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math.ST2019★ 2 cited
The limits of the sample spiked eigenvalues for a high-dimensional generalized Fisher matrix and its applications
Dandan Jiang, Jiang Hu, Zhiqiang Hou
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-dimensiona…
math.ST2019★ 1 cited
Generalized Four Moment Theorem with an application to the CLT for the spiked eigenvalues of high-dimensional general Fisher-matrices
Dandan Jiang, Zhiqiang Hou, Zhidong Bai
The universality for the local spiked eigenvalues is a powerful tool to deal with the problems of the asymptotic law for the bulks of spiked eigenvalues of high-dimensional general…