Two-dimensional approximation of U-statistics (Q1077831)

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scientific article; zbMATH DE number 3958420
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Two-dimensional approximation of U-statistics
scientific article; zbMATH DE number 3958420

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    Two-dimensional approximation of U-statistics (English)
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    1985
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    The author obtained an estimate of the rate of convergence in the bivariate central limit theorem for generalized U-statistics. Under stronger assumptions on the kernel of the U-statistic the same estimate was obtained earlier in \textit{V. S. Korolyuk} and the author, Asymptotic analysis of distributions in statistics. (Russian) (1984; Zbl 0565.62003) and in \textit{R. Helmers} and \textit{P. Janssen}, On the Berry-Esseen theorem for multivariate U-statistics. Math. Cent., Amst., Afd. Math. Stat. SW 90/82 (1982).
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    two-dimensional normal distribution
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    asymptotic normality
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    rate of convergence
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    bivariate central limit theorem for generalized U-statistics
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