Abstract

We prove a Berry–Esseen bound in de Jong’s classical CLT for normalized, completely degenerate U-statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg–Feller type negligibility condition are sufficient for asymptotic normality. Our bound is of the same optimal order as the bound on the Wasserstein distance to normality that has recently been proved by Döbler and Peccati (2017).

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.