No universal multiplicative FDR bound holds for Benjamini-Hochberg under Gaussian dependence: worst-case FDR/q diverges like sqrt(log(1/q)), with exact constants in natural cases.
Marine Roux.Inférence de graphes par une procédure de test multiple avec application en Neuroimagerie
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How Much Can Gaussian Dependence Inflate the Benjamini-Hochberg Procedure's FDR?
No universal multiplicative FDR bound holds for Benjamini-Hochberg under Gaussian dependence: worst-case FDR/q diverges like sqrt(log(1/q)), with exact constants in natural cases.