The Berry-Esseen bound for Studentized statistics

Authors
Wang, QY Jing, BY Zhao, LC
Citation
Qy. Wang et al., The Berry-Esseen bound for Studentized statistics, ANN PROBAB, 28(1), 2000, pp. 511-535
Citations number
32
Categorie Soggetti
Mathematics
Journal title
ANNALS OF PROBABILITY
ISSN journal
00911798 → ACNP
Volume
28
Issue
1
Year of publication
2000
Pages
511 - 535
Database
ISI
SICI code
0091-1798(200001)28:1<511:TBBFSS>2.0.ZU;2-8
Abstract
We derive Berry-Esseen bounds for a class of Studentized statistics. The re sults are applied to Studentized U-statistics, Studentized L-statistics and Studentized functions of the sample mean to give the Berry-Esseen bounds u nder conditions weaker than those obtained by alternative methods.