Estimating the Dimension of a Model

1978/03/01 by Gideon Schwarz · 405 citations
Mathematics · #A priori and a posteriori #Applied mathematics #Bayes factor #Bayes' theorem #Bayesian probability #Combinatorics #Context (archaeology) #Dimension (graph theory) #Econometrics #Mathematics #Sample (material) #Statistical Methods and Inference #Statistics

paper · pdf · doi:10.1214/aos/1176344136

published in The Annals of Statistics 6(2), 15-18 (Institute of Mathematical Statistics)

openalex publication_date 1978/03/01 · openalex created_date 2025/10/10 · openalex updated_date 2026/03/27

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.

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