Estimation of a regression function is a well-known problem in the context of errors in variables, where the explanatory variable is observed with random noise. This noise can be of two types, which are known as classical or Berkson, and it is common to assume that the error is purely of one of...

It is common, in errors-in-variables problems in regression, to assume that the errors are incurred 'after the experiment', in that the observed value of the explanatory variable is an independent perturbation of its true value. However, if the errors are incurred 'before the experiment' then...

In this note we show that, from a conventional viewpoint, there are particularly close parallels between optimal-kernel-choice problems in non-parametric deconvolution, and their better-understood counterparts in density estimation and regression. However, other aspects of these problems are...