2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/154473We consider the regression model with errors-in-variables where we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f(X)+ξ, Z=X+σε$, involving independent and unobserved random variables $X,ξ,ε$. The density $g$ of $X$ is unknown, whereas the density of $σε$ is completely known. Using the observations $(Y\_i, Z\_i)$, $i=1,...,n$, we propose an estimator of the regression function $f$, built as the ratio of two penalized minimum contrast estimators of $\ell=fg$ and $g$, without any prior knowledge on their smoothness. We prove that its $\mathbb{L}\_2$-risk on a compact set is bounded by the sum of the two $\mathbb{L}\_2(\mathbb{R})$-risks of the estimators of $\ell$ and $g$, and give the rate of convergence of such estimators for various smoothness classes for $\ell$ and $g$, when the errors $ε$ are either ordinary smooth or super smooth. The resulting rate is optimal in a minimax sense in all cases where lower bounds are available.Statistics Theory(Primary) 62G08, 62G07; (Secondary) 62G05, 62G20text