Berry-Esseen bounds for functionals of independent random variables
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Publication:2149935
Abstract: We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to -statistics satisfying the weak assumption of decomposability in the Hoeffding sense, and yield Kolmogorov distance bounds instead of the Wasserstein bounds previously derived in the special case of degenerate -statistics. Linear and quadratic functionals of arbitrary sequences of independent random variables are included as particular cases, with new fourth moment bounds, and applications are given to Hoeffding decompositions, weighted -statistics, quadratic forms, and random subgraph weighing. In the case of quadratic forms, our results recover and improve the bounds available in the literature, and apply to matrices with non-empty diagonals.
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Cited in
(16)- A Berry-Esseen bound for functions of independent random variables
- New Berry-Esseen bounds for functionals of binomial point processes
- Stein approximation for functionals of independent random sequences
- Berry-Esseen bounds in the Breuer-major CLT and Gebelein's inequality
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