A Berry-Esseen bound for U-statistics in the non-IID case

被引:10
|
作者
Alberink, IB [1 ]
机构
[1] Univ Nijmegen, Dept Math, NL-6500 GL Nijmegen, Netherlands
关键词
U-statistics; Berry Esseen bound; non-i.i.d sampling; rate of convergence; Wilcoxon's rank-sum test;
D O I
10.1023/A:1007889323347
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
Let X-1 ,..., X-n be independent, not necessarily identically distributed random variables. An optimal Berry Esseen bound is derived for U-statistics of order 2, that is, statistics of the form T = Sigma(1 less than or equal to i<j less than or equal to n) g(ij) (X-i, X-j), where the g(ij) are measurable functions such that if E \g(j)(X-i, X-j)\ < infinity. An application is given concerning Wilcoxon's rank-sum test.
引用
收藏
页码:519 / 533
页数:15
相关论文
共 50 条
  • [21] A Berry-Esseen bound for M-estimators
    Bentkus, V
    Bloznelis, M
    Gotze, F
    SCANDINAVIAN JOURNAL OF STATISTICS, 1997, 24 (04) : 485 - 502
  • [22] A Berry-Esseen bound for vector-valued martingales
    Kojevnikov, Denis
    Song, Kyungchul
    STATISTICS & PROBABILITY LETTERS, 2022, 186
  • [23] Berry-Esseen bound for the Brownian motions on hyperbolic spaces
    Shiozawa, Yuichi
    STUDIA MATHEMATICA, 2024, 277 (03) : 213 - 241
  • [24] On the Berry-Esseen bound of frequency polygons for φ-mixing samples
    Huang, Gan-ji
    Xing, Guodong
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2017,
  • [25] The Berry-Esseen bound of sample quantiles for NA sequence
    Liu, Tingting
    Zhang, Zhimian
    Hu, Shuhe
    Yang, Wenzhi
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2014,
  • [26] The Berry-Esseen bound in de Jong's CLT
    Doebler, Christian
    STATISTICS & PROBABILITY LETTERS, 2024, 215
  • [27] A Berry-Esseen Bound in the Smoluchowski-Kramers Approximation
    Nguyen Van Tan
    Nguyen Tien Dung
    JOURNAL OF STATISTICAL PHYSICS, 2020, 179 (04) : 871 - 884
  • [28] Berry-Esseen bounds for statistics of weakly dependent samples
    Bentkus, V
    Gotze, F
    Tikhomirov, A
    BERNOULLI, 1997, 3 (03) : 329 - 349
  • [29] Berry-Esseen bound of sample quantiles for negatively associated sequence
    Yang, Wenzhi
    Hu, Shuhe
    Wang, Xuejun
    Zhang, Qinchi
    JOURNAL OF INEQUALITIES AND APPLICATIONS, 2011,
  • [30] A Note on the Berry-Esseen Bound of Sample Quantiles for φ-mixing Sequence
    Yang, Wenzhi
    Wang, Xuejun
    Hu, Shuhe
    COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2014, 43 (19) : 4187 - 4194