Berry-Esseen bounds for degenerate U-statistics with application to distance correlation
摘要
Let X1,X2,..., Xn be independent and identically distributed random vectors, Tn = Tn(X1,X2,...,Xn) be a degenerate U-statistic, and {Δ}n = {Δ}n(X1,X2,...,Xn) be a remainder term. In this paper, we establish a Berry-Esseen-type theorem for Tn + {Δ}n by an exchangeable pair approach. As an application, a sharp error bound of normal distribution approximation for the distance correlation is obtained, which improves some results in Gao et al. (2021).