The Berry–Esseen bound in de Jong’s CLT

Christian Döbler

Statistics & Probability Letters, 2024, vol. 215, issue C

Abstract: We prove a Berry–Esseen bound in de Jong’s classical CLT for normalized, completely degenerate U-statistics, which says that the convergence of the fourth moment sequence to three and a Lindeberg–Feller type negligibility condition are sufficient for asymptotic normality. Our bound is of the same optimal order as the bound on the Wasserstein distance to normality that has recently been proved by Döbler and Peccati (2017).

Keywords: Berry–Esseen bounds; de Jong’s CLT; Degenerate U-statistics; Fourth moment theorems; Normal approximation; Exchangeable pairs; Stein’s method (search for similar items in EconPapers)
Date: 2024
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DOI: 10.1016/j.spl.2024.110244

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