Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1152873 | Statistics & Probability Letters | 2013 | 6 Pages |
Abstract
Some multiple tests controlling the false discovery rate (FDR) under independence also control the FDR under weak dependence if the proportion of rejected null hypotheses is asymptotically larger than zero. We show that weak dependence is not sufficient for FDR control if the proportion of rejected nulls converges to zero with positive probability.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Veronika Gontscharuk, Helmut Finner,