We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...

We consider a situation where the distribution of a random variable is being estimated by the empirical distribution of noisy measurements of that variable. This is common practice in, for example, teacher value-added models and other fixed-effect models for panel data. We use an asymptotic...

We consider a situation where a distribution is being estimated by the empirical distribution of noisy measurements. The measurements errors are allowed to be heteroskedastic and their variance may depend on the realization of the underlying random variable. We use an asymptotic embedding where...

We consider a situation where a distribution is being estimated by the empirical distribution of noisy measurements. The measurements errors are allowed to be heteroskedastic and their variance may depend on the realization of the underlying random variable. We use an asymptotic embedding where...