Semiparametric Comparison of Regression Curves

Abstract

The comparison of nonparametric regression curves is considered. It is assumed that there are parametric (possibly nonlinear) transformations of the axes which map one curve into the other. Estimation and testing of the parameters in the transformations are studied. The rate of convergence is $n^{-1/2}$ although the nonparametric components of the model typically have a rate slower than that. A statistic is provided for testing the validity of a given completely parametric model.