Hu is partially supported by the National Natural Science Foundation of China (nos. 11471136, 11571133) and the Key Laboratory of Applied Statistics of MOE (KLAS) grants (nos. 130026507, 130028612). Qin is partially supported by the National Natural Science Foundation of China (no. 11871237). Yan is partially supported by the National Natural Science Foundation of China (no. 11771171), the Fundamental Research Funds for the Central Universities, and the Key Laboratory of Applied Statistics of MOE (KLAS) grants (nos. 130026507, 130028612). Zhu is partially supported by the National Science Foundation (DMS 1407698 and DMS 1821243). Zhang is partially supported by the National Science Foundation (DMS 2015190).