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Estimating the Dimension of a Model

Gideon Schwarz

Mathematics

A priori and a posteriori

Context (archaeology)

1978

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.

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“Estimating the Dimension of a Model” is a paper by Gideon Schwarz published in 1978. It has an Open Access status of “bronze”. You can read and download a PDF Full Text of this paper here.