Lower Estimates of the Convergence Rate for $U$-Statistics

V. Bentkus, Friedrich Götze, Ričardas Zitikis · The Annals of Probability · 1994

Recent results on the Berry-Esseen bound for $U$-statistics assumed the following conditions: Suppose a $U$-statistic (of degree 2) is nondegenerate. Then the rate of convergence in the CLT is of the order $O(n^{-1/2})$ provided that $\mathbb{E}|\mathbb{E}\{h(X_1, X_2)|X_1\}|^3 0$. Similar results hold for von Mises statistics.

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