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Teoriya Veroyatnostei i ee Primeneniya, 2000, Volume 45, Issue 3, Pages 469–488
DOI: https://doi.org/10.4213/tvp480
(Mi tvp480)
 

This article is cited in 8 scientific papers (total in 8 papers)

On a normal approximation of $U$-statistics

Yu. V. Borovskikh

Petersburg State Transport University
Full-text PDF (732 kB) Citations (8)
Abstract: We consider $U$-statistics of order 2 constructed upon independent identically distributed random variables $X_1,\ldots,X_n$ with values in a measurable space $(\mathfrak{X,B})$. For $U$-statistics with a nondegenerate kernel and canonical functions $g\colon \mathfrak{X}\mapsto\mathbf{R}$ and $h\colon \mathfrak{X}^2\mapsto\mathbf{R}$, we investigate a problem on the estimation of the rate of convergence in the central limit theorem. The result obtained implies that the estimate of order $n^{-1/2}$ depends only on the third moment $\mathbf{E}|g(X_1)|^3$ and the weak moment $\sup_{x > 0}(x^{5/3} \mathbf{P}\{|h(X_1,\,X_2)| > x\})$ of order ${\frac{5}{3}}$.
Keywords: $U$-statistic, normal approximation, Berry–Esséen inequality, central limit theorem.
Received: 17.12.1997
Revised: 24.11.1998
English version:
Theory of Probability and its Applications, 2001, Volume 45, Issue 3, Pages 406–423
DOI: https://doi.org/10.1137/S0040585X97978361
Bibliographic databases:
Language: Russian
Citation: Yu. V. Borovskikh, “On a normal approximation of $U$-statistics”, Teor. Veroyatnost. i Primenen., 45:3 (2000), 469–488; Theory Probab. Appl., 45:3 (2001), 406–423
Citation in format AMSBIB
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\by Yu.~V.~Borovskikh
\paper On a normal approximation of $U$-statistics
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\transl
\jour Theory Probab. Appl.
\yr 2001
\vol 45
\issue 3
\pages 406--423
\crossref{https://doi.org/10.1137/S0040585X97978361}
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  • https://doi.org/10.4213/tvp480
  • https://www.mathnet.ru/eng/tvp/v45/i3/p469
  • This publication is cited in the following 8 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Теория вероятностей и ее применения Theory of Probability and its Applications
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