Corpus ID: 88514936

Non-classical Berry-Esseen inequality and accuracy of the weighted bootstrap

@article{Zhilova2016NonclassicalBI,
  title={Non-classical Berry-Esseen inequality and accuracy of the weighted bootstrap},
  author={Mayya M. Zhilova},
  journal={arXiv: Statistics Theory},
  year={2016}
}
  • M. Zhilova
  • Published 8 November 2016
  • Mathematics
  • arXiv: Statistics Theory
We study accuracy of a weighted bootstrap procedure for estimation of quantiles of Euclidean norm of a sum of independent random vectors with zero mean and bounded fourth moment. We establish higher-order approximation bounds with error terms depending explicitly on a sample size and a dimension. These results lead to improvements of accuracy of a weighted bootstrap procedure for general log-likelihood ratio statistics. The key element of our proofs of the bootstrap accuracy is a multivariate… Expand

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