EMPIRICAL PROCESSES INDEXED BY SMOOTH FUNCTIONSSTUTE W.1983; STOCHASTIC PROCESSES AND THEIR APPLICATIONS; ISSN 0304-4149; NLD; DA. 1983; VOL. 14; NO 1; PP. 55-66; BIBL. 19 REF.Article

CONVERGENCE RATES FOR THE ISOTROPE DISCREPANCY.STUTE W.1977; ANN. PROBAB.; U.S.A.; DA. 1977; VOL. 5; NO 5; PP. 707-723; BIBL. 12 REF.Article

A NECESSARY CONDITION FOR THE CONVERGENCE OF THE ISOTROPE DISCREPANCY.STUTE W.1976; LECTURE NOTES MATH.; GERM.; DA. 1976; NO 566; PP. 138-140; BIBL. 5 REF.; (EMPIRICAL DISTRIB. PROCESSES. MEET. SEL. PAPERS; OBERWOLFACH; 1976)Conference Paper

A LAW OF THE LOGARITHM FOR KERNEL DENSITY ESTIMATORSSTUTE W.1982; ANN. PROBAB.; ISSN 0091-1798; USA; DA. 1982; VOL. 10; NO 2; PP. 414-422; BIBL. 16 REF.Article

THE OSCILLATION BEHAVIOR OF EMPIRICAL PROCESSESSTUTE W.1982; ANN. PROBAB.; ISSN 0091-1798; USA; DA. 1982; VOL. 10; NO 1; PP. 86-107; BIBL. 33 REF.Article

ON A GENERALIZATION OF THE GLIVENKO-CANTELLI THEOREM.STUTE W.1976; Z. WAHRSCHEIN.-THEOR. VERWANDTE GEB.; DTSCH.; DA. 1976; VOL. 35; NO 2; PP. 167-175; BIBL. 6 REF.Article

SEQUENTIAL FIXED-WIDTH CONFIDENCE INTERVALS FOR A NONPARAMETRIC DENSITY FUNCTIONSTUTE W.1983; ZEITSCHRIFT FUER WAHRSCHEINLICHKEITSTHEORIE UND VERWANDTE GEBIETE; ISSN 0044-3719; DEU; DA. 1983; VOL. 62; NO 1; PP. 113-123; BIBL. 11 REF.Article

U-statistic processes : a martingale approachSTUTE, W.Annals of probability. 1994, Vol 22, Num 4, pp 1725-1744, issn 0091-1798Article

Almost sure representations of the product-limit estimator for truncated dataSTUTE, W.Annals of statistics. 1993, Vol 21, Num 1, pp 146-156, issn 0090-5364Article

Consistent estimation under random censorship when covariables are presentSTUTE, W.Journal of multivariate analysis. 1993, Vol 45, Num 1, pp 89-103, issn 0047-259XArticle

On a class of stopping times for M-estimatorsSTUTE, W.Journal of multivariate analysis. 1984, Vol 14, Num 1, pp 83-93, issn 0047-259XArticle

The sequential probability ratio test under random censorshipSTUTE, W.Metrika (Heidelberg). 1996, Vol 44, Num 1, pp 1-8, issn 0026-1335Article

Strong and weak representations of cumulative hazard function and Kaplan-Meier estimators on increasing setsSTUTE, W.Journal of statistical planning and inference. 1994, Vol 42, Num 3, pp 315-329, issn 0378-3758Article

The bias of Kaplan-Meier integralsSTUTE, W.Scandinavian journal of statistics. 1994, Vol 21, Num 4, pp 475-484, issn 0303-6898Article

Strong consistency of the MLE under random censoringSTUTE, W.Metrika (Heidelberg). 1992, Vol 39, Num 5, pp 257-267, issn 0026-1335Article

Nonparametric model checks for regressionSTUTE, W.Annals of statistics. 1997, Vol 25, Num 2, pp 613-641, issn 0090-5364Article

The jackknife estimate of variance of a Kaplan-Meier integralSTUTE, W.Annals of statistics. 1996, Vol 24, Num 6, pp 2679-2704, issn 0090-5364Article

Conditional empirical processesSTUTE, W.Annals of statistics. 1986, Vol 14, Num 2, pp 638-647, issn 0090-5364Article

Parameter estimation of smooth empirical processesSTUTE, W.Stochastic processes and their applications. 1986, Vol 22, Num 2, pp 223-244, issn 0304-4149Article

Bootstrap of a linear model with AR-error structureSTUTE, W.Metrika (Heidelberg). 1995, Vol 42, Num 6, pp 395-410, issn 0026-1335Article

On almost sure convergence of conditional empirical distribution functionsSTUTE, W.Annals of probability. 1986, Vol 14, Num 3, pp 891-901, issn 0091-1798Article

The oscillation behavior of empirical processes: the multivariate caseSTUTE, W.Annals of probability. 1984, Vol 12, Num 2, pp 361-379, issn 0091-1798Article

Last passage times of M-estimatorsSTUTE, W.Scandinavian journal of statistics. 1983, Vol 10, Num 4, pp 301-305, issn 0303-6898Article

A GENERAL GLIVENKO-CANTELLI THEOREM FOR STATIONARY SEQUENCES OF RANDOM OBSERVATIONSSTUTE W; SCHUMANN G.1980; SCAND. J. STATIST.; SWE; DA. 1980; VOL. 7; NO 2; PP. 102-104; BIBL. 9 REF.Article

Distributional convergence under random censorship when covariables are presentSTUTE, W.Scandinavian journal of statistics. 1996, Vol 23, Num 4, pp 461-471, issn 0303-6898Article