A Berry-Esseen Bound for Functions of Independent Random Variables
Friedrich, Karl O.
Ann. Statist., Tome 17 (1989) no. 1, p. 170-183 / Harvested from Project Euclid
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The rate of convergence in the central limit theorem for functions of independent random variables is studied in a unifying approach. The basic result sharpens and extends a theorem of van Zwet. Applications to $U$-, $L$- and $R$-statistics are also given, improving or extending the results of Helmers and van Zwet, Helmers and Huskova, Does and van Es and Helmers.
Publié le : 1989-03-14
Classification:  Berry-Esseen bound,  $U$-statistic,  linear combination of order statistics,  $R$-statistic,  60F05 
@article{1176347009,
     author = {Friedrich, Karl O.},
     title = {A Berry-Esseen Bound for Functions of Independent Random Variables},
     journal = {Ann. Statist.},
     volume = {17},
     number = {1},
     year = {1989},
     pages = { 170-183},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176347009}
}

Friedrich, Karl O. A Berry-Esseen Bound for Functions of Independent Random Variables. Ann. Statist., Tome 17 (1989) no. 1, pp.  170-183. http://gdmltest.u-ga.fr/item/1176347009/