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Optimal constants in the Rosenthal inequality for random variables with zero odd moments

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  • معلومة اضافية
    • بيانات النشر:
      Elsevier
    • الموضوع:
      2007
    • Collection:
      Imperial College London: Spiral
    • نبذة مختصرة :
      We obtain estimates for the best constant in the Rosenthal inequality for independent random variables with zero first odd moments, . The estimates are sharp in the extremal cases and , that is, in the cases of random variables with zero mean and random variables with zero first odd moments.
    • ISSN:
      0167-7152
    • Relation:
      Statistics and Probability Letters; http://hdl.handle.net/10044/1/67790; https://dx.doi.org/10.1016/j.spl.2007.05.018
    • الرقم المعرف:
      10.1016/j.spl.2007.05.018
    • Rights:
      © 2008 Elsevier Ltd. All rights reserved. This manuscript is licensed under the Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International Licence http://creativecommons.org/licenses/by-nc-nd/4.0/
    • الرقم المعرف:
      edsbas.DF8A26A3