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

Authors
Citation
Ib. Alberink, A Berry-Esseen bound for U-statistics in the non-IID case, J THEOR PR, 13(2), 2000, pp. 519-533
Citations number
8
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THEORETICAL PROBABILITY
ISSN journal
08949840 → ACNP
Volume
13
Issue
2
Year of publication
2000
Pages
519 - 533
Database
ISI
SICI code
0894-9840(200004)13:2<519:ABBFUI>2.0.ZU;2-A
Abstract
Let X-1 ,..., X-n be independent, not necessarily identically distributed r andom 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 measu rable functions such that if E \g(j)(X-i, X-j)\ < infinity. An application is given concerning Wilcoxon's rank-sum test.