On the normal approximation of U-statistics of degree two

Yoshihiko Maesono

doi:10.1016/0378-3758(91)90080-X

On the normal approximation of U-statistics of degree two

Yoshihiko Maesono

Research output: Contribution to journal › Article › peer-review

2 Citations (Scopus)

Abstract

The rates of convergence to the normal distribution are investigated for U-statistics of degree two. We derive an inequality which gives a lower bound for the uniform distance between the distribution of a U-statistic and the standard normal distribution, and which is useful in the case where the distribution of U-statistic is symmetric around the origin. The proof is based on Stein's method.

Original language	English
Pages (from-to)	37-50
Number of pages	14
Journal	Journal of Statistical Planning and Inference
Volume	27
Issue number	1
DOIs	https://doi.org/10.1016/0378-3758(91)90080-X
Publication status	Published - Jan 1991

All Science Journal Classification (ASJC) codes

Statistics and Probability
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1016/0378-3758(91)90080-X

Cite this

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abstract = "The rates of convergence to the normal distribution are investigated for U-statistics of degree two. We derive an inequality which gives a lower bound for the uniform distance between the distribution of a U-statistic and the standard normal distribution, and which is useful in the case where the distribution of U-statistic is symmetric around the origin. The proof is based on Stein's method.",

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On the normal approximation of U-statistics of degree two

Abstract

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