Abstract :
Let X 1,..., X n be independent, not necessarily identically distributed random variables. An optimal Berry-Esseen bound is derived for U-statistics of order 2, that is, statistics of the form T=(sigma)1 <= i
Keywords :
U-statistics , Berry-Esseen bound , non-i.i.d. sampling , Wilcoxons rank-sum test , rate of convergence
Journal title :
JOURNAL OF THEORETICAL PROBABILITY
Journal title :
JOURNAL OF THEORETICAL PROBABILITY