Density Estimation in the Presence of Heteroscedastic Measurement Error
异方差测量误差下的密度估计
We consider density estimation when the variable of interest is subject to heteroscedastic measurement error. The density is assumed to have a smooth but unknown functional form that we model with a penalized mixture of B-splines. We treat the situation in which multiple mismeasured observations of each variable of interest are observed for at least some of the subjects, and the measurement error is assumed to be additive and normal. The measurement error variance function…