Statistics and Data Science Seminar Mayya Zhilova (Georgia Tech)
Non-classical Berry-Esseen inequality and accuracy of the weighted bootstrap
Abstract: In this talk, we will study higher-order accuracy of the weighted bootstrap procedure for estimation of a distribution of a sum of independent random vectors with bounded fourth moments, on the set of all Euclidean balls. Our approach is based on Berry-Esseen type inequality which extends the classical normal approximation bound. These results justify in…