The Berry-Esséen bound for studentized statistics

Qiying Wang, Bing Yi Jing, Lincheng Zhao

Research output: Contribution to journalJournal Articlepeer-review

25 Citations (Scopus)

Abstract

We derive Berry-Esséen bounds for a class of Studentized statistics. The results are applied to Studentized U-statistics, Studentized L-statistics and Studentized functions of the sample mean to give the Berry-Esséen bounds under conditions weaker than those obtained by alternative methods.

Original languageEnglish
Pages (from-to)511-535
Number of pages25
JournalAnnals of Probability
Volume28
Issue number1
Publication statusPublished - 1 Jan 2000

Keywords

  • Berry-Esséen bound
  • Studentized L-statistic
  • Studentized U-statistic
  • Studentized functions of the sample mean

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