Akdeniz Duran, Esra; Härdle, Wolfgang Karl; Osipenko, Maria - In: Journal of Multivariate Analysis 105 (2012) 1, pp. 164-175
We consider a difference based ridge regression estimator and a Liu type estimator of the regression parameters in the partial linear semiparametric regression model, y=Xβ+f+ε. Both estimators are analyzed and compared in the sense of mean-squared error. We consider the case of independent...