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