📖 Holm Step-Down Procedure

Sort p-values: $p_{(1)} \\leq \\cdots \\leq p_{(m)}$. Reject $H_{0(j)}$ if $p_{(j)} < \\alpha/(m-j+1)$ for all $j \\leq L$, where $L$ is first index where condition fails.

From: Intro to Statistical Learning

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