The Berry-Esséen bound for Studentized statistics

DOI10.1214/aop/1019160129zbMath1130.62310OpenAlexW2024141996MaRDI QIDQ2478199

Qiying Wang, Lin Cheng Zhao, Bing-Yi Jing

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 boundStudentized U-statisticStudentized functions of the sample meanStudentized L-statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15)

Related Items (6)

Exact convergence rate and leading term in central limit theorem for Student's \(t\) statistic. ⋮ Coverage accuracy for a mean without third moment ⋮ Stein's method for nonlinear statistics: a brief survey and recent progress ⋮ Normal approximation for nonlinear statistics using a concentration inequality approach ⋮ Refined self-normalized large deviations for independent random variables ⋮ Cramér type moderate deviation theorems for self-normalized processes

Cites Work

• On the rate of convergence in the multivariate CLT
• A Berry-Esseen bound for functions of independent random variables
• The order of the normal approximation for a Studentized U-statistic
• Convergence rates for U-statistics and related statistics
• Error bounds for linear combinations of order 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
• On the validity of the formal Edgeworth expansion
• On the effect of random norming on the rate of convergence in the central limit theorem
• The rate of convergence for multivariate sampling statistics
• Edgeworth expansions of a studentized \(U\)-statistic and a jackknife estimator of variance
• Edgeworth expansions in nonparametric statistics
• Lower estimates of the convergence rate for \(U\)-statistics
• The Berry-Esseen bound for Student's statistic
• A Berry-Esseen bound for symmetric statistics
• Approximation Theorems of Mathematical Statistics
• The Berry-Esseen bound for StudentizedU-statistics
• EDGEWORTH EXPANSIONS FOR FUNCTIONALS OF U-STATISTICS
• Asymptotic Normality of Simple Linear Rank Statistics Under Alternatives
• Jackknifing $U$-Statistics
• A Trustworthy Jackknife
• A Class of Statistics with Asymptotically Normal Distribution
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