Edgeworth expansion for U -statistics under minimal conditions

Date

2003

Authors

Jing, Bing-Yi
Wang, Qiying

Journal Title

Journal ISSN

Volume Title

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.

Description

Keywords

U-statistics, Edgeworth expansion, optimal moments, nonlattice condition

Citation

Source

The Annals of Statistics

Type

Journal article

Book Title

Entity type

Access Statement

Open Access

License Rights

Restricted until