Predictive Likelihood
Hinkley, David
Ann. Statist., Tome 7 (1979) no. 1, p. 718-728 / Harvested from Project Euclid
The likelihood function is the common basis of all parametric inference. However, with the exception of an ad hoc definition by Fisher, there has been no such unifying basis for prediction of future events, given past observations. This article proposes a definition of predictive likelihood which can help to remove some nonuniqueness problems in sampling-theory predictive inference, and which can produce a simple prediction analog of the Bayesian parametric result, posterior $\propto$ prior $\times$ likelihood, in many situations.
Publié le : 1979-07-14
Classification:  Prediction,  confidence regions,  exponential families,  likelihood,  Bayesian methods,  statistical inference,  62A10,  62F25,  62A15,  60G25
@article{1176344723,
     author = {Hinkley, David},
     title = {Predictive Likelihood},
     journal = {Ann. Statist.},
     volume = {7},
     number = {1},
     year = {1979},
     pages = { 718-728},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344723}
}
Hinkley, David. Predictive Likelihood. Ann. Statist., Tome 7 (1979) no. 1, pp.  718-728. http://gdmltest.u-ga.fr/item/1176344723/