Lower Estimates of the Convergence Rate for $U$-Statistics
Bentkus, Vidmantas ; Gotze, Friedrich ; Zitikis, Ricardas
Ann. Probab., Tome 22 (1994) no. 4, p. 1707-1714 / Harvested from Project Euclid
Recent results on the Berry-Esseen bound for $U$-statistics assumed the following conditions: Suppose a $U$-statistic (of degree 2) is nondegenerate. Then the rate of convergence in the CLT is of the order $O(n^{-1/2})$ provided that $\mathbb{E}|\mathbb{E}\{h(X_1, X_2)|X_1\}|^3 < \infty, \mathbb{E}|h(X_1, X_2)|^{5/3} < \infty,$ where $h$ is a symmetric kernel corresponding to the $U$-statistic. It follows from our results that these moment conditions are final. In particular, the last moment condition cannot be replaced by a moment of order $5/3 - \epsilon$ for any $\epsilon > 0$. Similar results hold for von Mises statistics.
Publié le : 1994-10-14
Classification:  $U$-statistics,  Berry-Esseen bound,  convergence rate,  lower bound,  60F05,  62E20
@article{1176988478,
     author = {Bentkus, Vidmantas and Gotze, Friedrich and Zitikis, Ricardas},
     title = {Lower Estimates of the Convergence Rate for $U$-Statistics},
     journal = {Ann. Probab.},
     volume = {22},
     number = {4},
     year = {1994},
     pages = { 1707-1714},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988478}
}
Bentkus, Vidmantas; Gotze, Friedrich; Zitikis, Ricardas. Lower Estimates of the Convergence Rate for $U$-Statistics. Ann. Probab., Tome 22 (1994) no. 4, pp.  1707-1714. http://gdmltest.u-ga.fr/item/1176988478/