Optimal bounds in non-Gaussian limit theorems for \(U\)-statistics
From MaRDI portal
Publication:1807184
DOI10.1214/aop/1022677269zbMath1008.62017MaRDI QIDQ1807184
Friedrich Götze, Vidmantas Bentkus
Publication date: 9 November 1999
Published in: The Annals of Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aop/1022677269
convergence rates; central limit theorem; Edgeworth expansions; U-statistics; Berry-Esseen bounds; symmetric statistics; von Mises statistics; second order efficiency; degenerate U-statistics
62E20: Asymptotic distribution theory in statistics
62G20: Asymptotic properties of nonparametric inference
60F05: Central limit and other weak theorems
Related Items
Computational aspects of Cui-Freeden statistics for equidistribution on the sphere, On distribution of error of linear wavelet estimator of probability density, Non-uniform bounds for short asymptotic expansions in the CLT for balls in a Hilbert space, Nonlinear stochastic programming by Monte-Carlo estimators, Asymptotic expansions in non-central limit theorems for quadratic forms
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Asymptotic expansions for distributions of sums of independent random elements of a Hilbert space
- A refinement of the error estimate of the normal approximation in a Hilbert space
- Multiple Wiener-Ito integrals. With applications to limit theorems
- Convex measures on locally convex spaces
- Asymptotic expansions in the integral and local limit theorems in Banach spaces with applications to \(\omega\)-statistics
- On the lattice point problem for ellipsoids
- Uniform rates of convergence in the CLT for quadratic forms in multidimensional spaces
- Bounds for the accuracy of Poissonian approximations of stable laws
- Sums and Gaussian vectors
- Optimal rates of convergence in the CLT for quadratic forms
- Multiple Wiener integral
- Fourier analysis of distribution functions. A mathematical study of the Laplace-Gaussian law
- On the Accuracy of Normal Approximation of the Probability of Hitting a Ball
- Approximation of quadratic forms of independent random vectors by accompanying laws
- On the Rate of Convergence in the Central Limit Theorem in Certain Banach Spaces
- Asymptotic expansions for bivariate von Mises functionals
- A Regular Estimate of the Accuracy of Normal Approximation in Hilbert Space
- Asymptotic Approximations for the Probability that a Sum of Lattice Random Vectors Lies in a Convex Set
- Skorohod embedding of multivariate RV's, and the sample DF
- Asymptotic Theory of Certain "Goodness of Fit" Criteria Based on Stochastic Processes
