Abstract. We 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 variablesX, ξ, ε. The density g ofX is unknown, whereas the density of σε is completely known. Using the observations (Yi, Zi), i = 1, · · · , n, we propose an estimator of the regression function f , buil...