Normal approximation for nonlinear statistics using a concentration inequality approach

DOI10.3150/07-BEJ5164zbMath1146.62310arXiv0708.4272MaRDI QIDQ2465279

Louis H. Y. Chen, Qui-Man Shao

Publication date: 9 January 2008

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0708.4272

zbMATH Keywords

normal approximation; \(U\)-statistics; non-uniform Berry-Esseen bound; \(L\)-statistics; nonlinear statistics; uniform Berry-Esseen bound; multisample \(U\)-statistics

Mathematics Subject Classification ID

60E15: Inequalities; stochastic orderings

62E17: Approximations to statistical distributions (nonasymptotic)

62G99: Nonparametric inference

Related Items

Unnamed Item, Descent-inversion statistics in riffle shuffles, CLT-related large deviation bounds based on Stein's method, Optimal-order bounds on the rate of convergence to normality in the multivariate delta method, The Berry-Esseen bound for identically distributed random variables by Stein method, Berry-Esseen bounds for estimating undirected graphs, Simultaneous critical values for \(t\)-tests in very high dimensions, Cramér type moderate deviation theorems for self-normalized processes, Asymptotic results for random sums of dependent random variables, Stein's method for nonlinear statistics: a brief survey and recent progress, On normal approximations to \(U\)-statistics, Asymptotic results on weakly increasing subsequences in random words, Self-normalization: taming a wild population in a heavy-tailed world, Non-uniform Berry-Esseen bounds for weighted \(U\)-statistics and generalized \(L\)-statistics, Normal approximation for sums of weighted \(U\)-statistics -- application to Kolmogorov bounds in random subgraph counting, Bootstrapping and sample splitting for high-dimensional, assumption-lean inference, Zero bias transformation and asymptotic expansions, On the Bennett-Hoeffding inequality, Wasserstein-2 bounds in normal approximation under local dependence, Berry-Esseen Bounds for Random Index Non Linear Statistics via Stein's Method

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• A note on Edgeworth expansions for \(U\)-statistics under minimal conditions
• Elementary symmetric polynomials of increasing order
• A Berry-Esseen bound for functions of independent random variables
• Convergence rates for U-statistics and related statistics
• The order of the normal approximation for linear combinations of order statistics with smooth weight functions
• On the Berry-Esseen theorem for U-statistics
• The Berry-Esseen theorem for U-statistics
• The rate of convergence for multivariate sampling statistics
• An Edgeworth expansion for symmetric statistics
• A Berry-Esseen bound for \(U\)-statistics in the non-i. i. d. case
• Edgeworth expansions in nonparametric statistics
• Lower estimates of the convergence rate for \(U\)-statistics
• The Berry-Esséen bound for Studentized statistics
• On the subspaces of \(L^p\) \((p > 2)\) spanned by sequences of independent random variables
• A Berry-Esseen bound for symmetric statistics
• Approximation Theorems of Mathematical Statistics
• Probability for Statisticians
• Mises’ Theorem on the Asymptotic Behavior of Functionals of Empirical Distribution Functions and Its Statistical Applications
• A Class of Statistics with Asymptotically Normal Distribution
• A non-uniform Berry-Esseen bound via Stein's method