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The Berry-Esseen Bound For Studentized Statistics, Qiying Wang, Bing-Yi Jing, Lincheng Zhao Jan 2000

The Berry-Esseen Bound For Studentized Statistics, Qiying Wang, Bing-Yi Jing, Lincheng Zhao

Faculty of Engineering and Information Sciences - Papers: Part A

We derive Berry-Esseen bounds for a class of Studentized statistics. The results are applied to Studentized U-statistics, Studentized L-statistics and Studentized functions of the sample mean to give the Berry-Esseen bounds under conditions weaker than those obtained by alternative methods.