The Berry–Esseen bound in de Jong’s CLT
Year: 2024
Type: article
Abstract: We prove a Berry–Esseen bound in de Jong’s classical CLT for normalized, completely degenerate U -statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg–Feller type negligibility condition are sufficient for asymptotic normality. Our bound is of the same optimal order as the bound on the Wasserstein distance to normality that has recently been proved by Döbler and Peccati (2017).
Source: Statistics & Probability Letters
Author: Christian Döbler
Institution: Heinrich Heine University Düsseldorf
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: hybrid
Estimated APC paid: $3,010
OpenAlex ID: W4401540415