On the false discovery proportion convergence under Gaussian equi-correlation
Statistics Theory
2010-07-26 v1 Statistics Theory
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 converges to zero as the hypothesis number grows to infinity. By contrast with the standard convergence rate holding under independence, this study shows that the FDP converges to the false discovery rate (FDR) at rate in this equi-correlated model.
Cite
@article{arxiv.1007.1298,
title = {On the false discovery proportion convergence under Gaussian equi-correlation},
author = {Sylvain Delattre and Etienne Roquain},
journal= {arXiv preprint arXiv:1007.1298},
year = {2010}
}