A Bayesian Information Criterion for Singular Models

DOI10.1111/rssb.12187zbMath1414.62088arXiv1309.0911OpenAlexW1530226021WikidataQ57566359 ScholiaQ57566359MaRDI QIDQ5381081

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Publication date: 7 June 2019

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.0911

zbMATH Keywords

model selectionBayesian information criterionfactor analysismixture modelreduced rank regressionsingular learning theorySchwarz information criterion

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

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