G. Schwarz. The annals of statistics, 6 (2):
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 large-sample criterion beyond the Bayesian context, since they do not depend on the a priori distribution.
%0 Journal Article
%1 Schwarz1978
%A Schwarz, Gideon
%D 1978
%I Institute of Mathematical Statistics
%J The annals of statistics
%K bayes degreesoffreedom modeling
%N 2
%P 461--464
%T Estimating the dimension of a model
%U http://scholar.google.com/scholar.bib?q=info:sskrpr5jlLwJ:scholar.google.com/&output=citation&hl=en&as_sdt=2000&ct=citation&cd=0
%V 6
%X 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.
@article{Schwarz1978,
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.},
added-at = {2009-12-11T14:22:45.000+0100},
author = {Schwarz, Gideon},
biburl = {https://www.bibsonomy.org/bibtex/21f66258366b33705d598c22e44ca6ba6/tmalsburg},
interhash = {6b480223b0df6bd10504863cede240c5},
intrahash = {1f66258366b33705d598c22e44ca6ba6},
journal = {The annals of statistics},
keywords = {bayes degreesoffreedom modeling},
number = 2,
pages = {461--464},
publisher = {Institute of Mathematical Statistics},
timestamp = {2009-12-11T14:22:45.000+0100},
title = {{Estimating the dimension of a model}},
url = {http://scholar.google.com/scholar.bib?q=info:sskrpr5jlLwJ:scholar.google.com/&output=citation&hl=en&as_sdt=2000&ct=citation&cd=0},
volume = 6,
year = 1978
}