2 papers
math.ST2026
Functional CLT for general sample covariance matrices
Jian Cui, Zhijun Liu, Jiang Hu +1
This paper studies the central limit theorems (CLTs) for linear spectral statistics (LSSs) of general sample covariance matrices, when the test functions belong to , the class…
math.PR2025
On the rate of convergence in the CLT for LSS of large-dimensional sample covariance matrices
Jian Cui, Jiang Hu, Zhidong Bai +1
This paper investigates the rate of convergence for the central limit theorem of linear spectral statistic (LSS) associated with large-dimensional sample covariance matrices. We co…