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

DOI10.1016/J.SPL.2007.05.018MaRDI QIDQ2476828zbMATH OpenOpenAlexFDO

Authors Marat Ibragimov, Rustam Ibragimov

Publication date 12 March 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL http://nrs.harvard.edu/urn-3:HUL.InstRepos:2624461

zbMATH Keywords

best constantsmoment inequalitiesRosenthal inequality

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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Cites work

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• Best constants in moment inequalities for linear combinations of independent and exchangeable random variables
• Estimates of moments of infinite-dimensional martingales
• Estimates of the Moments of Sums of Independent Random Variables
• Extremal properties of Rademacher functions with applications to the Khintchine and Rosenthal inequalities
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• scientific article; zbMATH DE number 1254560 (Why is no real title available?)
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• On the Estimation of Moments of Sums of Independent Random Variables
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• The best constant in the Rosenthal inequality for nonnegative random variables
• The Exact Constant in the Rosenthal Inequality for Random Variables with Mean Zero
• О точной константе в неравенстве Розенталя

Cited in

(10)

• The best constant in the Rosenthal inequality for nonnegative random variables
• Optimal re-centering bounds, with applications to Rosenthal-type concentration of measure inequalities
• Estimation of constants for the right-hand inequalities of Marcinkiewicz and Rosenthal
• On extremal problems and best constants in moment inequalities
• О точной константе в неравенстве Розенталя
• The Exact Constant in the Rosenthal Inequality for Random Variables with Mean Zero
• An improvement of a non-uniform bound for combinatorial central limit theorem
• The integrated mean squared error of series regression and a Rosenthal Hilbert-space inequality
• Sharp Rosenthal‐type inequalities for mixtures and log‐concave variables
• Global rate optimality of integral curve estimators in high order tensor models: supplemental material

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