Properties and Applications of the Generalized Likelihood as a Summary Function for Prediction Problems

Edward J. Bedrick and Joe R. Hill

Scandinavian Journal of Statistics, 1999, vol. 26, issue 4, 593-609

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.

Date: 1999
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