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arXiv · 2104.03683

Berry--Esseen bounds for self-normalized sums of local dependent random variables

Zhuo-Song Zhang
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Abstract

In this paper, we prove a Berry--Esseen bound with optimal order for self-normalized sums of local dependent random variables under some mild dependence conditions. The proof is based on Stein's method and a randomized concentration inequality. As applications, we obtain optimal Berry--Esseen bounds for $m$-dependent random variables and graph dependency.

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Zhuo-Song Zhang. 2021-04-08. Berry--Esseen bounds for self-normalized sums of local dependent random variables. https://arxiv.org/abs/2104.03683

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