The Asymptotic Properties of the Extreme Eigenvectors of
High-dimensional Generalized Spiked Covariance Model
The Asymptotic Properties of the Extreme Eigenvectors of
High-dimensional Generalized Spiked Covariance Model
In this paper, we investigate the asymptotic behaviors of the extreme eigenvectors in a general spiked covariance matrix, where the dimension and sample size increase proportionally. We eliminate the restrictive assumption of the block diagonal structure in the population covariance matrix. Moreover, there is no requirement for the spiked eigenvalues …