On the false discovery proportion convergence under Gaussian equi-correlation
نویسندگان
چکیده
We study the convergence of the false discovery proportion (FDP) of the Benjamini-Hochberg procedure in the Gaussian equi-correlated model, when the correlation ρm converges to zero as the hypothesis number m grows to infinity. By contrast with the standard convergence rate m1/2 holding under independence, this study shows that the FDP converges to the false discovery rate (FDR) at rate {min(m, 1/ρm)} in this equi-correlated model.
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