Moment inequalities for sums of products of independent random variables

In this paper, we extend the Rosenthal-type moment inequalities for sums of products of independent random variables to a general case. The inequalities improve the corresponding ones in Gadidov [1998. Strong law of large numbers for multilinear forms. Ann. Probab. 26(2), 902–923].

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Bibliographic Details
Published in:Statistics & probability letters 2006-12, Vol.76 (18), p.1994-2000
Main Author: Shanchao, Yang
Format: Article
Language:English
Subjects:
Decision theory
Distribution theory
Exact sciences and technology
Mathematics
Moment inequality
Probability and statistics
Probability theory and stochastic processes
Rosenthal type
Sciences and techniques of general use
Statistics
Sums of products
Sums of products Rosenthal type Moment inequality
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Summary:In this paper, we extend the Rosenthal-type moment inequalities for sums of products of independent random variables to a general case. The inequalities improve the corresponding ones in Gadidov [1998. Strong law of large numbers for multilinear forms. Ann. Probab. 26(2), 902–923].
ISSN:0167-7152
1879-2103
DOI:10.1016/j.spl.2006.05.004