Optimal constants in the Rosenthal inequality for random variables with zero odd moments
File(s)10.1.1.1012.3414.pdf (59.84 KB)
Accepted version
Author(s)
Ibragimov, Marat
Ibragimov, Rustam
Type
Journal Article
Abstract
We obtain estimates for the best constant in the Rosenthal inequality for independent random variables with zero first odd moments, . The estimates are sharp in the extremal cases and , that is, in the cases of random variables with zero mean and random variables with zero first odd moments.
Date Issued
2008-02-01
Date Acceptance
2007-05-23
Citation
Statistics and Probability Letters, 2008, 78 (2), pp.186-189
ISSN
0167-7152
Publisher
Elsevier
Start Page
186
End Page
189
Journal / Book Title
Statistics and Probability Letters
Volume
78
Issue
2
Copyright Statement
© 2008 Elsevier Ltd. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/
Identifier
http://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=PARTNER_APP&SrcAuth=LinksAMR&KeyUT=WOS:000252908500012&DestLinkType=FullRecord&DestApp=ALL_WOS&UsrCustomerID=1ba7043ffcc86c417c072aa74d649202
Subjects
Science & Technology
Physical Sciences
Statistics & Probability
Mathematics
Rosenthal inequality
moment inequalities
best constants
INDEPENDENT RANDOM-VARIABLES
SUMS
Publication Status
Published
Date Publish Online
2007-06-12