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Related papers: Refined Berry-Esseen bounds under local dependence

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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…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang

New nonuniform Berry--Esseen-type bounds for sums of independent random variables are obtained, motivated by recent studies concerning such bounds for nonlinear statistics. The proofs are based on the Chen--Shao concentration techniques…

Probability · Mathematics 2011-09-06 Iosif Pinelis

We establish both uniform and nonuniform error bounds of the Berry-Esseen type in normal approximation under local dependence. These results are of an order close to the best possible if not best possible. They are more general or sharper…

Probability · Mathematics 2007-05-23 Louis H. Y. Chen , Qi-Man Shao

We obtain Berry-Esseen-type bounds for the sum of random variables with a dependency graph and uniformly bounded moments of order $\delta \in (2,\infty]$ using a Fourier transform approach. Our bounds improve the state-of-the-art in the…

Probability · Mathematics 2023-03-01 Maximilian Janisch , Thomas Lehéricy

We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential randomized concentration inequality for a sum of censored…

Statistics Theory · Mathematics 2025-09-04 Dennis Leung , Qi-Man Shao , Liqian Zhang

In this paper, we establish optimal Berry--Esseen bounds for the generalized $U$-statistics. The proof is based on a new Berry--Esseen theorem for exchangeable pair approach by Stein's method under a general linearity condition setting. As…

Probability · Mathematics 2021-04-09 Zhuo-Song Zhang

New Berry--Esseen-type bounds, with explicit constant factors, for the distribution of the Student statistic and, equivalently, for that of the self-normalized sum of independent zero-mean random variables are obtained. These bounds are…

Statistics Theory · Mathematics 2015-03-17 Iosif Pinelis

We derive a Gaussian Central Limit Theorem for the sample quantiles based on locally dependent random variables with explicit convergence rate. Our approach is based on converting the problem to a sum of indicator random variables, applying…

Probability · Mathematics 2025-03-05 Partha S. Dey , Grigory Terlov

Using a modification of Stein's method, we generalize the results of Bentkus, G{\"o}tze, and Tikhomirov \cite{bentkus1997berry} to obtain Berry-Esseen bounds for a broad class of statistics of sequences of $\phi$-mixing, non-stationary…

Probability · Mathematics 2026-04-07 Brendan Williams , Yeor Hafouta

Applying Stein's method, an inductive technique and size bias coupling yields a Berry-Esseen theorem for normal approximation without the usual restriction that the coupling be bounded. The theorem is applied to counting the number of…

Probability · Mathematics 2013-02-26 Larry Goldstein

We establish a Berry--Esseen bound for general multivariate nonlinear statistics by developing a new multivariate-type randomized concentration inequality. The bound is the best possible for many known statistics. As applications,…

Probability · Mathematics 2021-04-02 Qi-Man Shao , Zhuo-Song Zhang

The stratified linear permutation statistic arises in various statistics problems, including stratified and post-stratified survey sampling, stratified and post-stratified experiments, conditional permutation tests, etc. Although we can…

Statistics Theory · Mathematics 2026-03-18 Pengfei Tian , Fan Yang , Peng Ding

Berry-Esseen-type bounds for total variation and relative entropy distances to the normal law are established for the sums of non-i.i.d. random variables.

Probability · Mathematics 2011-08-23 Sergey G. Bobkov , Gennadiy P. Chistyakov , Friedrich Götze

We derive novel and sharp high-dimensional Berry--Esseen bounds for the sum of $m$-dependent random vectors over the class of hyper-rectangles exhibiting only a poly-logarithmic dependence in the dimension. Our results hold under minimal…

Probability · Mathematics 2025-09-01 Heejong Bong , Arun Kumar Kuchibhotla , Alessandro Rinaldo

A Berry-Esseen bound is obtained for self-normalized martingales under the assumption of finite moments. The bound coincides with the classical Berry-Esseen bound for standardized martingales. An example is given to show the optimality of…

Probability · Mathematics 2019-07-04 Xiequan Fan , Qi-Man Shao

There has been a resurgence of interest in incomplete U-statistics that only sum over a subset of kernel evaluations, due to their computational efficiency and asymptotic normality which can be leveraged to quantify the uncertainty of…

Statistics Theory · Mathematics 2026-01-14 Dennis Leung

We show, how the classical Berry-Esseen theorem for normal approximation may be used to derive rates of convergence for random sums of centerd, real-valued random variables with respect to a certain class of probability metrics, including…

Probability · Mathematics 2012-12-24 Christian Döbler

In this work, we provide a $(n/m)^{-1/2}$-rate finite sample Berry-Esseen bound for $m$-dependent high-dimensional random vectors over the class of hyper-rectangles. This bound imposes minimal assumptions on the random vectors such as…

Probability · Mathematics 2022-12-13 Heejong Bong , Arun Kumar Kuchibhotla , Alessandro Rinaldo

This manuscript studies the Gaussian approximation of the coordinate-wise maximum of self-normalized statistics in high-dimensional settings. We derive an explicit Berry-Esseen bound under weak assumptions on the absolute moments. When the…

Probability · Mathematics 2025-01-16 Woonyoung Chang , Kenta Takatsu , Konrad Urban , Arun Kumar Kuchibhotla

This paper establishes a non-uniform Berry--Esseen bound for non-normal approximation using Stein's method. The main theorem generalizes the result of the authors in [Comptes Rendus Mathematique, 2024] to the context of non-normal…

Probability · Mathematics 2025-06-23 Lê Vǎn Thành , Nguyen Ngoc Tu
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