A General Method for Constructing Simultaneous Confidence Intervals
提出一种构建同时置信区间的一般方法，可对线性空间中可估函数的任意有限生成子集给予特殊关注，区间长度由线性规划确定，适用于回归分析，并与Scheffé方法比较。
A general method is proposed for constructing simultaneous confidence intervals that gives special emphasis to any preselected finite spanning subset in a linear space of estimable functions. The method has a wide range of application, including regression analysis. The length of a confidence interval is determined as the solution to a linear programming problem. The studentized maximum modulus distribution can be used to choose critical values for conservative control of the overall confidence level. The method is compared to Scheffé's procedure.