An Update on Measurement Error Modeling

The issues caused by measurement errors have been recognized for almost 90 years, and research in this area has flourished since the 1980s. We review some of the classical methods in both density estimation and regression problems with measurement errors. In both problems, we consider when the original error-free model is parametric, nonparametric, and semiparametric, in combination with different error types. We also summarize and explain some new approaches, including recent developments and challenges in the high-dimensional setting.