Chib, Siddhartha; Jammalamadaka, S. Rao; Tiwari, Ram C. - In: Statistics & Probability Letters 5 (1987) 2, pp. 113-118
In this paper we present a widely applicable definition of the predictive likelihood based on estimators that are either sufficient or approximately sufficient. Under regularity conditions, this predictive likelihood is shown to equal the Bayes prediction density up to terms of order O p(n-1)....
