Before revision:  We construct a system of linear complex-valued moment restrictions by Kotlarski's identity , and then establish a confidence band for the density of the latent variable. Our confidence band controls the asymptotic size uniformly over a class of data generating processes, and it is consistent against all fixed alternatives.
After revision:  We construct a system of linear complex-valued moment restrictions by Kotlarski's identity as a system of linear moment restrictions. The confidence band controls the asymptotic size uniformly over a class of data generating processes, and it is consistent against all fixed alternatives.