Berry--Esseen bounds for self-normalized sums of local dependent random variables
Probability
2021-04-09 v1
Abstract
In this paper, we prove a Berry--Esseen bound with optimal order for self-normalized sums of local dependent random variables under some mild dependence conditions. The proof is based on Stein's method and a randomized concentration inequality. As applications, we obtain optimal Berry--Esseen bounds for -dependent random variables and graph dependency.
Keywords
Cite
@article{arxiv.2104.03683,
title = {Berry--Esseen bounds for self-normalized sums of local dependent random variables},
author = {Zhuo-Song Zhang},
journal= {arXiv preprint arXiv:2104.03683},
year = {2021}
}
Comments
24 pages