Bounds on moments of symmetric statistics-Reference-Cited by-同舟云学术

Bounds on moments of symmetric statistics

Published:2002-11-01 Issue:3-4 Volume:39 Page:251-275
ISSN:0081-6906
Container-title:Studia Scientiarum Mathematicarum Hungarica
language:
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Author:

Ibragimov R.¹,Sharakhmetov Sh.²

Affiliation:

1. 1 Department of Economics Yale University 28 Hillhouse avenue New Haven ct 06511 USA

2. 2 Department of Probability Theory, Tashkent State Economics University Ul. Uzbekistanskaya 49, Tashkent 700098, Uzbekistan

Abstract

In this paper we prove analogues of Khintchine, Marcinkiewicz-Zygmund and Rosenthal moment inequalities for symmetric statistics of arbitrary order in not identically distributed random variables. We also construct an example that shows the significance of each term in the obtained Rosenthal-type inequalities for symmetric statistics and obtain results concerning the rate of growth of the best constants in the inequalities.

Publisher

Akademiai Kiado Zrt.

Subject

General Mathematics

Link

https://www.akademiai.com/doi/pdf/10.1556/sscmath.39.2002.3-4.1

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