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Predictive Likelihood: A Review
Jan F. Bjornstad
Vol. 5, No. 2 (May, 1990), pp. 242-254
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2245686
Page Count: 13
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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.
Statistical Science © 1990 Institute of Mathematical Statistics