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Short Communications
Berry–Esseen inequalities for $U$-statistics
L. V. Gadasina Petersburg State Transport University
Abstract:
We obtain a Berry–Esseen boundary for nondegenerate $U$-statistics of power 2 constructed by independent and not necessarily identically distributed random variables assuming finiteness of the absolute third moments for the first family of the canonical functions and the absolute moments of order $\frac 53$ for the second family of the canonical functions in the Höeffding expansion.
Keywords:
$U$-statistic, Berry–Esseen inequality, rate of convergence.
Received: 16.07.2001 Revised: 28.09.2001
Citation:
L. V. Gadasina, “Berry–Esseen inequalities for $U$-statistics”, Teor. Veroyatnost. i Primenen., 48:1 (2003), 151–155; Theory Probab. Appl., 48:1 (2004), 147–152
Linking options:
https://www.mathnet.ru/eng/tvp305https://doi.org/10.4213/tvp305 https://www.mathnet.ru/eng/tvp/v48/i1/p151
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