For a given score function [psi] = [psi](x, [theta]), let [theta]n be Huber's M-estimator for an unknown population parameter [theta]. Under some mild smoothness assumptions it is known that n1/2([theta]n - [theta]) is asymptotically normal. In this paper the stopping times [tau]c(m) = inf{n =...

A new class of estimators is introduced for estimating the parameter ([theta]10, [theta]20) in the linear regression model y = E[YX = x] = [theta]10 + [theta]20x. Given independent copies {(X1, Y1),..., (Xn, Yn)} of the two-dimensional random vector (X, Y), these estimators are derived from...

In this work, we provide a new methodology for comparing regression functions m1 and m2 from two samples. Since apart from smoothness no other (parametric) assumptions are required, our approach is based on a comparison of nonparametric estimators and of m1 and m2, respectively. The test...