Edgeworth expansion for U -statistics under minimal conditions

Jing, Bing-Yi; Wang, Qiying

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Edgeworth expansion for U -statistics under minimal conditions

Date

2003

Authors

Jing, Bing-Yi

Wang, Qiying

Publisher

Institute of Mathematical Statistics

Abstract

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.