Answers are grounded in this paper and cite their sources.
Computing confidence intervals for functions φ (x) = wT x, where $Kx = y + e$ and e is a normally distributed 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.
No takes yet. Share an insight, caveat, or question.
O’Leary et al. (1986) studied this question.
Synapse has enriched 10 related papers. Consider them for comparative context: