Convex order monotonicity of conditional mean predictors in latent mixture models

Valentin Dendoncker, Michel Denuit () and Christian Y. Robert
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Valentin Dendoncker: Université catholique de Louvain, LIDAM/ISBA, Belgium
Michel Denuit: Université catholique de Louvain, LIDAM/ISBA, Belgium

No 2026020, LIDAM Discussion Papers ISBA from Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA)

Abstract: This paper studies the monotonicity, in the convex order, of conditional mean predictors based on aggregate statistics in latent mixture models. For partial sums Sj= X1 +···+ Xj, we give general conditions under which E[Xi |Sj] is dominated by E[Xi |Sj−1] in the convex order, i

Keywords: Convex order; Conditional mean prediction; Latent mixture models; Natural exponential families; Sufficient statistics; Infinitely divisible distributions (search for similar items in EconPapers)
Pages: 32
Date: 2026-06-01
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Persistent link: https://EconPapers.repec.org/RePEc:aiz:louvad:2026020

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