Contributions to Stochastics : In Honour of the 75th Birthday of Walther Eberl, Sr.

Since the contributions to this volume stem from very different fields, no attempt was made to find a systematic ordering. All results are new in so far as they have not been published so far. Front Matter....Pages I-VIII On the Distribution of the Suprema of Weighted Empirical Processes....Pages 1-18 Estimating Percentile Residual Life Under Random Censorship....Pages 19-27 An Introduction to Linear Dynamic Errors-in-Variables Models....Pages 28-37 On Improved Versions of General Erdös-Rényi Laws and Large Deviation Asymptotics....Pages 38-49 Sequential Analysis: Exact Values for the Bernoulli Distribution....Pages 50-58 A Remark on Realizations of Stochastic Processes....Pages 59-62 Nonparametric Methods: The History, the Reality, and the Future (with Special Reference to Statistical Selection Problems)....Pages 63-83 On the Power of Entropy-Based Tests Against Bump-Type Alternatives....Pages 84-88 Robust Statistical Methods Applied in the Analysis of Geochemical Variables....Pages 89-100 Invariant Sufficiency, Equivariance and Characterizations of the Gamma Distribution....Pages 101-122 Efficient Sequential Estimation for an Exponential Class of Processes....Pages 123-130 On Convergence in Law of Random Elements in Certain Function Spaces....Pages 131-137 An Application of the Mixture Theory to the Decomposition Problem of Characteristic Functions....Pages 138-144 Construction of Minimax-Tests for Bounded Families of Distribution- Functions....Pages 145-152 An Asymptotic χ 2 -Test for Variance Components....Pages 153-163 Probabilities on Groups: Submonogeneous Embedding and Semi-Stability....Pages 164-174 On the Use of Predictive Distributions in Portfolio Theory....Pages 175-183 A Short Proof for the Contraction-Property of Markov Chains with Attractive States....Pages 184-186 A Characteristic Property of Atomic Measures with Finitely Many Atoms Resp. Atomless Measures....Pages 187-189 Estimation in the Presence of Nuisance Parameters....Pages 190-201 Stability of Filtered Experiments....Pages 202-213 Nonparametric Selection Procedures in Complete Factorial Experiments....Pages 214-235 Bayesian Statistics in the Regional and Information Sciences....Pages 236-247 Inequalities for Convex Functions....Pages 248-253 Back Matter....Pages 254-258