Estimating the Dimension of a Model
Schwarz, Gideon
Ann. Statist., Tome 6 (1978) no. 1, p. 461-464 / Harvested from Project Euclid
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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.
Publié le : 1978-03-14
Classification:  Dimension,  Akaike information criterion,  asymptotics,  62F99,  62J99 
@article{1176344136,
     author = {Schwarz, Gideon},
     title = {Estimating the Dimension of a Model},
     journal = {Ann. Statist.},
     volume = {6},
     number = {1},
     year = {1978},
     pages = { 461-464},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176344136}
}

Schwarz, Gideon. Estimating the Dimension of a Model. Ann. Statist., Tome 6 (1978) no. 1, pp.  461-464. http://gdmltest.u-ga.fr/item/1176344136/