Third-moment Kolmogorov bound conjecture for constrained U-statistics
Third-moment Kolmogorov bound conjecture for constrained U-statistics
Consider the setting of Theorem Trate: a constrained or unconstrained U-statistic built from the random sequence and kernel in the paper, with Kolmogorov distance and the theorem's variance and nondegeneracy assumptions. Third-moment Kolmogorov bound conjecture. Theorem Trate holds assuming only the third-moment condition instead of assuming that is bounded; consequently, the theorem's Kolmogorov-distance estimate remains valid under . The source notes that the analogous result is known for unconstrained symmetric U-statistics, while the extension to the more general setting considered here is conjectural.
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Primary source
Svante Janson, “Asymptotic normality for m-dependent and constrained U-statistics, with applications to pattern matching in random strings and permutations”, arXiv:2106.09401 (2022).
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