We consider efficient estimation of the slope in the errors in variables model with normal error when either the ratio of error variances is known and the distribution of the independent is arbitrary and unknown or the distribution of the independent variable is not Gaussian or degenerate. We calculate information bounds and exhibit estimates achieving these bounds using an initial minimum distance estimate and suitable estimates of the efficient score function.
"Efficient Estimation in the Errors in Variables Model." Ann. Statist. 15 (2) 513 - 540, June, 1987. https://doi.org/10.1214/aos/1176350358