The Annals of Statistics

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

Albert Y. Lo

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.

Article information

Source
Ann. Statist. Volume 12, Number 1 (1984), 351-357.

Dates
First available in Project Euclid: 12 April 2007

http://projecteuclid.org/euclid.aos/1176346412

Digital Object Identifier
doi:10.1214/aos/1176346412

Zentralblatt MATH identifier
0557.62036

JSTOR