Non-uniform Berry–Esseen Bounds for Weighted U-Statistics and Generalized L-Statistics

Abstract

Weighted U-statistics and generalized L-statistics are commonly used in statistical inference and their asymptotic properties have been well developed. In this paper sharp non-uniform Berry–Esseen bounds for weighted U-statistics and generalized L-statistic are established.

Keywords

Weighted U-statistics / Generalized L-statistic / L-statistic / U-statistic / Non-uniform Berry–Esseen bound / Normal approximation