Limiting Bayes Estimates of Estimable Parameters Based on Dirichlet Processes
Hajime Yamato · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 2016
Based on the Dirichlet process as a prior, we give the Bayes estimate of the estimable parameter of an arbitrary degree, whose form is different from Yamato (1977b). From it, we derive the simple form of the limit of Bayes estimate as the parameter of the Dirichlet process tends to zero.