Abstract
We prove Berry--Esseen bounds for a general class of asymptotically normal statistics which are functions of weakly dependent random variables under easily verifiable conditions. In particular, we show, for some , the validity of the bound for -statistics, studentized means, functions of sample means, functionals of empirical distribution functions and linear combinations of order statistics.
Citation
V. Bentkus. F. Götze. A. Tikhomoirov. "Berry-Esseen bounds for statistics of weakly dependent samples." Bernoulli 3 (3) 329 - 349, September 1997.
Information