Exact Rosenthal-type inequalities for p=3, and related results

An exact Rosenthal-type inequality for the third absolute moments is given, as well as a number of related results. Such results are useful in applications to Berry–Esseen bounds.

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Year of publication:	2013
Authors:	Pinelis, Iosif
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 12, p. 2634-2637
Publisher:	Elsevier
Subject:	Rosenthal inequality \| Bounds on moments \| Sums of independent random variables \| Probability inequalities

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010709056