The Half-Half (HH) plot is a new graphical method to investigate qualitatively the shape of a regression curve. The empirical HH-plot counts observations in the lower and upper quarter of a strip that moves horizontally over the scatter plot. The plot displays jumps clearly and reveals further...

Consider the nonparametric regression model Y = m(X)+e, where the function m is smooth, but unknown.We construct tests for the independence of e and X, based on n independent copies of (X; Y ).The testing procedures are based on differences of neighboring Y 's.We establish asymptotic results for...

AMS classifications: 62G08, 62G10, 62G20, 62G30; 60F17.

The Nadaraya-Watson nonparametric estimator of regression is known to be highly sensitive to the presence of outliers in data.This sensitivity can be reduced, for example, by using local L-estimates of regression.Whereas the local L-estimation is traditionally done using an empirical conditional...