On the use of the predictive likelihood of a Gaussian model

DOI10.1007/BF02480336zbMath0457.62009MaRDI QIDQ1151205

Hirotugu Akaike

Publication date: 1980

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

predictive likelihoodGaussian modelsimproper uniform prior distributions

Mathematics Subject Classification ID

Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Foundations and philosophical topics in statistics (62A01) Monte Carlo methods (65C05)

Related Items (10)

Selection of smoothing parameters in \(B\)-spline nonparametric regression models using information criteria ⋮ Information criteria for the predictive evaluation of bayesian models ⋮ Quasi-Bayesian modelling of multivariate outliers ⋮ A quasi Bayesian approach to outlier detection ⋮ Bayesian prediction and model selection for locally asymptotically mixed normal models ⋮ A variant of AIC based on the Bayesian marginal likelihood ⋮ A quasi-Bayesian analysis of regression outliers using Akaike's predictive likelihood ⋮ A prospect of earthquake prediction research ⋮ Bayesian analysis of outliers via akaike's predictive likelihood of a model ⋮ Quasi-Bayesian estimation of Stigler's data sets

Cites Work

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• Approximate Bayesian Predictive Distributions and Model Selection
• Posterior probabilities for choosing a regression model
• A new look at the Bayes procedure
• A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
• Polynomial Regression from a Bayesian Approach

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