For the problem of testing symmetry of the error distribution in a nonparametric regression model we propose as a test statistic the difference between the two empirical distribution functions of estimated residuals and their counterparts with opposite signs. The weak convergence of the...

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...

We describe how to test the null hypothesis that errors from two parametrically specified regression models have the same distribution versus a general alternative. First we obtain the asymptotic properties of teststatistics derived from the difference between the two residual-based empirical...