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Another look at Stein’s method for Studentized nonlinear statistics with an application to U-statistics. arXiv:2301.02098

Preprint, arXiv:2301.02098 [math.ST] (2023).
Summary: We take another look at using Stein’s method to establish uniform Berry-Esseen bounds for Studentized nonlinear statistics, highlighting variable censoring and an exponential randomized concentration inequality for a sum of censored variables as the essential tools to carry the arguments involved. As an important application, we prove a uniform Berry-Esseen bound for Studentized U-statistics in a form that exhibits the dependence on the degree of the kernel.
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