On the normal approximation of U-statistics of degree two

Yoshihiko Maesono

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    4 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 languageEnglish
    Pages (from-to)37-50
    Number of pages14
    JournalJournal of Statistical Planning and Inference
    Volume27
    Issue number1
    DOIs
    Publication statusPublished - Jan 1991

    All Science Journal Classification (ASJC) codes

    • Statistics and Probability
    • Statistics, Probability and Uncertainty
    • Applied Mathematics

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