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

Haojun Hu; Qi-Man Shao

doi:10.1007/s40304-013-0019-1

Communications in Mathematics and Statistics ›› 2013, Vol. 1 ›› Issue (3) : 351 -367. DOI: 10.1007/s40304-013-0019-1

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

Haojun Hu ¹
, Qi-Man Shao ²^,^b

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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

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Haojun Hu, Qi-Man Shao. Non-uniform Berry–Esseen Bounds for Weighted U-Statistics and Generalized L-Statistics. Communications in Mathematics and Statistics, 2013, 1(3): 351-367 DOI:10.1007/s40304-013-0019-1

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