Raheem, S.M. Enayetur; Ahmed, S. Ejaz; Doksum, Kjell A. - In: Computational Statistics & Data Analysis 56 (2012) 4, pp. 874-891
In the context of a partially linear regression model, shrinkage semiparametric estimation is considered based on the Stein-rule. In this framework, the coefficient vector is partitioned into two sub-vectors: the first sub-vector gives the coefficients of interest, i.e., main effects (for...