<p>I agree with @Glen_b there. But you've written a great answer on a rather neglected topic &amp; I hope you've not been put off adding to it as promised. It's up to you of course, but if I were you I'd probably ask a new question on non-Bayesian predictive inference &amp; put my answer there.<sup>&dagger;</sup></p>

<p>Some other references (just in case you haven't already seen them):</p>

<ul>
<li>Lawless &amp; Fredette (2005), "Frequentist prediction intervals and predictive distributions", <em>Biometrika</em> , <strong>92</strong>, 3</li>
<li>Bjornstad, (1990), "Predictive Likelihood: A Review", <em>Statist. Sci.</em>, <strong>5</strong>, 2</li>
</ul>

<p>&dagger; I decided to ask anyway: <a href="https://stats.stackexchange.com/q/169623/17230">What non-Bayesian methods are there for predictive inference?</a></p>
