Uniform and Non-uniform Bounds in Normal Approximation for Nonlinear Statistics
نویسنده
چکیده
Let T be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry-Esseen type bounds for T are obtained. The bounds are best possible for many known statistics. Applications to U-statistic, multi-sample U-statistic, L-statistic, random sums, and functions of non-linear statistics are discussed.
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