math.ST · 2026-07-15 · No. 54

Statistics Theory, 2026-07-15.

1 new papers in math.ST. Titles, authors, abstracts. Links to arXiv. Want this in your inbox every morning? Subscribe →

01 — The papers

1 entries
  1. 01

    The Benjamini--Hochberg Procedure Can Fail to Control the FDR for Correlated Two-Sided Gaussian Tests

    Edgar Dobriban

    math.ST · cs.AI · stat.ME

    We show that the Benjamini--Hochberg procedure can fail to control the false discovery rate (FDR) at its nominal level for correlated two-sided Gaussian $p$-values. We construct a factor model for which, at level $α=0.01$, a rigorous interval-arithmetic certificate proves $FDR>0.0104$ for all sufficiently large numbers of hypotheses. This disproves a conjecture widely believed to be true for twenty years. Monte Carlo experiments are...

    arxiv.org/abs/2607.12208 · PDF

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