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.
Publié le : 1984-03-14
Classification:
Decision theory,
Bayesian nonparametric method,
density estimation,
62A15,
62C10,
62G05
@article{1176346412,
author = {Lo, Albert Y.},
title = {On a Class of Bayesian Nonparametric Estimates: I. Density Estimates},
journal = {Ann. Statist.},
volume = {12},
number = {1},
year = {1984},
pages = { 351-357},
language = {en},
url = {http://dml.mathdoc.fr/item/1176346412}
}
Lo, Albert Y. On a Class of Bayesian Nonparametric Estimates: I. Density Estimates. Ann. Statist., Tome 12 (1984) no. 1, pp. 351-357. http://gdmltest.u-ga.fr/item/1176346412/