{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2026,10,27]],"date-time":"2026-10-27T23:21:50Z","timestamp":1793143310788,"version":"4.5.0"},"reference-count":24,"publisher":"Cambridge University Press (CUP)","issue":"1","license":[{"start":{"date-parts":[[2021,1,25]],"date-time":"2021-01-25T00:00:00Z","timestamp":1611532800000},"content-version":"unspecified","delay-in-days":0,"URL":"https:\/\/www.cambridge.org\/core\/terms"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":["Econom. Theory"],"published-print":{"date-parts":[[2022,2]]},"abstract":"<jats:p>\n                    This paper studies the uniform convergence rates of Li and Vuong\u2019s (1998,\n                    <jats:italic>Journal of Multivariate Analysis<\/jats:italic>\n                    65, 139\u2013165; hereafter LV) nonparametric deconvolution estimator and its regularized version by Comte and Kappus (2015,\n                    <jats:italic>Journal of Multivariate Analysis<\/jats:italic>\n                    140, 31\u201346) for the classical measurement error model, where repeated noisy measurements on the error-free variable of interest are available. In contrast to LV, our assumptions allow unbounded supports for the error-free variable and measurement errors. Compared to Bonhomme and Robin (2010,\n                    <jats:italic>Review of Economic Studies<\/jats:italic>\n                    77, 491\u2013533) specialized to the measurement error model, our assumptions do not require existence of the moment generating functions of the square and product of repeated measurements. Furthermore, by utilizing a maximal inequality for the multivariate normalized empirical characteristic function process, we derive uniform convergence rates that are faster than the ones derived in these papers under such weaker conditions.\n                  <\/jats:p>","DOI":"10.1017\/s0266466620000572","type":"journal-article","created":{"date-parts":[[2021,1,25]],"date-time":"2021-01-25T03:57:57Z","timestamp":1611547077000},"page":"172-193","source":"Crossref","is-referenced-by-count":8,"title":["ON THE UNIFORM CONVERGENCE OF DECONVOLUTION ESTIMATORS FROM REPEATED MEASUREMENTS"],"prefix":"10.1017","volume":"38","author":[{"given":"Daisuke","family":"Kurisu","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Taisuke","family":"Otsu","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2021,1,25]]},"reference":[{"key":"S0266466620000572_r20","doi-asserted-by":"publisher","DOI":"10.1006\/jmva.1998.1741"},{"key":"S0266466620000572_r23","doi-asserted-by":"publisher","DOI":"10.1007\/b13794"},{"key":"S0266466620000572_r16","doi-asserted-by":"publisher","DOI":"10.1093\/restud\/rdq004"},{"key":"S0266466620000572_r10","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466611000831"},{"key":"S0266466620000572_r1","doi-asserted-by":"publisher","DOI":"10.1016\/j.jeconom.2019.09.002"},{"key":"S0266466620000572_r14","doi-asserted-by":"publisher","DOI":"10.1016\/j.spa.2019.04.012"},{"key":"S0266466620000572_r24","doi-asserted-by":"publisher","DOI":"10.1017\/CBO9780511802256"},{"key":"S0266466620000572_r12","doi-asserted-by":"publisher","DOI":"10.1214\/009053607000000028"},{"key":"S0266466620000572_r6","doi-asserted-by":"publisher","DOI":"10.1111\/j.1467-937X.2009.00577.x"},{"key":"S0266466620000572_r11","doi-asserted-by":"publisher","DOI":"10.1214\/aos\/1176348248"},{"key":"S0266466620000572_r18","doi-asserted-by":"publisher","DOI":"10.1016\/S0304-4076(02)00120-3"},{"key":"S0266466620000572_r9","unstructured":"Evdokimov, K. 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