This article studies a new procedure to test for the equality of k regressioncurves in a fully nonparametric context. The test is based on the comparison of empirical estimators of the characteristic functions of the regression residuals in each population. The asymptotic behaviour of the test statistic is studied in detail. It is shown that under the null hypothesis the distribution of the test statistic converges to a finite combination of independent χ21random variables. The coefficients in this linear combination can be consistently estimated. The proposed test is able to detect contiguous alternatives converging to the null at the rate n−1/2. The practicalperformance of the test based on the asymptotic null distribution is investigated by means of simulations.
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