A note on minimax robustness of designs against correlated or heteroscedastic responses
本文证明协方差矩阵的某些函数在标量倍单位矩阵处取最大值，从而说明在独立同方差假设下最优的实验设计在广泛的替代协方差结构中具有极小极大稳健性，为实践中忽略依赖或异方差的做法提供了理论依据。
Abstract 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.