Publication: Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments.
Open/View Files
Date
2008
Published Version
Journal Title
Journal ISSN
Volume Title
Publisher
Elsevier Science B.V., Amsterdam
The Harvard community has made this article openly available. Please share how this access benefits you.
Citation
Ibragimov, Rustam and Marat Ibragimov. 2008. Optimal constants in the Rosenthal inequality for random variables with zero odd moments. Statistics and Probability Letters 78(2): 186-189.
Research Data
Abstract
We obtain estimates for the best constant in the Rosenthal inequality View the MathML source for independent random variables ξ1,…,ξn 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.
Description
Other Available Sources
Keywords
Terms of Use
This article is made available under the terms and conditions applicable to Other Posted Material (LAA), as set forth at Terms of Service