The rates of convergence to the normal distribution are investigated for V- and L-statistics. We derive an inequality which gives a lower bound of the uniform distance between two distributions of the V-statistic and the normal distribution. We obtain an inequality which gives a lower bound of the uniform distance, and is meaningful in the case that the distribution of the standardized V-statistic is symmetric around the origin. Further, we also derive similar inequalities for the L-statistic. The proofs are based on Stein's method.
All Science Journal Classification (ASJC) codes
- Statistics and Probability
- Statistics, Probability and Uncertainty
- Applied Mathematics