2 papers
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.ST2025
Edgeworth corrections for the spiked eigenvalues of non-Gaussian sample covariance matrices with applications
Yashi Wei, Jiang Hu, Zhidong Bai
Yang and Johnstone (2018) established an Edgeworth correction for the largest sample eigenvalue in a spiked covariance model under the assumption of Gaussian observations, leaving…