Sentürk, Damla; Nguyen, Danh V. - In: Statistics & Probability Letters 79 (2009) 9, pp. 1175-1180
In covariate-adjusted regression (CAR), the response (Y) and predictors (Xr,r=1,...,p) are not observed directly. Estimation is based on n independent observations , where , and [psi]([dot operator]) and are unknown functions. In this paper, we discuss the asymptotic properties of this method...