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News/The Benjamini--Hochberg Procedure Can Fail to Control the FDR for Correlated Two-Sided Gaussian Tests
arxiv
PublishedJuly 15, 2026 at 4:00 AM
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The Benjamini--Hochberg Procedure Can Fail to Control the FDR for Correlated Two-Sided Gaussian Tests

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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. We construct a factor model for which, at level $\alpha=0.01$, a rigorous interval-ar

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