The best constant in the Topchii–Vatutin inequality for martingales

Author:

Alsmeyer Gerold,Rösler Uwe

Publisher

Elsevier BV

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference9 articles.

1. Nonnegativity of odd functional moments of positive random variables with decreasing density;Alsmeyer;Statist. Probab. Lett.,1996

2. Probability Theory: Independence, Interchangeability, Martingales;Chow,1997

3. On sharp Burkholder–Rosenthal type inequalities for infinite degree order statistics;de la Peña;Ann. Inst. H. Poincaré,2002

4. The extrema of the expected value of a function of independent random variables;Hoeffding;Ann. Math. Statist.,1955

5. Robust estimation of a location parameter;Huber;Ann. Math. Statist.,1964

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