The Berry-Esseen bound for Studentized statistics

• 成果类型: Article
• 署名作者: Wang, QY; Jing, BY; Zhao, LC
• 署名单位: University of Wollongong; Hong Kong University of Science & Technology; Chinese Academy of Sciences; University of Science & Technology of China, CAS
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• 发表日期: 2000
• 页码: 511-535
• 关键词: U-STATISTICS; CONVERGENCE; THEOREM

摘要

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.