Comments on Model Selection Criteria of Akaike and Schwarz
- 1 January 1979
- journal article
- research article
- Published by Oxford University Press (OUP) in Journal of the Royal Statistical Society Series B: Statistical Methodology
- Vol. 41 (2) , 276-278
- https://doi.org/10.1111/j.2517-6161.1979.tb01084.x
Abstract
Summary: It is demonstrated that the comparison of the model selection criteria of Akaike and Schwarz is sensitive to the type of asymptotic analysis adopted.This publication has 6 references indexed in Scilit:
- A Bayesian analysis of the minimum AIC procedureAnnals of the Institute of Statistical Mathematics, 1978
- Posterior probabilities for choosing a regression modelBiometrika, 1978
- Estimating the Dimension of a ModelThe Annals of Statistics, 1978
- An Asymptotic Equivalence of Choice of Model by Cross-Validation and Akaike's CriterionJournal of the Royal Statistical Society Series B: Statistical Methodology, 1977
- Selection of the order of an autoregressive model by Akaike's information criterionBiometrika, 1976
- Robust Regression: Asymptotics, Conjectures and Monte CarloThe Annals of Statistics, 1973