Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments.

dc.contributor.author	Ibragimov, Rustam
dc.contributor.author	Ibragimov, Marat
dc.date.accessioned	2009-02-20T08:36:48Z
dc.date.issued	2008
dc.identifier.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.	en
dc.identifier.issn	0167-7152	en
dc.identifier.uri	http://nrs.harvard.edu/urn-3:HUL.InstRepos:2624461
dc.description.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.	en
dc.description.sponsorship	Economics	en
dc.language.iso	en_US	en
dc.publisher	Elsevier Science B.V., Amsterdam	en
dc.relation.isversionof	http://dx.doi.org/10.1016/j.spl.2007.05.018	en
dash.license	LAA
dc.title	Optimal Constants in the Rosenthal Inequality for Random Variables with Zero Odd Moments.	en
dc.relation.journal	Statistics and Probability Letters	en
dash.depositing.author	Ibragimov, Rustam
dc.identifier.doi	10.1016/j.spl.2007.05.018	*
dash.authorsordered	false
dash.contributor.affiliated	Ibragimov, Rustam