{
  "id": "2104.14063",
  "version": "v1",
  "published": "2021-04-29T00:53:31.000Z",
  "updated": "2021-04-29T00:53:31.000Z",
  "title": "Nonuniform Berry-Esseen bound for self-normalized martingales",
  "authors": [
    "Songqi Wu",
    "Lingjie Kong"
  ],
  "categories": [
    "math.PR"
  ],
  "abstract": "We give a nonuniform Berry-Esseen bound for self-normalized martingales, which bridges the gap between the result of Haeusler (1988) and Fan and Shao (2018). The bound coincides with the nonuniform Berry-Esseen bound of Haeusler and Joos (1988) for standardized martingales. As a consequence, a Berry-Esseen bound is obtained.",
  "revisions": [
    {
      "version": "v1",
      "updated": "2021-04-29T00:53:31.000Z"
    }
  ],
  "analyses": {
    "keywords": [
      "nonuniform berry-esseen bound",
      "self-normalized martingales",
      "bound coincides",
      "consequence"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 0,
      "language": "en",
      "license": "arXiv",
      "status": "editable"
    }
  }
}