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MR402882 (53 #6696) 60F15 (62E20)
Kiefer, J. Iterated logarithm analogues for sample quantiles when $p\sb n\downarrow 0$. Proceedings of the Sixth Berkeley Symposium on Mathematical Statistics and Probability (Univ. California, Berkeley, Calif., 1970/1971), Vol. I: Theory of statistics, pp. 227–244. Univ. California Press, Berkeley, Calif., 1972.
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