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.
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Keywords
U-statistics, Edgeworth expansion, optimal moments, nonlattice condition
Citation
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Source
The Annals of Statistics
Type
Journal article
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Access Statement
Open Access
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Restricted until
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