Confidence Intervals for Inequality-Constrained Least Squares Problems, with Applications to Ill-Posed Problems

TitleConfidence Intervals for Inequality-Constrained Least Squares Problems, with Applications to Ill-Posed Problems
Publication TypeJournal Articles
Year of Publication1986
AuthorsO'Leary DP, Rust BW
JournalSIAM Journal on Scientific and Statistical Computing
Volume7
Pagination473 - 489
Date Published1986///
Abstract

Computing confidence intervals for functions b(x) wT"x,where Kx y + e and e is a normallydistributed error vector, is a standard problem in multivariate statistics. In this work, we develop an algorithm
for solving this problem if additional information, x->0, is given. Applications to estimating solutions to
integral equations of the first kind are given.