The Berry-Esseen bound in de Jong's CLT
Probability
2023-07-07 v1
Abstract
We prove a Berry-Esseen bound in de Jong's classical CLT for normalized, completely degenerate -statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg-Feller type negligibility condition are sufficient for asymptotic normality. Our bound is of the same optimal order as the bound on the Wasserstein distance to normality that has recently been proved by D\"obler and Peccati (2017).
Cite
@article{arxiv.2307.03189,
title = {The Berry-Esseen bound in de Jong's CLT},
author = {Christian Döbler},
journal= {arXiv preprint arXiv:2307.03189},
year = {2023}
}
Comments
11 pages