Duran, Esra Akdeniz; Härdle, Wolfgang Karl; Osipenko, Maria - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2011
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 analysed and compared in the sense of mean-squared error. We consider the case of...