CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES

Articles in the same Issue

1. QUADHATIC MEASURES OF FIT FOR ESTIMATES OF THE PARTIAL DERIVATIVES OF A SURVIVAL FUNCTION AND THE HAZARD GRADIENT
2. OPTIMAL ESTIMATIONS OF STARSHAPED DISTRIBUTION FUNCTIONS
3. SENSITIVITY AND ASYMPTOTIC PROPERTIES OF BAYESIAN RELIABILITY ESTIMATES IN THE EXPONENTIAL CASE
4. ON MINIMAX AND BEST EQUIVARIANT ESTIMATION FUNCTIONS IN THE LINEAR MODEL WITH A-UNIMODAL DENSITY AND QUASICONVEX LOSS
5. MINIMAX LINEAR ESTIMATION OF THE TREND PARAMETER IN RANDOM FIELDS WITH SYMMETRIC PARAMETER RESTRICTIONS
6. NONPARAMETRIC ESTIMATION OF THE GENERALIZED VARIANCE
7. HISTOGRAM MAXIMUM LIKELIHOOD ESTIMATOR OF A PERIODIC FUNCTION IN THE MULTIPLICATIVE INTENSITY MODEL
8. AN ALMOST-SURE APPROXIMATION OF A MULTIVARIATE PRODUCT-LIMIT ESTIMATOR UNDER RANDOM CENSORSHIP
9. LIMIT BEHAVIOUR OF STOCHASTIC APPROXIMATION PROCESSES
10. CONVERGENCE OF THE EMPIRICAL AND QUANTILE DISTRIBUTIONS TO POISSON MEASURES
11. ADAPTIVE PROCEDURES FOR DETECTION OF CHANCE
12. ON DETECTION OF CONTAMINATION IN A NORMAL DISTRIBUTION
13. M-SPACE OF MAJORIZED EXPERIMENT AND PIVOTAL MEASURE
14. TYPES OF CONTINUOUS AND DISCONTINUOUS VALUE FUNCTIONS IN A PARAMETRIC FAMILY OF GAMES
15. ON THE STRONG CONTINUITY OF INVARIANT CHARGES
16. A Correction to LOCAL ASYMPTOTIC BEHAVIOR OF DENSITIES
17. Book Review
18. INSTRUCTIONS TO AUTHORS
19. Impressum