The Berry-Esseen bound for studentized statistics

Authors

Qiying Wang, University of Wollongong
Bing-Yi Jing, University of Wollongong
Lincheng Zhao, University of Science and Technology of China

RIS ID

6709

Publication Details

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

Abstract

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.