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. In particular, we aim at attracting the interest of the scientific community on this topic by identifying suitable classes of nonstandard copulas which ensure thatfdrcontrol can be attained for dependent test statistics.