Edgeworth expansion for U -statistics under minimal conditions
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Jing, Bing-Yi
Wang, Qiying
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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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The Annals of Statistics
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Open Access
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