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Bounds on moments of symmetric statistics

Rustam Ibragimov1 Department of Economics Yale University 28 Hillhouse avenue New Haven ct 06511 USASh. Sharakhmetov2 Department of Probability Theory, Tashkent State Economics University Ul. Uzbekistanskaya 49, Tashkent 700098, Uzbekistan

Studia Scientiarum Mathematicarum Hungaricajournal2002en

ABI

Annotatsiya

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.

Mavzular

Probability and Risk Models Bayesian Methods and Mixture Models Random Matrices and Applications

Identifikatorlar

DOI: 10.1556/sscmath.39.2002.3-4.1

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