We establish nonuniform Berry-Esseen (B-E) bounds for Studentized U-statistics of the rate $1/\sqrt{n}$ under a third-moment assumption, which covers the t-statistic that corresponds to a kernel of degree 1 as a special case. While an interesting data example raised by Novak (2005) can show that the form of the nonuniform bound for standardized U-statistics is actually invalid for their Studentized counterparts, our main results suggest that the validity of such a bound can be restored by minimally augmenting it with an additive term that decays exponentially in n. To our best knowledge, this is the first time that valid nonuniform B-E bounds for Studentized U-statistics have appeared in the literature.
翻译:我们建立了在第三矩假设下,学生化U统计量具有速率$1/\sqrt{n}$的非均匀Berry-Esseen(B-E)界,该结果涵盖了作为特例的t统计量(对应阶数为1的核)。尽管Novak(2005)提出的有趣数据实例表明,标准化U统计量的非均匀界形式实际上对其学生化对应形式无效,但我们的主要结果表明,通过最小程度地添加一个随n指数衰减的加性项,可以恢复该界的有效性。据我们所知,这是文献中首次出现学生化U统计量的有效非均匀B-E界。