Nonuniform Berry-Esseen bounds for studentized U-statistics

DOI10.3150/23-BEJ1714MaRDI QIDQ6589592zbMATH OpenFDO

Authors Dennis Leung, Q. M. Shao

Publication date 20 August 2024

Published in Bernoulli (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3150/23-BEJ1714

zbMATH Keywords

exponential lower tail bound of non-negative kernel U-statisticsnonlinear statisticsnonuniform Berry-Esseen boundStein's methodstudentizationU-statisticsvariable censoring

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Central limit and other weak theorems (60F05)

Review text

The authors establish what seems to be the first non-uniform Berry-Esseen bound for studentized \(U\)-statistics. Their bound has rate \(1/\sqrt{n}\) and is derived under a third moment assumption.

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Cites work

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Cited in

(1)

• Berry-Esseen theorems for the asymptotic normality of incomplete U-statistics with Bernoulli sampling

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