Empirical distributions and processes : selected papers from a meeting at Oberwolfach, March 28 - April 3, 1976 / P. Gaenssler and P. Révész

Table of Contents: P. Gaenssler and P. Révész, Preface (p. i); List of participants (p. v); M. Csörgő and M. D. Burke, Weak approximations of the empirical process when parameters are estimated (pp. 1–16); Miklós Csörgő and Arthur H. C. Chan, On the Erdős-Rényi increments and the P. Lévy modulus of continuity of a Kiefer process (pp. 17–32); J. Durbin, Kolmogorov-Smirnov tests when parameters are estimated (pp. 33–44); P. Gaenssler and W. Stute, On uniform convergence of measures with applications to uniform convergence of empirical distributions (pp. 45–56); Klaus Krickeberg, An alternative approach to Glivenko-Cantelli theorems (pp. 57–67); G. Neuhaus, Weak convergence under contiguous alternatives of the empirical process when parameters are estimated: the Dk approach (pp. 68–82); Walter Philipp, Almost sure invariance principles for empirical distribution functions of weakly dependent random variables (pp. 83–105); P. Révész, Three theorems of multivariate empirical process (pp. 106–126); Gordon Simons and William Stout, Weak convergence to stable laws by means of a weak invariance principle (pp. 127–137); W. Stute, A necessary condition for the convergence of the isotrope discrepancy (pp. 138–140); Flemming Topsøe, Richar dM. Dudley and Jørgen Hoffmann-Jørgensen, Two examples concerning uniform convergence of measures w.r.t. balls in Banach spaces (pp. 141–146).