Estimating the Dimension of a Model
Gideon Schwarz
Source: Ann. Statist. Volume 6, Number 2 (1978), 461-464.
Abstract
The problem of selecting one of a number of models of different dimensions is treated by finding its Bayes solution, and evaluating the leading terms of its asymptotic expansion. These terms are a valid large-sample criterion beyond the Bayesian context, since they do not depend on the a priori distribution.
Full-text: Open access
Permanent link to this document: http://projecteuclid.org/euclid.aos/1176344136
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aos/1176344136
Mathematical Reviews number (MathSciNet):
MR468014
Zentralblatt MATH identifier:
0379.62005
The Annals of Statistics
