The non parametric regression estimate with dependent measurement errors

ABSTRACT

Non parametric regression estimation with measurement errors data has received great attention, and deconvolution local polynomial estimators can be used to deal with the problem that the errors are independent of other variables in the literature. In this article, the copula method is applied to tackle the case that the errors may depend on covariates, and the asymptotic properties of the resulting estimators are derived. Two simulations are conducted to illustrate the performance of the proposed estimators.