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Moment inequalities for sums of products of independent random variables

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  • Shanchao, Yang

Abstract

In this paper, we extend the Rosenthal-type moment inequalities for sums of products of independent random variables to a general case. The inequalities improve the corresponding ones in Gadidov [1998. Strong law of large numbers for multilinear forms. Ann. Probab. 26(2), 902-923].

Suggested Citation

  • Shanchao, Yang, 2006. "Moment inequalities for sums of products of independent random variables," Statistics & Probability Letters, Elsevier, vol. 76(18), pages 1994-2000, December.
    • Handle: RePEc:eee:stapro:v:76:y:2006:i:18:p:1994-2000
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    References listed on IDEAS

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    1. R. Ibragimov & Sh. Sharakhmetov, 1999. "Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 26(4), pages 621-633, December.
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    Cited by:

    1. Gajek, Lesław & Krajewska, Elżbieta, 2020. "Approximating sums of products of dependent random variables," Statistics & Probability Letters, Elsevier, vol. 164(C).
    2. Eghbal, N. & Amini, M. & Bozorgnia, A., 2010. "Some maximal inequalities for quadratic forms of negative superadditive dependence random variables," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 587-591, April.

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