Hochberg’s step-up method: cutting corners off Holm’s step-down method

Holm’s method and Hochberg’s method for multiple testing can be viewed as step-down and step-up versions of the Bonferroni test. We show that both are special cases of partition testing. The difference is that, while Holm’s method tests each partition hypothesis using the largest order statistic, setting a critical value based on the Bonferroni inequality, Hochberg’s method tests each partition hypothesis using all the order statistics, setting a series of critical values based on Simes’ inequality. Geometrically, Hochberg’s step-up method ‘cuts corners’ off