Analogues of Khintchine, Marcinkiewicz-Zygmund and Rosenthal inequalities for symmetric statistics

被引：16

作者：

Ibragimov, R ^{[1
]}

Sharakhmetov, S

机构：

[1] Cent Michigan Univ, Dept Econ, Mt Pleasant, MI 48859 USA

[2] Tashkent State Econ Univ, Tashkent, Uzbekistan

来源：

SCANDINAVIAN JOURNAL OF STATISTICS | 1999年 / 26卷 / 04期

关键词：

Khintchine; Marcinkiewicz-Zygmund; Rosenthal inequalities; martingale-difference sequence; moment; symmetric statistics;

D O I：

10.1111/1467-9469.00172

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：

In this paper we prove the analogues of Khintchine, Marcinkiewicz-Zygmund and Rosenthal moment inequalities for symmetric statistics of second order in not identically distributed random variables.

引用

页码：621 / 633

页数：13

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