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The Berry-Esseen bound for studentized statistics

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posted on 2024-11-13, 16:57 authored by Qiying Wang, Bing-Yi Jing, Lincheng Zhao
We derive Berry-Esseen bounds for a class of Studentized statistics. The results are applied to Studentized U-statistics, Studentized L-statistics and Studentized functions of the sample mean to give the Berry-Esseen bounds under conditions weaker than those obtained by alternative methods.

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Citation

Wang, Q., Jing, B. & Zhao, L. (2000). The Berry-Esseen bound for studentized statistics. The Annals of Probability, 28 (1), 511-535.

Language

English

RIS ID

6709

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