Asymptotic FDR control under weak dependence: A counterexample

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.

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Year of publication:	2013
Authors:	Gontscharuk, Veronika ; Finner, Helmut
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 83.2013, 8, p. 1888-1893
Publisher:	Elsevier
Subject:	Weak dependence \| False discovery rate \| Family wise error rate \| Dependent p-values \| Linear step-up test \| Bonferroni test

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

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