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The Berry-Esseen bound for Studentized<i>U</i>-statistics
Callaert and Veraverbeke (1981) recently obtained a Berry-Esseen-type bound of order n–1/2 for Studentized nondegenerate U-statistics of degree two. The condition these authors need to obtain this order bound is the finiteness of the 4.5th absolute moment of the kernel h. In this note it is shown that this assumption …