Smallest nonparametric tolerance regions
最小非参数容忍区域
We present a new, natural way to construct nonparametric multivariate tolerance regions. Unlike the classical nonparametric tolerance intervals, where the endpoints are determined by beforehand chosen order statistics, we take the shortest interval that contains a certain number of observations. We extend this idea to higher dimensions by replacing the class of intervals by a general class of indexing sets, which specializes to the classes of ellipsoids, hyperrectangles or…