Mirror and knockoff+ thresholds under dependence
依赖条件下的 Mirror 与 knockoff+ 阈值
Many multiple-testing procedures control the false discovery rate (FDR) by comparing the two tails of a null distribution. At a fixed cutoff, marginal symmetry makes this natural. Mirror and knockoff+ thresholds select the cutoff from the same data, so the standard finite-sample guarantee uses a stronger property: conditional on magnitudes and nonnull scores, null signs are independent fair coins. Failure can be severe without this property. Models satisfying positive…