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.

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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

Digital Object Identifier: 10.1214/aos/1176344136

Subjects:

Primary: 62F99

Secondary: 62J99

Keywords: Akaike information criterion , asymptotics , dimension

JOURNAL ARTICLE
4 PAGES

Vol.6 • No. 2 • March, 1978

The Annals of Statistics cover image