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 this paper we show that the recent notion of regression depth can be used as a data-analytic tool to measure the amount of separation between successes and failures in the binary response framework. Extending this algorithm allows us to compute the overlap in data sets which are commonly...

Data sets from car insurance companies often have a high-dimensional complex dependency structure. The use of classical statistical methods such as generalized linear models or Tweedie?s compound Poisson model can yield problems in this case. Christmann (2004) proposed a general approach to...

Some methods from statistical machine learning and from robust statistics have two drawbacks. Firstly, they are computer-intensive such that they can hardly be used for massive data sets, say with millions of data points. Secondly, robust and non-parametric confidence intervals for the...