We consider the nonparametric regression model with an additive error that is correlated with the explanatory variables. We suppose the existence of instrumental variables that are considered in this model for the identification and the estimation of the regression function. The nonparametric...

We consider the general issue of estimating a nonparametric function x from the inverse problem r = Tx given estimates of the function r and of the linear transform T. Two typical examples include the estimation of a probability density function fromdata contaminated by a noise whose...