Edgeworth expansion for U-statistics under minimal conditions

• 成果类型: Article
• 署名作者: Jing, BY; Wang, QY
• 署名单位: Hong Kong University of Science & Technology
• 刊物名称: ANNALS OF STATISTICS
• ISSN/ISSBN: 0090-5364
• DOI: 10.1214/aos/1059655916
• 发表日期: 2003
• 页码: 1376-1391
• 关键词: berry-esseen theorem; CONVERGENCE; rates

摘要

Berry-Esseen bounds for U-statistics under the optimal moment conditions were derived by Koroljuk and Borovskich and Friedrich. Under the same optimal moment assumptions with an additional nonlattice condition, we establish a one-term Edgeworth expansion with remainder o(n(-1/2)) for U-statistics.