### On a Class of Bayesian Nonparametric Estimates: I. Density Estimates

Albert Y. Lo
Source: Ann. Statist. Volume 12, Number 1 (1984), 351-357.

#### 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.

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#### Related Works:

Primary Subjects: 62A15
Secondary Subjects: 62C10, 62G05
Full-text: Open access

Permanent link to this document: http://projecteuclid.org/euclid.aos/1176346412
Digital Object Identifier: doi:10.1214/aos/1176346412
Zentralblatt MATH identifier: 0557.62036