The Use of Uncategorized Data to Improve the Performance of a Nonparametric Estimator of a Mixture Density
Peter M. Hall, D. Michael Titterington · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1985
SUMMARY We present a very simple, utilitarian technique for combining categorized and uncategorized data to construct a nonparametric estimator of a component mixture density. The method can be used for a wide class of estimators, and provides a reduction in the variance compared with the estimator based solely on categorized data.