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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