2024/03/17 by Kirill Evdokimov, Evdokimov, Kirill S., Andrei Zeleneev +1
Engineering · #Control Systems and Identification
paper · pdf · doi:10.48550/arxiv.2403.11309
This paper considers nonparametric identification and estimation of the regression function when a covariate is mismeasured. The measurement error need not be classical. Employing the small measurement error approximation, we establish nonparametric identification under weak and easy-to-interpret conditions on the instrumental variable. The paper also provides nonparametric estimators of the regression function and derives their rates of convergence.