works on
asymptotic analysis 1Benjamini-Hochberg 1false discovery rate 1gaussian correlation 1multiple testing 1

From the 1 of 5 linked papers with an AI index.

activity
20242026
collaborators
Showing math.STShow all

1 paper · 1 filter

math.ST2026

How Much Can Gaussian Dependence Inflate the Benjamini-Hochberg Procedure's FDR?

Lihua Lei

The paper shows that the Benjamini-Hochberg procedure can have arbitrarily large false discovery rate inflation for correlated two-sided Gaussian tests, disproving a conjectured un…