Benjamini and Heller (2008) proposed to estimate k to be the largest u for which is rejected.
the estimatork is defined as follows: where p and α is the desired upper bound on the probability to overestimate the true k. It is guaranteed that P(k > k) ≤ α as long as the p−value combination method used for constructing p u/N is valid for the given dependency across the test statistics.