Estimating the dimension of a model
G Schwarz - The annals of statistics, 1978 - JSTOR
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.
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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