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Asymptotic FDR control under weak dependence: A counterexample

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  • Gontscharuk, Veronika
  • Finner, Helmut

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.

Suggested Citation

  • Gontscharuk, Veronika & Finner, Helmut, 2013. "Asymptotic FDR control under weak dependence: A counterexample," Statistics & Probability Letters, Elsevier, vol. 83(8), pages 1888-1893.
    • Handle: RePEc:eee:stapro:v:83:y:2013:i:8:p:1888-1893
    DOI: 10.1016/j.spl.2013.04.025
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    1. John D. Storey & Jonathan E. Taylor & David Siegmund, 2004. "Strong control, conservative point estimation and simultaneous conservative consistency of false discovery rates: a unified approach," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(1), pages 187-205, February.
    2. Alessio Farcomeni, 2007. "Some Results on the Control of the False Discovery Rate under Dependence," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 34(2), pages 275-297, June.
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    Cited by:

    1. H. Finner & M. Roters & K. Strassburger, 2017. "On the Simes test under dependence," Statistical Papers, Springer, vol. 58(3), pages 775-789, September.
    2. Dean Palejev & Mladen Savov, 2021. "On the Convergence of the Benjamini–Hochberg Procedure," Mathematics, MDPI, vol. 9(17), pages 1-19, September.
    3. Chen, Xiongzhi, 2020. "A strong law of large numbers for simultaneously testing parameters of Lancaster bivariate distributions," Statistics & Probability Letters, Elsevier, vol. 167(C).

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