Ibragimov, Marat; Ibragimov, Rustam - In: Statistics & Probability Letters 78 (2008) 2, pp. 186-189
We obtain estimates for the best constant in the Rosenthal inequality for independent random variables [xi]1,...,[xi]n with l zero first odd moments, l[greater-or-equal, slanted]1. The estimates are sharp in the extremal cases l=1 and l=m, that is, in the cases of random variables with zero mean...