The Berry-Esseen bound in de Jong's CLT

arXiv2307.03189MaRDI QIDQ6442879FDOQ6442879

Authors: Christian Döbler 

Publication date: 6 July 2023

Abstract: We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate $U$-statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg-Feller type negligibility condition are sufficient for asymptotic normality. Our bound is of the same optimal order as the bound on the Wasserstein distance to normality that has recently been proved by D"obler and Peccati (2017).

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