Abstract & Overview
I would like to congratulate Sanat Sarkar for an excellent and thorough appraisal of the state of art with the controlling of false discovery rate (FDR), mostly arising in the context of multiple hypothesis testing (MHT) problems. He has indeed focused on all the major statistical aspects of the FDR/MHT complex, elucidating the theoretical and methodological perspectives. There are some genuine statistical challenges embedded in this largely interdisciplinary field of research, and in this discussion I will mostly highlight some of these issues with due emphasis on applications in high-dimensional low sample size (HDLSS) data models, and appraise them in the light of the developments in this seminal work.