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Edgeworth expansion for U -statistics under minimal conditions

Jing, Bing-Yi; Wang, Qiying

Description

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.

CollectionsANU Research Publications
Date published: 2003
Type: Journal article
URI: http://hdl.handle.net/1885/99880
Source: The Annals of Statistics
DOI: 10.1214/aos/1059655916

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