题名 | Nonuniform Berry-Esseen bounds for studentized U-statistics |
作者 | |
通讯作者 | Leung, Dennis |
发表日期 | 2024-11-01
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DOI | |
发表期刊 | |
ISSN | 1350-7265
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EISSN | 1573-9759
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卷号 | 30期号:4 |
摘要 | We establish nonuniform Berry-Esseen (B-E) bounds for Studentized U-statistics of the rate 1/root n n under a third- moment assumption, which covers the t-statistic that corresponds to a kernel of degree 1 as a special case. While an interesting data example raised by Novak ( Theory Probab. Appl. 49 (2005) 336-344) can show that the form of the nonuniform bound for standardized U-statistics is actually invalid for their Studentized counterparts, our main results suggest that, the validity of such a bound can be restored by minimally augmenting it with an additive correction term that decays exponentially in n . To our best knowledge, this is the first time that valid nonuniform B-E bounds for Studentized U-statistics have appeared in the literature. |
关键词 | |
相关链接 | [来源记录] |
收录类别 | |
语种 | 英语
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学校署名 | 其他
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资助项目 | National Nature Science Foundation of China NSFC[12031005]
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WOS研究方向 | Mathematics
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WOS类目 | Statistics & Probability
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WOS记录号 | WOS:001284717300029
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出版者 | |
ESI学科分类 | MATHEMATICS
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来源库 | Web of Science
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引用统计 | |
成果类型 | 期刊论文 |
条目标识符 | http://sustech.caswiz.com/handle/2SGJ60CL/803296 |
专题 | 理学院_统计与数据科学系 |
作者单位 | 1.Univ Melbourne, Sch Math & Stat, Parkville, Vic, Australia 2.Southern Univ Sci & Technol, Natl Ctr Appl Math Shenzhen, Dept Stat & Data Sci, SICM, Shenzhen, Peoples R China |
推荐引用方式 GB/T 7714 |
Leung, Dennis,Shao, Qi-Man. Nonuniform Berry-Esseen bounds for studentized U-statistics[J]. BERNOULLI,2024,30(4).
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APA |
Leung, Dennis,&Shao, Qi-Man.(2024).Nonuniform Berry-Esseen bounds for studentized U-statistics.BERNOULLI,30(4).
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MLA |
Leung, Dennis,et al."Nonuniform Berry-Esseen bounds for studentized U-statistics".BERNOULLI 30.4(2024).
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条目包含的文件 | 条目无相关文件。 |
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