Control procedures and estimators of the false discovery rate and their application in low-dimensional settings: an empirical investigation.

The results highlight the importance of a sizeable data set for a reliable estimation of the proportion of true null hypotheses. Consequently, methods relying on this estimation should only be applied in high-dimensional settings. Furthermore, if the focus lies on testing of a small number of hypotheses such as in replication settings, FWER methods rather than FDR methods should be preferred to maintain high specificity.