Statistical Science

Predictive Likelihood: A Review

Jan F. Bjornstad

Full-text: Open access

Abstract

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.

Article information

Source
Statist. Sci. Volume 5, Number 2 (1990), 242-254.

Dates
First available in Project Euclid: 19 April 2007

Permanent link to this document
http://projecteuclid.org/euclid.ss/1177012175

Digital Object Identifier
doi:10.1214/ss/1177012175

Mathematical Reviews number (MathSciNet)
MR1062578

Zentralblatt MATH identifier
0955.62517

JSTOR
links.jstor.org

Keywords
Prediction likelihood approximations consistency invariance predictive intervals

Citation

Bjornstad, Jan F. Predictive Likelihood: A Review. Statist. Sci. 5 (1990), no. 2, 242--254. doi:10.1214/ss/1177012175. http://projecteuclid.org/euclid.ss/1177012175.


Export citation

See also

  • See Comment: Ronald W. Butler. [Predictive Likelihood: A Review]: Comment. Statist. Sci., Volume 5, Number 2 (1990), 255--259.
  • See Comment: Tom Leonard, Kam-Wah Tsui, John S. J. Hsu. [Predictive Likelihood: A Review]: Comment. Statist. Sci., Volume 5, Number 2 (1990), 259--262.
  • See Comment: Jan F. Bjornstad. [Predictive Likelihood: A Review]: Rejoinder. Statist. Sci., Volume 5, Number 2 (1990), 262--265.