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.
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页码：621 / 633
页数：13
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