Predictive likelihood: A review. With comments and a rejoinder by the author
From MaRDI portal
Publication:1596017
DOI10.1214/ss/1177012175zbMath0955.62517OpenAlexW2050190133WikidataQ56082355 ScholiaQ56082355MaRDI QIDQ1596017
Publication date: 7 February 2001
Published in: Statistical Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/ss/1177012175
Related Items (30)
Confidence, credibility and prediction ⋮ Inferential distributions for non-Bayesian predictive fit ⋮ Predictive Influence of Unavailable Values of Future Explanatory Variables in a Linear Model ⋮ Information criteria for the predictive evaluation of bayesian models ⋮ Extended likelihood approach to multiple testing with directional error control under a hidden Markov random field model ⋮ A note on predictive densities based on composite likelihood methods ⋮ An averaging approach to prediction ⋮ Estimation and Prediction Using Belief Functions: Application to Stochastic Frontier Analysis ⋮ Asymptotic minimum scoring rule prediction ⋮ Aspects of likelihood inference ⋮ Forecasting using predictive likelihood model averaging ⋮ Properties of h‐Likelihood Estimators in Clustered Data ⋮ H‐likelihood Predictive Intervals for Unobservables ⋮ Hierarchical likelihood approach to non-Gaussian factor analysis ⋮ Fast, Optimal, and Targeted Predictions Using Parameterized Decision Analysis ⋮ Pseudo-Likelihoods for Bayesian Inference ⋮ Prediction with confidence -- a general framework for predictive inference ⋮ To explain or to predict? ⋮ Likelihood inference for models with unobservables: another view ⋮ Bayesian and likelihood inference for cure rates based on defective inverse Gaussian regression models ⋮ On best unbiased prediction and its relationships to unbiased estimation ⋮ Adaptive prediction and reverse martingales ⋮ Unnamed Item ⋮ Improved Prediction Intervals and Distribution Functions ⋮ Likelihood Prediction for Generalized Linear Mixed Models under Covariate Uncertainty ⋮ The sufficiency of the evidence, the relevancy of the evidence, and quantifying both with a single number ⋮ Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data ⋮ Predictive inference for directional data ⋮ On the equivariance criterion in statistical prediction ⋮ The Need for More Emphasis on Prediction: A “Nondenominational” Model-Based Approach
This page was built for publication: Predictive likelihood: A review. With comments and a rejoinder by the author