Abstract
The generalized likelihood plays an important role in parametric inference for prediction and empirical Bayesian models. This paper emphasizes the utility of the generalized likelihood as a summarization procedure in general prediction models. Properties of the generalized likelihood when used in this setting, and examples of its use as a data analytic tool are given in a series of numerical examples.
Original language | English (US) |
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Pages (from-to) | 593-609 |
Number of pages | 17 |
Journal | Scandinavian Journal of Statistics |
Volume | 26 |
Issue number | 4 |
DOIs | |
State | Published - Dec 1999 |
Externally published | Yes |
Keywords
- Bayesian prediction
- Empirical Bayesian model
- Induction
- Likelihood
- Predictive likelihood
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty