Stratified Permutational Berry--Esseen Bounds and Their Applications to Statistics
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arXiv
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| Format: | Preprint |
| Published: |
2025
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| _version_ | 1866910055473872896 |
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| author | Tian, Pengfei Yang, Fan Ding, Peng |
| author_facet | Tian, Pengfei Yang, Fan Ding, Peng |
| contents | The stratified linear permutation statistic arises in various statistics problems, including stratified and post-stratified survey sampling, stratified and post-stratified experiments, conditional permutation tests, etc. Although we can derive the Berry--Esseen bounds for the stratified linear permutation statistic based on existing bounds for the non-stratified statistics, those bounds are not sharp, and moreover, this strategy does not work in general settings with heterogeneous strata with varying sizes. We first use Stein's method to obtain a unified stratified permutational Berry--Esseen bound that can accommodate heterogeneous strata. We then apply the bound to various statistics problems, leading to stronger theoretical quantifications and thereby facilitating statistical inference in those problems. |
| format | Preprint |
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arxiv_https___arxiv_org_abs_2503_13986 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Stratified Permutational Berry--Esseen Bounds and Their Applications to Statistics Tian, Pengfei Yang, Fan Ding, Peng Statistics Theory 62E17, 60F05 (Primary) 62K10 (Secondary) The stratified linear permutation statistic arises in various statistics problems, including stratified and post-stratified survey sampling, stratified and post-stratified experiments, conditional permutation tests, etc. Although we can derive the Berry--Esseen bounds for the stratified linear permutation statistic based on existing bounds for the non-stratified statistics, those bounds are not sharp, and moreover, this strategy does not work in general settings with heterogeneous strata with varying sizes. We first use Stein's method to obtain a unified stratified permutational Berry--Esseen bound that can accommodate heterogeneous strata. We then apply the bound to various statistics problems, leading to stronger theoretical quantifications and thereby facilitating statistical inference in those problems. |
| title | Stratified Permutational Berry--Esseen Bounds and Their Applications to Statistics |
| topic | Statistics Theory 62E17, 60F05 (Primary) 62K10 (Secondary) |
| url | https://arxiv.org/abs/2503.13986 |