Let (<b>"X"</b>_<b>"i"</b>,<b>"Y"</b>_<b>"i"</b>) (<b>"i"</b>&equals;<b>"1"</b>,…,<b>"n"</b>) be "n" replications of a random vector (<b>"X"</b>,<b>"Y"</b> ), where "Y" is supposed to be subject to random right censoring. The data (<b>"X"</b>_<b>"i"</b>,<b>"Y"</b>_<b>"i"</b>) are assumed to come from a stationary "&agr;"-mixing process. We consider the problem of estimating the function...

In this article, we introduce a procedure to test the equality of regression functions when the response variables are censored. The test is based on a comparison of Kaplan-Meier estimators of the distribution of the censored residuals. Kolmogorov-Smirnov- and Cramér-von Mises-type statistics...

Suppose that "X"_<b>1</b>,…, "X"_<b>""n""</b> is a sequence of independent random vectors, identically distributed as a "d"-dimensional random vector "X". Let <formula format="inline"><file name="sjos_640_mu1.gif" type="gif" /></formula> be a parameter of interest and <formula format="inline"><file name="sjos_640_mu2.gif" type="gif" /></formula> be some nuisance parameter. The unknown, true parameters ("μ"_<b>0</b>,"ν"_<b>0</b>) are uniquely determined by the system of...

Several testing procedures are proposed that can detect change-points in the error distribution of non-parametric regression models. Different settings are considered where the change-point either occurs at some time point or at some value of the covariate. Fixed as well as random covariates are...

Several classical time series models can be written as a regression model between the components of a strictly stationary bivariate process. Some of those models, such as the ARCH models, share the property of proportionality of the regression function and the scale function, which is an...

We consider the functional non-parametric regression model "Y"&equals; "r"(<b>"χ"</b>)&plus;"&epsiv;", where the response "Y" is univariate, <b>"χ"</b> is a functional covariate (i.e. valued in some infinite-dimensional space), and the error "&epsiv;" satisfies "E"("&epsiv;" | <b>"χ"</b>) &equals; 0. For this model, the pointwise...