The Berry-Esséen bound for Studentized statistics

DOI10.1214/aop/1019160129zbMath1130.62310MaRDI QIDQ2478199

Bing-Yi Jing, Qiying Wang, Lin Cheng Zhao

Publication date: 16 March 2008

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.aop/1019160129

zbMATH Keywords

Berry-Esséen bound; Studentized U-statistic; Studentized functions of the sample mean; Studentized L-statistic

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

60E15: Inequalities; stochastic orderings

Related Items

Refined self-normalized large deviations for independent random variables, Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic., Normal approximation for nonlinear statistics using a concentration inequality approach, Coverage accuracy for a mean without third moment

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