Abstract
A theorem of Donsker asserts that the empirical process converges in distribution to the Brownian bridge. The aim of this paper is to provide a new and simple proof of this fact.
Citation
Jean-François Marckert. "One more approach to the convergence of the empirical process to the Brownian bridge." Electron. J. Statist. 2 118 - 126, 2008. https://doi.org/10.1214/07-EJS131
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