Weak approximations of the empirical process when parameters are estimated.- On the Erdös-Rényi increments and the P. Lévy modulus of continuity of a kiefer process.- Kolmogorov-smirnov tests when parameters are estimated.- On uniform convergence of measures with applications to uniform convergence of empirical distributions.- An alternative approach to glivenko-cantelli theorems.- Weak convergence under contiguous alternatives of the empirical process when parameters are estimated: The Dk approach.- Almost sure invariance principles for empirical distribution functions of weakly dependent random variables.- Three theorems of multivariate empirical process.- Weak convergence to stable laws by means of a weak invariance principle.- A necessary condition for the convergence of the isotrope discrepancy.- Two examples concerning uniform convergence of measures w.r.t. balls in Banach spaces.