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SCHWARZ CRITERION [1 record]

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Record 1 2020-10-23

English

Subject field(s)
  • Statistics
CONT

In statistics, the Bayesian information criterion (BIC) or Schwarz criterion (also SBC, SBIC) is a criterion for model selection among a finite set of models. It is based, in part, on the likelihood function, and it is closely related to Akaike information criterion (AIC).

French

Domaine(s)
  • Statistique
CONT

Le critère d'information bayésien [...] est un critère d'information dérivé du critère d'information d'Akaike […] À la différence du critère d'information d'Akaike, la pénalité dépend de la taille de l'échantillon et pas seulement du nombre de paramètres.

Spanish

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