DOC Added hyperlink to AIC-BIC User Guide entry (#23146)

Co-authored-by: Thomas J. Fan <thomasjpfan@gmail.com>

examples/mixture/plot_gmm_selection.py

@@ -4,7 +4,7 @@ Gaussian Mixture Model Selection
 ================================
 
 This example shows that model selection can be performed with
-Gaussian Mixture Models using information-theoretic criteria (BIC).
+Gaussian Mixture Models using :ref:`information-theoretic criteria (BIC) <aic_bic>`.
 Model selection concerns both the covariance type
 and the number of components in the model.
 In that case, AIC also provides the right result (not shown to save time),