The Annals of Statistics

Estimating the Dimension of a Model

Gideon Schwarz

Full-text: Open access

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.

Article information

Source
Ann. Statist. Volume 6, Number 2 (1978), 461-464.

Dates
First available: 12 April 2007

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

Subjects
Primary: 62F99: None of the above, but in this section
Secondary: 62J99: None of the above, but in this section

Keywords
Dimension Akaike information criterion asymptotics

Citation

Schwarz, Gideon. Estimating the Dimension of a Model. The Annals of Statistics 6 (1978), no. 2, 461--464. doi:10.1214/aos/1176344136. http://projecteuclid.org/euclid.aos/1176344136.


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