Abstract
This article proposes a non-Bayesian procedure for constructing inferential distributions which can be used for producing predictive distributions. The concepts of bootstrap and of predictive likelihood are employed for developing the method. A result is obtained for exponential families, and the Bayesian prediction based on Jeffreys' prior is newly justified.
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Kuboki, H. Inferential distributions for non-Bayesian predictive fit. Ann Inst Stat Math 45, 567–578 (1993). https://doi.org/10.1007/BF00773356
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DOI: https://doi.org/10.1007/BF00773356