A Berry-Esseen Bound for Functions of Independent Random Variables
独立随机变量函数的 Berry–Esseen 界
The rate of convergence in the central limit theorem for functions of independent random variables is studied in a unifying approach. The basic result sharpens and extends a theorem of van Zwet. Applications to $U$-, $L$- and $R$-statistics are also given, improving or extending the results of Helmers and van Zwet, Helmers and Huskova, Does and van Es and Helmers.