Abstract
The problem of estimating the dimensionality of a model occurs in various forms in applied statistics: estimating the number of factors in factor analysis, estimating the degree of a polynomial describing the data, selecting the variables to be introduced in a multiple regression equation, estimating the order of an AR or MA time series model, and so on.
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deLeeuw, J. (1992). Introduction to Akaike (1973) Information Theory and an Extension of the Maximum Likelihood Principle. In: Kotz, S., Johnson, N.L. (eds) Breakthroughs in Statistics. Springer Series in Statistics. Springer, New York, NY. https://doi.org/10.1007/978-1-4612-0919-5_37
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DOI: https://doi.org/10.1007/978-1-4612-0919-5_37
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