@article{JMLR:v20:18-314,
  author  = {Yingying Fan and Emre Demirkaya and Jinchi Lv},
  title   = {Nonuniformity of P-values Can Occur Early in Diverging Dimensions},
  journal = {Journal of Machine Learning Research},
  year    = {2019},
  volume  = {20},
  number  = {77},
  pages   = {1--33},
  url     = {http://jmlr.org/papers/v20/18-314.html}
}