Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments
We obtain estimates for the best constant in the Rosenthal inequality View the MathML source for independent random variables Î¾1,â€¦,Î¾n with l zero first odd moments, lgreater-or-equal, slanted1. The estimates are sharp in the extremal cases l=1 and l=m, that is, in the cases of random variables with zero mean and random variables with m zero first odd moments.
|Date of creation:||2008|
|Date of revision:|
|Publication status:||Published in Statistics and Probability Letters|
|Contact details of provider:|| Postal: |
Web page: http://www.economics.harvard.edu/
More information through EDIRC
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Ibragimov, R. & Sharakhmetov, Sh., 2001. "The best constant in the Rosenthal inequality for nonnegative random variables," Statistics & Probability Letters, Elsevier, vol. 55(4), pages 367-376, December.
When requesting a correction, please mention this item's handle: RePEc:hrv:faseco:2624461. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Ben Steinberg)
If references are entirely missing, you can add them using this form.