{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,7,30]],"date-time":"2025-07-30T11:44:52Z","timestamp":1753875892748,"version":"3.41.2"},"reference-count":43,"publisher":"Oxford University Press (OUP)","issue":"1","license":[{"start":{"date-parts":[[2024,1,29]],"date-time":"2024-01-29T00:00:00Z","timestamp":1706486400000},"content-version":"vor","delay-in-days":0,"URL":"https:\/\/academic.oup.com\/journals\/pages\/open_access\/funder_policies\/chorus\/standard_publication_model"}],"funder":[{"DOI":"10.13039\/100000002","name":"National Institutes of Health","doi-asserted-by":"publisher","award":["R01GM126549"],"award-info":[{"award-number":["R01GM126549"]}],"id":[{"id":"10.13039\/100000002","id-type":"DOI","asserted-by":"publisher"}]}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2024,1,29]]},"abstract":"<jats:title>Abstract<\/jats:title><jats:p>Multiple testing has been a prominent topic in statistical research. Despite extensive work in this area, controlling false discoveries remains a challenging task, especially when the test statistics exhibit dependence. Various methods have been proposed to estimate the false discovery proportion (FDP) under arbitrary dependencies among the test statistics. One key approach is to transform arbitrary dependence into weak dependence and subsequently establish the strong consistency of FDP and false discovery rate under weak dependence. As a result, FDPs converge to the same asymptotic limit within the framework of weak dependence. However, we have observed that the asymptotic variance of FDP can be significantly influenced by the dependence structure of the test statistics, even when they exhibit only weak dependence. Quantifying this variability is of great practical importance, as it serves as an indicator of the quality of FDP estimation from the data. To the best of our knowledge, there is limited research on this aspect in the literature. In this paper, we aim to fill in this gap by quantifying the variation of FDP, assuming that the test statistics exhibit weak dependence and follow normal distributions. We begin by deriving the asymptotic expansion of the FDP and subsequently investigate how the asymptotic variance of the FDP is influenced by different dependence structures. Based on the insights gained from this study, we recommend that in multiple testing procedures utilizing FDP, reporting both the mean and variance estimates of FDP can provide a more comprehensive assessment of the study\u2019s outcomes.<\/jats:p>","DOI":"10.1093\/biomtc\/ujae015","type":"journal-article","created":{"date-parts":[[2024,3,18]],"date-time":"2024-03-18T13:22:26Z","timestamp":1710768146000},"source":"Crossref","is-referenced-by-count":0,"title":["Asymptotic uncertainty of false discovery proportion"],"prefix":"10.1093","volume":"80","author":[{"given":"Meng","family":"Mei","sequence":"first","affiliation":[{"name":"Department of Statistics, Oregon State University , Corvallis, OR 97331 , United States"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0002-7921-1403","authenticated-orcid":false,"given":"Tao","family":"Yu","sequence":"additional","affiliation":[{"name":"Department of Statistics and Data Science, National University of Singapore , Singapore 117546"}],"role":[{"role":"author","vocabulary":"crossref"}]},{"ORCID":"https:\/\/orcid.org\/0000-0001-6409-9159","authenticated-orcid":false,"given":"Yuan","family":"Jiang","sequence":"additional","affiliation":[{"name":"Department of Statistics, Oregon State University , Corvallis, OR 97331 , United States"}],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"286","published-online":{"date-parts":[[2024,3,18]]},"reference":[{"key":"2024031813332150100_bib1","doi-asserted-by":"crossref","DOI":"10.1080\/07350015.2023.2277857","article-title":"An empirical bayes approach to controlling the false discovery exceedance","author":"Basu","year":"2023","journal-title":"Journal of Business & Economic Statistics"},{"key":"2024031813332150100_bib2","doi-asserted-by":"crossref","first-page":"289","DOI":"10.1111\/j.2517-6161.1995.tb02031.x","article-title":"Controlling the false discovery rate: a practical and powerful approach to multiple testing","volume":"57","author":"Benjamini","year":"1995","journal-title":"Journal of the Royal Statistical Society: Series B (Statistical Methodology)"},{"key":"2024031813332150100_bib3","doi-asserted-by":"crossref","first-page":"1165","DOI":"10.1214\/aos\/1013699998","article-title":"The control of the false discovery rate in multiple testing under dependency","volume":"29","author":"Benjamini","year":"2001","journal-title":"The Annals of Statistics"},{"key":"2024031813332150100_bib4","first-page":"3","article-title":"Teoria statistica delle classi e calcolo delle probabilita","volume":"8","author":"Bonferroni","year":"1936","journal-title":"Pubblicazioni del R Istituto Superiore di Scienze Economiche e Commericiali di Firenze"},{"key":"2024031813332150100_bib5","doi-asserted-by":"crossref","first-page":"325","DOI":"10.1111\/j.1467-9868.2010.00764.x","article-title":"Penalized composite quasi-likelihood for ultrahigh dimensional variable selection","volume":"73","author":"Bradic","year":"2011","journal-title":"Journal of the Royal Statistical Society: Series B (Statistical Methodology)"},{"key":"2024031813332150100_bib6","doi-asserted-by":"crossref","first-page":"332","DOI":"10.1214\/07-AOS557","article-title":"Robustness of multiple testing procedures against dependence","volume":"37","author":"Clarke","year":"2009","journal-title":"The Annals of Statistics"},{"key":"2024031813332150100_bib7","doi-asserted-by":"crossref","first-page":"111","DOI":"10.1016\/j.spl.2010.09.025","article-title":"On the false discovery proportion convergence under Gaussian equi-correlation","volume":"81","author":"Delattre","year":"2011","journal-title":"Statistics & Probability Letters"},{"key":"2024031813332150100_bib8","doi-asserted-by":"crossref","first-page":"1141","DOI":"10.1214\/14-AOS1302","article-title":"New procedures controlling the false discovery proportion via Romano\u2013Wolf\u2019s heuristic","volume":"43","author":"Delattre","year":"2015","journal-title":"The Annals of Statistics"},{"key":"2024031813332150100_bib9","doi-asserted-by":"crossref","first-page":"302","DOI":"10.3150\/14-BEJ659","article-title":"On empirical distribution function of high-dimensional Gaussian vector components with an application to multiple testing","volume":"22","author":"Delattre","year":"2016","journal-title":"Bernoulli"},{"key":"2024031813332150100_bib10","doi-asserted-by":"crossref","first-page":"4244","DOI":"10.1214\/20-EJS1771","article-title":"Controlling the false discovery exceedance for heterogeneous tests","volume":"14","author":"D\u00f6hler","year":"2020","journal-title":"Electronic Journal of Statistics"},{"key":"2024031813332150100_bib11","doi-asserted-by":"crossref","first-page":"1","DOI":"10.2202\/1544-6115.1040","article-title":"Multiple testing. 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