posted on 2024-11-13, 16:57authored byQiying 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.
History
Citation
Wang, Q., Jing, B. & Zhao, L. (2000). The Berry-Esseen bound for studentized statistics. The Annals of Probability, 28 (1), 511-535.