We propose a new test for the comparison of two regression curves, which is based on a difference of two marked empirical processes based on residuals. The large sample behaviour of the corresponding statistic is studied to provide a full nonparametric comparison of regression curves. In...

In the problem of testing the equality of k regression curves from independent samples we discuss three methods using nonparametric estimation techniques of the regression function. The first test is based on a linear combination of estimators for the integrated variance function in the...

In the common non-parametric regression model the problem of testing for the parametric form of the conditional variance is considered. A stochastic process based on the difference between the empirical processes that are obtained from the standardized non-parametric residuals under the null...

In this paper we investigate several tests for the hypothesis of a parametric form of the error distribution in the common linear and nonparametric regression model, which are based on empirical processes of residuals. It is well known that tests in this context are not asymptotically...

In the classical linear regression model the problem of testing for symmetry of the error distribution is considered. The test statistic is a functional of the difference between the two empirical distribution functions of the estimated residuals and their counterparts with opposite signs. The...

In this paper a new method for monotone estimation of a regression function is proposed. The estimator is obtained by the combination of a density and a regression estimate and is appealing to users of conventional smoothing methods as kernel estimators, local polynomials, series estimators or...

For the common binary response model we propose a direct method for the nonparametric estimation of the effective dose level ED? (0 ? 1). The estimator is obtained by the composition of a nonparametric estimate of the quantile response curve and a classical density estimate. The new method...