Disclaimer: there are varying opinions on this subject and depending on your system's architecture you might not have a choice.
With that said... I've seen this pattern implemented before, not a huge fan of it, in my opinion is duplicates large amounts of code without adding any real value. It seems to be particularly popular in systems with XML APIs like SOAP where it might be difficult to map XML structure directly to your object structure. In your particular case it seems to be even worse because on top of duplicate getFirstName()/getLastName() methods, there is business logic (which belongs in the service layer) coded right into a pojo (which should be a simple data transfer object like the DTO). Why should the pojo know that only people of opposite sex can get married?
To help better understand why, can you explain where these DTOs come from? Is there a front-end submitting data to a controller which then converts it to a DTO, which is then used to populate your entity-proper with data?