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2008 One more approach to the convergence of the empirical process to the Brownian bridge
Jean-François Marckert
Electron. J. Statist. 2: 118-126 (2008). DOI: 10.1214/07-EJS131

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.

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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

Information

Published: 2008
First available in Project Euclid: 17 March 2008

zbMATH: 1300.47033
MathSciNet: MR2386089
Digital Object Identifier: 10.1214/07-EJS131

Subjects:
Primary: 60F17 , 62G30

Keywords: Brownian bridge , Donsker Theorem , empirical process

Rights: Copyright © 2008 The Institute of Mathematical Statistics and the Bernoulli Society

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