On a Class of Bayesian Nonparametric Estimates: I. Density Estimates
Albert Y. Lo · The Annals of Statistics · 1984
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.