A method for constructing tolerance limits due to Fraser  is generalized by allowing that each step of the construction may depend not only on the blocks previously formed but also on all the known boundary observations and, moreover, on certain sets of indices. Furthermore, Tukey's  lexicographical ordering is replaced by a more general type of ordering.
J. H. B. Kemperman. "Generalized Tolerance Limits." Ann. Math. Statist. 27 (1) 180 - 186, March, 1956. https://doi.org/10.1214/aoms/1177728356