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March, 1978 Estimating the Dimension of a Model
Gideon Schwarz
Ann. Statist. 6(2): 461-464 (March, 1978). DOI: 10.1214/aos/1176344136

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.

Citation

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Gideon Schwarz. "Estimating the Dimension of a Model." Ann. Statist. 6 (2) 461 - 464, March, 1978. https://doi.org/10.1214/aos/1176344136

Information

Published: March, 1978
First available in Project Euclid: 12 April 2007

zbMATH: 0379.62005
MathSciNet: MR468014
Digital Object Identifier: 10.1214/aos/1176344136

Subjects:
Primary: 62F99
Secondary: 62J99

Keywords: Akaike information criterion , asymptotics , dimension

Rights: Copyright © 1978 Institute of Mathematical Statistics

Vol.6 • No. 2 • March, 1978
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