Properties and applications of the generalized likelihood as a summary function for prediction problems

Edward J. Bedrick; Joe R. Hill

doi:10.1111/1467-9469.00170

Properties and applications of the generalized likelihood as a summary function for prediction problems

Edward J. Bedrick, Joe R. Hill

Research output: Contribution to journal › Article › peer-review

3 Scopus citations

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)
Pages (from-to)	593-609
Number of pages	17
Journal	Scandinavian Journal of Statistics
Volume	26
Issue number	4
DOIs	https://doi.org/10.1111/1467-9469.00170
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

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10.1111/1467-9469.00170

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title = "Properties and applications of the generalized likelihood as a summary function for prediction problems",

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.",

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author = "Bedrick, {Edward J.} and Hill, {Joe R.}",

year = "1999",

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AU - Hill, Joe R.

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AB - 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.

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KW - Empirical Bayesian model

KW - Induction

KW - Likelihood

KW - Predictive likelihood

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JF - Scandinavian Journal of Statistics

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Properties and applications of the generalized likelihood as a summary function for prediction problems

Abstract

Keywords

ASJC Scopus subject areas

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