Abstract
We derive Berry–Esséen bounds for a class of Studentized statistics. The results are applied to Studentized $U$-statistics, Studentized $L$-statistics and Studentized functions of the sample mean to give the Berry–Esséen bounds under conditions weaker than those obtained by alternative methods.
Citation
Bing-Yi Jing. Qiying Wang. Lincheng Zhao. "The Berry-Esséen bound for Studentized statistics." Ann. Probab. 28 (1) 511 - 535, January 2000. https://doi.org/10.1214/aop/1019160129
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