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math.PR2020
Berry-Esseen bounds for functionals of independent random variables
Nicolas Privault, Grzegorz Serafin
We derive Berry-Esseen approximation bounds for general functionals of independent random variables, based on chaos expansions methods. Our results apply to -statistics satisfyi…
math.PR2020★ 1 cited
Normal approximation for generalized U-statistics and weighted random graphs
Nicolas Privault, Grzegorz Serafin
We derive normal approximation bounds in the Wasserstein distance for sums of weighted U-statistics, based on a general distance bound for functionals of independent random variabl…