Predictive Likelihood: A Review
Bjornstad, Jan F.
Statist. Sci., Tome 5 (1990) no. 3, p. 242-254 / Harvested from Project Euclid
The concept of predictive likelihood is reviewed and studied. The emphasis is on comparing and clarifying some of the more important predictive likelihoods suggested in the literature. A unified modification and simplification of the sufficiency-based predictive likelihoods is suggested. Other predictive likelihoods discussed include the profile predictive likelihood and various modifications of it.
Publié le : 1990-05-14
Classification:  Prediction,  likelihood,  approximations,  consistency,  invariance,  predictive intervals
@article{1177012175,
     author = {Bjornstad, Jan F.},
     title = {Predictive Likelihood: A Review},
     journal = {Statist. Sci.},
     volume = {5},
     number = {3},
     year = {1990},
     pages = { 242-254},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177012175}
}
Bjornstad, Jan F. Predictive Likelihood: A Review. Statist. Sci., Tome 5 (1990) no. 3, pp.  242-254. http://gdmltest.u-ga.fr/item/1177012175/