We investigate controlling false discovery rate (FDR) under dependence. Our main result is a generalization of the results obtained by Genovese and Wasserman (2004) and Farcomeni (2007).
@article{bwmeta1.element.bwnjournal-article-doi-10_4064-am40-3-3,
author = {Konrad Furma\'nczyk},
title = {Some remarks on the control of false discovery rate under dependence},
journal = {Applicationes Mathematicae},
volume = {40},
year = {2013},
pages = {297-307},
zbl = {06238619},
language = {en},
url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am40-3-3}
}
Konrad Furmańczyk. Some remarks on the control of false discovery rate under dependence. Applicationes Mathematicae, Tome 40 (2013) pp. 297-307. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-doi-10_4064-am40-3-3/