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math.PR2025
A general partial Cramér's condition for Edgeworth expansion of a function of sample means with applications
Yashi Wei, Jiang Hu, Zhidong Bai
A large class of statistics can be formulated as smooth functions of sample means of random vectors. In this paper, we propose a general partial Cramér's condition (GPCC) and appl…
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…