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...

We focus on the construction of confidence corridors for multivariate nonparametric generalized quantile regression functions. This construction is based on asymptotic results for the maximal deviation between a suitable nonparametric estimator and the true function of interest which follow...

We study the drift of stationary diffusion processes in a time series analysis of the autoregression function. A marked empirical process measures the difference between the nonparametric regression functions of two time series. We bootstrap the distribution of a Kolmogorov-Smirnov-type test...