A note on minimax robustness of designs against correlated or heteroscedastic responses
成果类型：
Article
署名作者：
Wiens, D. P.
署名单位：
University of Alberta
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/asae001
发表日期：
2024
关键词：
摘要：
We present a result according to which certain functions of covariance matrices are maximized at scalar multiples of the identity matrix. This is used to show that experimental designs that are optimal under an assumption of independent, homoscedastic responses can be minimax robust, in broad classes of alternate covariance structures. In particular, it can justify the common practice of disregarding possible dependence, or heteroscedasticity, at the design stage of an experiment.