On a Class of Bayesian Nonparametric Estimates: I. Density Estimates
Open Access
- 1 March 1984
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Statistics
- Vol. 12 (1) , 351-357
- https://doi.org/10.1214/aos/1176346412
Abstract
Given a positive, normalized kernel and a finite measure on an Euclidean space, we construct a random density by convoluting the kernel with the Dirichlet random probability indexed by the finite measure. The posterior distribution of the random density given a sample is classified. The Bayes estimator of the density function is given.Keywords
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