B0299
Title: Uniform and nonuniform Berry-Esseen bound for Studentized U-statistics
Authors: Dennis Leung - University of Melbourne (Australia) [presenting]
Qi-Man Shao - Southern University of Science and Technology (China)
Abstract: U-statistics covers a wide range of statistics used in applications, including the sample mean as the simplest example. Most works on establishing Berry-Esseen (BE) bounds for the weak convergence of non-degenerate U-statistics to normality assume that the asymptotic normalizing variance is known. In practice, many U-statistics have unknown limiting variance, so rescaling is done by Studentization, where the normalizing factor is a Jackknife estimate constructed from the data. Results are presented on both uniform and nonuniform BE bounds for Studentized U-statistics, and discuss their proof techniques based on Stein's method and randomized concentration inequalities.
