Ibragimov, RustamIbragimov, Marat2009-02-202008Ibragimov, Rustam and Marat Ibragimov. 2008. Optimal constants in the Rosenthal inequality for random variables with zero odd moments. Statistics and Probability Letters 78(2): 186-189.0167-7152http://nrs.harvard.edu/urn-3:HUL.InstRepos:2624461We 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-US10.1016/j.spl.2007.05.018