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arxiv: 0708.4272 · v1 · submitted 2007-08-31 · 🧮 math.ST · stat.TH

Normal approximation for nonlinear statistics using a concentration inequality approach

classification 🧮 math.ST stat.TH
keywords statisticsboundsnonlinearstatisticu-statisticsapplicationsapproachapproximation
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Let $T$ be a general sampling statistic that can be written as a linear statistic plus an error term. Uniform and non-uniform Berry--Esseen type bounds for $T$ are obtained. The bounds are the best possible for many known statistics. Applications to U-statistics, multisample U-statistics, L-statistics, random sums and functions of nonlinear statistics are discussed.

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