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| Main Authors: | , , |
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| Format: | Preprint |
| Published: |
2023
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/2301.02098 |
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| _version_ | 1866911134974476288 |
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| author | Leung, Dennis Shao, Qi-Man Zhang, Liqian |
| author_facet | Leung, Dennis Shao, Qi-Man Zhang, Liqian |
| contents | We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential randomized concentration inequality for a sum of censored variables as the essential tools to carry the arguments involved. As an important application, we prove a uniform Berry-Esseen bound for Studentized U-statistics in a form that exhibits the dependence on the degree of the kernel. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2301_02098 |
| institution | arXiv |
| publishDate | 2023 |
| record_format | arxiv |
| spellingShingle | Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics Leung, Dennis Shao, Qi-Man Zhang, Liqian Statistics Theory We take another look at using Stein's method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential randomized concentration inequality for a sum of censored variables as the essential tools to carry the arguments involved. As an important application, we prove a uniform Berry-Esseen bound for Studentized U-statistics in a form that exhibits the dependence on the degree of the kernel. |
| title | Another look at Stein's method for Studentized nonlinear statistics with an application to U-statistics |
| topic | Statistics Theory |
| url | https://arxiv.org/abs/2301.02098 |