A lower bound for the normal approximation of U-statistics (Q1109446)
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scientific article; zbMATH DE number 4070026
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| English | A lower bound for the normal approximation of U-statistics |
scientific article; zbMATH DE number 4070026 |
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A lower bound for the normal approximation of U-statistics (English)
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1988
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The rates of convergence to the normal distribution are investigated for U-statistics. Using \textit{C. Stein}'s method [Proc. 6th Berkeley Sympos. math. Statist. Probab., Univ. Calif., 2, 583-602 (1972; Zbl 0278.60026)], we derive a lower bound of the uniform distance between the distributions of U-statistics and the standard normal distribution.
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rates of convergence to the normal distribution
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U-statistics
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lower bound
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0.9205790758132936
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0.8633807301521301
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0.8629047870635986
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0.8548917174339294
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