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A Berry-Esseen Bound for U-Statistics in the Non-I.I.D. Case

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Let 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 , where the are measurable functions such that ▼. An application is given concerning Wilcoxon's rank-sum test.

Author(s): Alberink B.
Year: 2000

Language: English
Commentary: 45783
Pages: 15