Derives Wasserstein-distance convergence rates for normal approximation of non-degenerate and degenerate U-statistics with cross-sectional dependence via Stein's method.
Hence we have E /u1D446∗2 /u1D45B≲ ( /u1D70F/u1D45A 4 + /u1D70F/u1D45A 2,2 ) H2 2 + ˆ /u1D70F/u1D45A 4 H2 2+ /u1D6FF/u1D6FD( 1,3, /u1D45A) /u1D6FF 2+ /u1D6FF
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Normal Approximation for U-Statistics with Cross-Sectional Dependence
Derives Wasserstein-distance convergence rates for normal approximation of non-degenerate and degenerate U-statistics with cross-sectional dependence via Stein's method.