Some remarks on the control of false discovery rate under dependence
Volume 40 / 2013
Applicationes Mathematicae 40 (2013), 297-307
MSC: 62H15, 62G10.
DOI: 10.4064/am40-3-3
Abstract
We investigate controlling false discovery rate ($\mathit {FDR}$) under dependence. Our main result is a generalization of the results obtained by Genovese and Wasserman (2004) and Farcomeni (2007).
