Berry--Esseen bounds and bootstrap approximations for the Hilbert-space norm of $U$-statistics
We establish non-asymptotic Berry--Esseen bounds and bootstrap approximations for the Hilbert-space norm of nondegenerate $U$-statistics. Our triangular-array framework allows the kernel to take values in a separable Hilbert space $H_n$ that may vary with the sample size, thereby covering both infinite-dimensional spaces and Euclidean spaces of increasing dimension. The Gaussian approximation combines a Hilbert-space version of Stein's method with refined control of the higher-order terms in the Hoeffding decomposition. Its error depends on fourth moments of the kernel and on the spectral geometry of the covariance operator of the Hájek projection, particularly the proportion of squared spectral mass lying outside the leading eigendirection. Consequently, the theory accommodates singular and approximately low-rank covariance operators, provided that sufficient spectral mass remains beyond the leading direction. For $H_n=\mathbb{R}^{d_n}$, we obtain dimension-explicit bounds under coordinatewise fourth-moment conditions. We also establish approximation bounds for the empirical, Gaussian-weighted, and jackknife multiplier bootstraps, yielding tests with asymptotically correct size and consistency against alternatives at covariance-dependent separation rates. For testing the vector of pairwise Kendall's tau coefficients, a matching minimax lower bound shows that the resulting separation rate is minimax rate-optimal over dense Gaussian correlation alternatives.