# 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={M. Zhilova}, journal={arXiv: Statistics Theory}, year={2016} }

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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