arXiv AI

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

arXiv:2607. 12208v1 Announce Type: cross Abstract: 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.