Estimating the Dimension of a Model
Gideon Schwarz
The Annals of Statistics, Vol. 6, No. 2, pp. 461-464, 1978
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 larg-sample criterion beyond the Bayesian context, since they do not depend on the a priori distribution.
Keywords
statistical modeldegrees of freedomstatistical modeling