Timeline for Is there a generalization of Pillai trace and the Hotelling-Lawley trace?
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| Jun 25, 2012 at 18:01 | comment | added | shabbychef | I believe we have $\psi_{\kappa} = \sum_i \frac{\lambda_i}{1 + \kappa\lambda_i}$, where $\lambda_i$ are the eigenvalues of $HE^{-1}$. But that doesn't seem to get me anywhere. I guess I don't know enough about the distribution of sums of the eigenvalues ... | |
| Jun 25, 2012 at 17:50 | history | answered | StasK | CC BY-SA 3.0 |