Before revision: This paper presents the nonparametric inference problem about the probability density function of a latent variable in the measurement error model with repeated measurements. 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.
After revision: This paper presents the nonparametric inference problem about the probability density function of a latent variable in the measurement error model . The confidence band builds on our finding that we can rewrite Kotlarski's identity , and then establish a confidence band for the density of the latent variable.