Asymptotic FDR control under weak dependence: A counterexample

Veronika Gontscharuk and Helmut Finner

Statistics & Probability Letters, 2013, vol. 83, issue 8, 1888-1893

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.

Keywords: Weak dependence; False discovery rate; Family wise error rate; Dependent p-values; Linear step-up test; Bonferroni test (search for similar items in EconPapers)
Date: 2013
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (3)

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0167715213001466
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:stapro:v:83:y:2013:i:8:p:1888-1893

Ordering information: This journal article can be ordered from
http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

DOI: 10.1016/j.spl.2013.04.025

Access Statistics for this article

Statistics & Probability Letters is currently edited by Somnath Datta and Hira L. Koul

More articles in Statistics & Probability Letters from Elsevier
Bibliographic data for series maintained by Catherine Liu ().