“…The hyperbolic and constant width bands are then compared for the first time under both the average width (AW) criterion (see, e.g., Naiman ) and the minimum volume confidence set (MVCS) criterion (see, e.g., Liu & Hayter ). Note that Liu, Ah‐Kine & Zhou () consider multiple linear regression, in which the covariates are assumed to have no functional relationships among them. Hence the results of that paper are not applicable to the polynomial regression considered in this paper, in which the covariates are , and so depend on only.…”