Exact estimates for moments of random bilinear forms

被引:4
|
作者
Ibragimov, R
Sharakhmetov, S
Cecen, A
机构
[1] Yale Univ, Dept Econ, New Haven, CT 06511 USA
[2] Tashkent State Econ Univ, Dept Probabil Theory, Tashkent, Uzbekistan
[3] Cent Michigan Univ, Dept Econ, Mt Pleasant, MI 48859 USA
关键词
random bilinear forms; moment inequalities; decoupling; symmetric statistics;
D O I
10.1023/A:1007812829787
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
The present paper concentrates on the analogues of Rosenthal's inequalities for ordinary and decoupled bilinear forms in symmetric random variables. More specifically, we prove the exact moment inequalities for these objects in terms of moments of their individual components. As a corollary of these results we obtain the explicit expressions for the best constant in the analogues of Rosenthal's inequality of ordinary and decoupled bilinear forms in identically distributed symmetric random variables in the case of the fixed number of random variables.
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页码:21 / 37
页数:17
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