Lehrstuhl für Mathematische Statistik
All downloadable papers (and articles in BNews) are in PostScript format and have been compressed with gzip.
If this doesn't work on your machine, you may want to download the file first, then de-compress it with the command gunzip <filename.ps.gz>. The command ghostview <filename.ps> should then display the file.
To download the file, you may have to alter your browser's settings on what to do with certain types of files. For example, in Netscape Navigator 4.xx, under Edit - Preferences - Navigator / Applications , you have to edit the entry for Postscript Document (or similar) and/or gzip compressed files (or somewhat similar) and select Unknown: Prompt User. Now, when a prompt appears after clicking on the appropriate link, select Save to disk .
Again, you should first download the file onto your hard disk. For this, it might be necessary to alter some of your browser's settings, cf. To download the file, ... above. Having downloaded the file, you can de-compress it using Winzip 6.2 or higher, which is freely available here (for evaluation).
It should then be possible to view the file with any Postscript viewer. If you don't have such a viewer on your PC, a rather nice one can be obtained here (English) or here (German).
Good luck !