Consider bivariate observations $(X_1,Y_1), \ldots, (X_n,Y_n) \in \mathbb{R}\times \mathbb{R}$ with unknown conditional distributions $Q_x$ of $Y$, given that $X = x$. The goal is to estimate these distributions under the sole assumption that $Q_x$ is isotonic in $x$ with respect to likelihood ratio order. If the observations are identically distributed, a related goal is to estimate the joint distribution $\mathcal{L}(X,Y)$ under the sole assumption that it is totally positive of order two in a certain sense. After reviewing and generalizing the concepts of likelihood ratio order and total positivity of order two, an algorithm is developed which estimates the unknown family of distributions $(Q_x)_x$ via empirical likelihood. The benefit of the stronger regularization imposed by likelihood ratio order over the usual stochastic order is evaluated in terms of estimation and predictive performances on simulated as well as real data.
翻译:(X_1,Y_1),\ldots,(X_n,Y_n)\ in\mathbb{R_time\mathb{R}$(美元),条件分配条件不明,美元=x美元,考虑到美元=x美元,以美元=x美元计算。目标是根据唯一假设,美元=x美元为美元(美元),估计这些分配情况。如果观察分布相同,一个相关目标是在唯一假设下估算联合分配美元=mathcal{L}(X,Y)$(美元),其唯一目的是估计的是,从某种意义上说,它完全肯定了顺序二。在审查并概括了可能性比率顺序二的概念和顺序二的总体假设性之后,制定了一种算法,根据经验可能性估计分配的未知的类别 $(x)_x美元=x美元。根据通常的随机顺序,可能比率顺序要求的更强有力的规范化的好处是用估计和预测模拟数据及真实数据的性表现来评估。