The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications.

@article{Jiang2019TheLO,
  title={The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications.},
  author={Dandan Jiang and Jiang Hu and Zhiqiang Hou},
  journal={arXiv: Statistics Theory},
  year={2019}
}
A generalized spiked Fisher matrix is considered in this paper. We establish a criterion for the description of the support of the limiting spectral distribution of high-dimensional generalized Fisher matrix and study the almost sure limits of the sample spiked eigenvalues where the population covariance matrices are arbitrary which successively removed an unrealistic condition posed in the previous works, that is, the covariance matrices are assumed to be diagonal or diagonal block-wise… 
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