"We will together, jointly, make this happen," Davis told a news conference after hosting provincial and territorial leaders and the heads of five national native groups in Happy Valley-Goose Bay, N.L.
Davis said the provinces have not only pledged to act on the commission's 94 recommendations but, in some cases, have already started.
"They're important commitments that we need to follow up on."
Otherwise, what Davis described as the commission's important work could be wasted, he said.
Prime Minister Stephen Harper's longstanding absence from first ministers' meetings is a missed chance for collaboration, Davis said.
"We all believe that the federal government should be providing that leadership. In the absence of the federal government, instead of just letting it sit and wait, we're going to take those steps."
Davis said Manitoba will host a second national roundtable on missing and murdered aboriginal women to follow up on last winter's event in Ottawa.
The RCMP has reported that almost 1,200 aboriginal women have been murdered or have vanished since 1980.
The 2011 National Household Survey suggests indigenous women make up 4.3 per cent of Canada's female population. But police say they're victims in 16 per cent of female homicides and account for 11 per cent of missing women.
The premiers made a united push last summer for a public inquiry into the issue but Ottawa has refused. Federal officials who attended the national roundtable in February said justice investments and a five-year, $25-million plan to reduce related violence are a better approach.
Dawn Lavell Harvard, president of the Native Women's Association of Canada, said she was pleased with Wednesday's meeting despite what she called a lack of respect from Ottawa.
Violence against indigenous women and girls is "a grave violation of human rights," Lavell Harvard told the closing news conference. She lashed out at the federal government for not attending.
"It is an insult to the memories of those women and girls that they're not here."
Lavell Harvard called it "a slap in the face."
Assembly of First Nations National Chief Perry Bellegarde said he was satisfied that the provinces are taking the Truth and Reconciliation Commission report released last month seriously.
It described as "cultural genocide" the suffering borne by generations of aboriginal children in once mandatory residential schools.
It estimated more than 6,000 boys and girls, about one in 25, died in the institutions. Scores of others endured horrific physical and sexual abuse.
Bellegarde said Canada must close the quality-of-life chasm between aboriginal and non-aboriginal people.
"That gap is not good for our people. It's not good for the provinces, and it's not good for the country."
B.C. Premier Christy Clark said Ottawa funds vital programs on reserves such as education and early childhood development.
"Federal government plays a really important role in all of this," she said. "It's easier to do it with them, it's a lot better to do it with them. But we've been doing it alone, making those plans alone and making progress on our own for a long time."
An email statement from federal Aboriginal Affairs Minister Bernard Valcourt's office on Wednesday said Ottawa has increased investment in First Nations education by 25 per cent and constructed 41 new schools. It said the govermment has also given women living on reserves the same matrimonial rights as all Canadians.
Outside the meeting, a small group of protesters said Labrador has too often been stripped of its resources while the environment and social issues are neglected.
"Labrador lives count too," said Denise Cole, a Goose Bay resident with Inuit ancestry. "Just because we're a small population doesn't mean our lives count any less. It doesn't mean that we deserve any less. And it certainly doesn't mean that we get to be forgotten except when it comes time for an election or ... to show off for closed-door meetings."
The premiers will continue to meet Thursday and Friday in St. John's.
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