Edgeworth expansion for U -statistics under minimal conditions
Berry-Esseen bounds for U-statistics under the optimal moment conditions were derived by Koroljuk and Borovskich and Friedrich. Under the same optimal moment assumptions with an additional nonlattice condition, we establish a one-term Edgeworth expansion with remainder o(n-1/2) for U-statistics.
|Collections||ANU Research Publications|
|Source:||The Annals of Statistics|
|Access Rights:||Open Access|
|01_Jing_Edgeworth_Expansion_2003.pdf||132.6 kB||Adobe PDF|
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