Summary
Two nonparametric estimators of the slope of a regression line with error on both variables are considered, each of them being defined as the zero-crossing of a stochastic process whose sample paths are monotone. Their asymptotic behaviour is derived from the local asymptotic behaviour of the underlying processes. One of the estimators is a nonparametric version of Wald's (1940) estimator.
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This research was supported by the Swiss National Science Foundation
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Milasevic, P. Estimation of the slope in a linear functional relationship. Probab. Th. Rel. Fields 82, 19–31 (1989). https://doi.org/10.1007/BF00340010
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DOI: https://doi.org/10.1007/BF00340010