Berry-Esseen type bounds for trimmed U-statistics

被引：0
|
作者：
Borovskikh, Yuri V. [2 ]
Weber, N. C. [1 ]
机构：
[1] Univ Sydney, Sch Math & Stat, Sydney, NSW 2006, Australia
[2] Transport Univ, Dept Appl Math, St Petersburg 190031, Russia
来源：
JOURNAL OF STATISTICAL PLANNING AND INFERENCE | 2008年 / 138卷 / 04期
关键词：
U-statistics; rate of convergence; Berry-Esseen bounds; trimmed U-statistics;
D O I：
10.1016/j.jspi.2007.05.034
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
Trimmed U-statistics can be constructed in two different ways: by basing the statistic on a trimmed sample or by averaging the trimmed set of kernel values. Mild conditions are given to ensure the rate of convergence to normality is O(n(-1/2)) in both cases. (C) 2007 Elsevier B.V. All rights reserved.
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页码：1059 / 1071
页数：13
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