  Anomalous hysteresis loops of ferrimagnetic amorphous alloys in high magnetic
field and in the vicinity of the compensation temperature have so far been
explained by sample inhomogeneities. We obtain H-T magnetic phase diagram for
ferrimagnetic GdFeCo alloy using a two-sublattice model in the paramagnetic
rare-earth ion approximation and taking into account rare-earth (Gd) magnetic
anisotropy. It is shown that if the magnetic anisotropy of the $f$-sublattice
is larger than that of the $d$-sublattice, the tricritical point can be at
higher temperature than the compensation point. The obtained phase diagram
explains the observed anomalous hysteresis loops as a result of high-field
magnetic phase transition, the order of which changes with temperature. It also
implies that in the vicinity of the magnetic compensation point the shape of
magnetic hysteresis loop is strongly temperature dependent.
