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

Access to Document

10.1111/1467-9469.00170

Cite this

@article{0e1fc31a53fb4c66b980d9b49a30bf00,

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.",

keywords = "Bayesian prediction, Empirical Bayesian model, Induction, Likelihood, Predictive likelihood",

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

year = "1999",

month = dec,

doi = "10.1111/1467-9469.00170",

language = "English (US)",

volume = "26",

pages = "593--609",

journal = "Scandinavian Journal of Statistics",

issn = "0303-6898",

publisher = "Wiley-Blackwell Publishing Ltd",

number = "4",

}

TY - JOUR

T1 - Properties and applications of the generalized likelihood as a summary function for prediction problems

AU - Bedrick, Edward J.

AU - Hill, Joe R.

PY - 1999/12

Y1 - 1999/12

N2 - 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.

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.

KW - Bayesian prediction

KW - Empirical Bayesian model

KW - Induction

KW - Likelihood

KW - Predictive likelihood

UR - http://www.scopus.com/inward/record.url?scp=0033481120&partnerID=8YFLogxK

UR - http://www.scopus.com/inward/citedby.url?scp=0033481120&partnerID=8YFLogxK

U2 - 10.1111/1467-9469.00170

DO - 10.1111/1467-9469.00170

M3 - Article

AN - SCOPUS:0033481120

SN - 0303-6898

VL - 26

SP - 593

EP - 609

JO - Scandinavian Journal of Statistics

JF - Scandinavian Journal of Statistics

IS - 4

ER -

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

Abstract

Keywords

ASJC Scopus subject areas

Access to Document

Other files and links

Fingerprint

Cite this