Algorithm 1 Simultaneous testing procedure

$$\begin{array}{cc}\hfill & 1.\text{Calculate the test statistics}{M}_{l,g}\text{and the corresponding finite}\hfill \\ \hfill & \text{sample corrected}\text{and}\text{normal quantile transformed statistics}\hfill \\ \hfill & N_{l,g},\text{for all pairs}1\le l,g\le L.\hfill \\ \hfill & 2.\text{Estimate the FDP by},\hfill \\ \hfill & \widehat{\text{FDP}}(t)=\frac{L^2(1-\Phi (t))}{{\sum }_{(l,g)\in \mathcal{H}}I(N_{l,g}\ge t)\vee 1}.\hfill \\ \hfill & 3.\text{For a given}0\le \alpha \le 1,\text{calculate}\hfill \\ \hfill & \widehat{t}=\text{inf}\{0\le t\le (4\log L-2\log \log L{)}^{1∕2}:\widehat{\text{FDP}}(t)\le \alpha \}.\hfill \\ \hfill & \text{If}\widehat{t}\text{does not exist},\text{set}\widehat{t}=2(\log L{)}^{1∕2}.\hfill \\ \hfill & 4\text{For}1\le l,g\le L,\text{reject}{H}_{0,l,g}\text{if}\text{and only}\text{if}{N}_{l,g}\ge \widehat{t},\text{and set}\hfill \\ \hfill & {\widehat{\mathcal{H}}}_1=\{(l,g):N_{l,g}\ge \widehat{t}\}.\hfill \end{array}$$