Benjamini-Hochberg 1correlated Gaussian tests 1factor models 1false discovery rate 1multiple hypothesis testing 1
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math.ST2026
The Benjamini--Hochberg Procedure Can Fail to Control the FDR for Correlated Two-Sided Gaussian Tests
Edgar Dobriban
The paper demonstrates that the Benjamini–Hochberg procedure can exceed its nominal false discovery rate when applied to correlated two-sided Gaussian tests, providing a factor‑mod…
math.ST2026
Selecting the number of components in PCA via random signflips
David Hong, Yue Sheng, Edgar Dobriban
Principal component analysis (PCA) is a foundational tool in modern data analysis, and a crucial step in PCA is selecting the number of components to keep. However, classical selec…