In the functional regression model where the responses are curves, new tests for the functional form of the regression and the variance function are proposed, which are based on a stochastic process estimating L2-distances. Our approach avoids the explicit estimation of the functional regression...

Classical and more recent tests for detecting distributional changes in multivariate time series often lack power against alternatives that involve changes in the cross-sectional dependence structure. To be able to detect such changes better, a test is introduced based on a recently studied...

Empirical and sequential empirical copula processes play a central role for statistical inference on copulas. However, as pointed out by Johan Segers [J. Segers, Asymptotics of empirical copula processes under non-restrictive smoothness assumptions, Bernoulli 18 (3) (2012) 764–782] the usual...

Considering multivariate strongly mixing time series, nonparametric tests for a constant copula with specified or unspecified change point (candidate) are derived; the tests are consistent against general alternatives. A tapered block multiplier technique based on serially dependent multiplier...

In this paper we define distributions on the moment spaces corresponding to p×p real or complex matrix measures on the real line with an unbounded support. For random vectors on the unbounded matricial moment spaces we prove the convergence in distribution to the Gaussian orthogonal ensemble or...

In this paper we consider random block matrices which generalize the classical Laguerre ensemble and the Jacobi ensemble. We show that the random eigenvalues of the matrices can be uniformly approximated by the zeros of matrix orthogonal polynomials and obtain a rate for the maximum difference...

In a nonparametric regression model with a multivariate explanatory variable we consider the problem of testing the hypothesis that specific interactions in a canonical decomposition of the model vanish. A simple consistent test is developed which is based on the difference between the...

In a recent paper, Eichler (2008) [11] considered a class of non- and semiparametric hypotheses in multivariate stationary processes, which are characterized by a functional of the spectral density matrix. The corresponding statistics are obtained using kernel estimates for the spectral...