The Berry-Esseen Theorem for $U$-Statistics

Abstract

Assuming only the existence of the third absolute moment we prove that $\sup_x |P(\sigma_n^{-1} U_n \leqq x) - \Phi (x)| \leqq C_{\nu_3\sigma_g}^{-3}n^{-\frac{1}{2}}$ where $U_n$ is a $U$-statistic. This concludes a series of investigations on the Berry-Esseen theorem for $U$-statistics by Grams and Serfling, Bickel, and Chan and Wierman.