Zobrazit plný text záznamu View this record from Arxiv