On the false discovery proportion convergence under Gaussian equi-correlation
Year: 2010
Type: preprint
Abstract: We study the convergence of the false discovery proportion (FDP) of the Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the correlation $ρ_m$ converges to zero as the hypothesis number $m$ grows to infinity. By contrast with the standard convergence rate $m^{1/2}$ holding under independence, this study shows that the FDP converges to the false discovery rate (FDR) at rate $\{\min(m,1/ρ_m)\}^{1/2}$ in this equi-correlated model.
Source: arXiv (Cornell University)
Authors: Delattre, Sylvain, Roquain, Etienne
Institution: Laboratoire de Probabilités et Modèles Aléatoires
Language: English
Subfield: Statistics and Probability
Field: Mathematics
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W4299702888