English

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 UU-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