Abstract We are interested in the problem of estimating a regression function φ observed with a correlated noise Y  =  φ ( X )+ U . Contrary to the usual regression model, U is not centered conditionaly on X but rather on an observed variable W . Hence this model turns to be a difficult...

We are interested in the problem of estimating a regression function φ observed with a correlated noise Y = φ(X)+U. Contrary to the usual regression model, U is not centered conditionaly on X but rather on an observed variable W. Hence this model turns to be a difficult inverse problem where...