To add more depth to the male side of the discussion.....
For those that believe neutering stopped humping, how do you know it didn't stop, or would not have stopped naturally, in time? I say this because our 2+ yr old unaltered male also humped. Humped his blanket while hugging it laying on his back, other toys, humped arms, legs, anything/anyone with soft/thick clothing/fabric etc. That was at the same age most of you say yours did. He stopped by 1 yr old I'd guess it was. He's fully functional but doesn't hump.
He also doesn't mark in side the house, which really does surprise me. He marks everything in sight outside, he even hunts things on the ground and does a "leg lift walking squat", anything he can stand next to or over gets marked even if he's run out of "marking fluid".
Maybe that was nature and just what was to be or maybe it was because we corrected him every chance we had; I don't know.
BTW, I'm not arguing against neutering either. I would agree that if they are pets, it makes sense in most cases to spay/neuter. And I think most will agree that would include, making sense from a human convenience standpoint as well, regardless of the fact most people won't admit it.
Especially female pets that are primarily inside dogs, like I'm sure most, if not all Yorkie's are. It seems cruel to have them wearing a diaper for 2+ weeks and changing pads constantly but the alternative is a little "mess" where ever they go in the house.