Lyapunov-Type Bounds for $U$-Statistics
    
    
  
  
  
      
      
      
        
Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 4, pp. 724-743
    
  
  
  
  
  
    
      
      
        
      
      
      
    Voir la notice de l'article provenant de la source Math-Net.Ru
            
              			Let $X_1,\dots,X_n$ be independent identically distributed random variables. An optimal Lyapunov (or Berry–Esseen) bound is derived for $U$-statistics of degree 2, that is, statistics of the form $\sum_{j$, where $H$ is a measurable, symmetric function such that $\mathbf{E}\,|H(X_1,X_2)|\infty$, assuming that the statistic is nondegenerate.
			
            
            
            
          
        
      
                  
                    
                    
                    
                        
Keywords: 
$U$-statistics, Lyapunov-type bound, Berry–Esseen bound, rate of convergence, normal approximations.
                    
                    
                    
                  
                
                
                @article{TVP_2001_46_4_a6,
     author = {I. B. Alberink and V. Yu. Bentkus},
     title = {Lyapunov-Type {Bounds} for $U${-Statistics}},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {724--743},
     publisher = {mathdoc},
     volume = {46},
     number = {4},
     year = {2001},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/TVP_2001_46_4_a6/}
}
                      
                      
                    I. B. Alberink; V. Yu. Bentkus. Lyapunov-Type Bounds for $U$-Statistics. Teoriâ veroâtnostej i ee primeneniâ, Tome 46 (2001) no. 4, pp. 724-743. http://geodesic.mathdoc.fr/item/TVP_2001_46_4_a6/
