This paper reviews the duality between confidence bands and (convex) set estimators in a simple linear regression. Applications of this duality are explored. These include the nature of polygonal sets and the development of an algorithm that approximates the coverage probability of smooth confidence band functions.
- coverage probability approximation
- linear regression
- linear segment confidence bands
- simultaneous inference
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty