Moment inequalities for sums of products of independent random variables
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Publication:866601
DOI10.1016/J.SPL.2006.05.004zbMATH Open1107.60307OpenAlexW2014760136MaRDI QIDQ866601FDOQ866601
Authors: Shanchao Yang 
Publication date: 14 February 2007
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2006.05.004
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Cites Work
- Strong law of large numbers for multilinear forms
- Title not available (Why is that?)
- Laws of large numbers for quadratic forms, maxima of products and truncated sums of i.i.d. random variables
- Strong law of large numbers for sums of products
- Bounds on moments of symmetric statistics
- Analogues of Khintchine, Marcinkiewicz–Zygmund and Rosenthal Inequalities for Symmetric Statistics
Cited In (11)
- Moment inequalities for the partial sums of random variables
- Explicit formulae for product moments of multivariate Gaussian random variables
- Approximating sums of products of dependent random variables
- A note on the invariance principle of the product of sums of random variables
- Some maximal inequalities for quadratic forms of negative superadditive dependence random variables
- Rio-type inequality for the expectation of products of random variables
- Title not available (Why is that?)
- On the product of random variables and moments of sums under dependence
- On the Moment Determinacy of Products of Non-identically Distributed Random Variables
- Moment inequality for sums of multi-indexed dependent random variables
- Moment determinacy of powers and products of nonnegative random variables
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