Predictive Inference by Seymour Geisser - 9780367449919

CRC Press

This book presents Seymour Geisser's views on predictive or observable inference and its advantages over parametric inference. It focuses on the predictive applications of the Bayesian approach. The book also presents predictive analyses that have no real parametric analogues. > The author's research has been directed towards inference involving observables rather than parameters. In this book, he brings together his views on predictive or observable inference and its advantages over parametric inference. While the book discusses a variety of approaches to prediction including those based on parametric, nonparametric, and nonstochastic statistical models, it is devoted mainly to predictive applications of the Bayesian approach. It not only substitutes predictive analyses for parametric analyses, but it also presents predictive analyses that have no real parametric analogues. It demonstrates that predictive inference can be a critical component of even strict parametric inferenA