Dependency and false discovery rate: asymptotics

DOI10.1214/009053607000000046zbMath1125.62076arXiv0710.3171OpenAlexW3102030229MaRDI QIDQ2456006

Thorsten Dickhaus, Helmut Finner, Markus Roters

Publication date: 17 October 2007

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0710.3171

zbMATH Keywords

multiple comparisonsmultiple test procedurefalse discovery rateexpected error ratepositive regression dependenceGlivenko-Cantelli theoremleast favorable configurationsmultivariate total positivity of order 2Simes testexchangeable test statisticslargest crossing point

Mathematics Subject Classification ID

Asymptotic properties of parametric tests (62F05) Limit theorems in probability theory (60F99) Paired and multiple comparisons; multiple testing (62J15)

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• Asymptotic Tail Properties of Student'st-Distribution
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