Author

Lihua Lei

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Preprint Jul 2026

How Much Can Gaussian Dependence Inflate the Benjamini-Hochberg Procedure's FDR?

We study the worst-case false discovery rate (FDR) of the Benjamini-Hochberg procedure for both one- and two-sided Gaussian tests with general correlation matrices. For each setting and given target FDR level $q$, we construct a family of finite Gaussian models whose FDR divided by $q$ diverges as $q\downarrow0$. This...

Li-Hua Lei · 1 citation

Preprint Jul 2026

How Much Can Gaussian Dependence Inflate the Benjamini-Hochberg Procedure's FDR?

We study the worst-case false discovery rate (FDR) of the Benjamini-Hochberg procedure for both one- and two-sided Gaussian tests when the correlation matrix is otherwise unrestricted. In each setting we construct a $q$-indexed family of finite Gaussian models whose FDR divided by $q$ diverges as $q\downarrow0$, dispro...

Lihua Lei · 1 citation