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Title: Edgeworth expansion for U-statistics under minimal conditions
Authors: Jing, Bing-Yi
Wang, Qiying
Keywords: U-statistics
Edgeworth expansion
Optimal moments
Nonlattice condition
Issue Date: Aug-2003
Citation: The annals of statistics, 2003, v. 31, no. 4, p. 1376-1391
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.
Rights: Published in Annals of Statistics ( by the Institute of Mathematical Statistics.
Appears in Collections:MATH Journal/Magazine Articles

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