Copulas, Uncertainty, and False Discovery Rate Control
The false discovery rate (fdr) is a powerful approach to multiple testing. However, dependence among test statistics is critical forfdrcontrol. The way in which this dependence structure is described represents the most prominent source of uncertainty of this statistical theme. Copulasplay a relevant role among the techniques used to deal with uncertainty and dependence. This paper contributes to fill an existing gap in the scientific debate by exploring the connections between the literature onfdrand that on copulas.