Rates of Convergence in the Central Limit Theorem for Nonlinear Statistics Under Relaxed Moment Conditions
Nguyen Tien Dung
This paper is concerned with normal approximation under relaxed moment conditions using Stein’s method. We obtain the explicit rates of convergence in the central limit theorem for (i) nonlinear statistics with finite absolute moment of order 2 + δ ∈ (2,3] and (ii) nonlinear statistics with vanishing third moment and finite absolute moment of order 3 + δ ∈ (3,4]. When applied to specific examples, these rates are of the optimal order
Viện Toán học, Viện Hàn lâm Khoa học và Công nghệ Việt Nam
Địa chỉ: Số 18 đường Hoàng Quốc Việt, quận Cầu Giấy, Hà Nội
Điện thoại: 024 37563474 - Fax: 024 37564303
Email: vientoan@math.ac.vn
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