A Note on Minimax Robustness of Designs Against Correlated or Heteroscedastic Responses

Autor:	Wiens, Douglas P.
Rok vydání:	2023
Předmět:	Mathematics - Statistics Theory Primary 62K05 Secondary 62G35
Druh dokumentu:	Working Paper
DOI:	10.1093/biomet/asae001
Popis:	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.
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2310.00445 Zobrazit plný text záznamu View this record from Arxiv