Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments.
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Ibragimov, Marat
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https://doi.org/10.1016/j.spl.2007.05.018Metadata
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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.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.Terms of Use
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