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Linton, Oliver Bruce

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Author ID: linton.oliver-b Recent zbMATH articles by "Linton, Oliver Bruce"
Published as: Linton, Oliver; Linton, Oliver B.; Linton, O.; Linton, O. B.
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Co-Authors

12 single-authored
12 Nielsen, Jens Perch
12 Whang, Yoon-Jae
8 Mammen, Enno
7 Xiao, Zhijie
6 Lu, Zudi
5 Lewbel, Arthur
5 Li, Degui
5 Vogt, Michael P.
4 Chen, Xiaohong
4 Härdle, Wolfgang Karl
4 Jacho-Chávez, David Tomás
4 Mateu, Jorge
3 Ai, Chunrong
3 Chen, Jia
3 Coad, D. Stephen
3 Critchley, Frank
3 Fine, Jason Peter
3 Gozalo, Pedro L.
3 Hafner, Christian Matthias
3 Koo, Bonsoo
3 Liu, Han
3 Porcu, Emilio
3 Van Keilegom, Ingrid
2 Carroll, Raymond James
2 Connor, Gregory
2 Crudu, Federico
2 Dong, Chaohua
2 Gao, Jiti
2 Hong, Seokyoung
2 Kalnina, Ilze
2 Kim, Woocheol
2 Kong, Efang
2 Nguyen, Dao
2 Oates, Chris J.
2 Peng, Bin
2 Samworth, Richard J.
2 Seo, Myunghwan
2 Sperlich, Stefan
2 Srisuma, Sorawoot
2 Xia, Yingcun
2 Yen, Yu-Min
2 Yi, Yanping
2 Zhang, Zhengjun
1 Ahmad, Amir A.
1 Aït-Sahalia, Yacine
1 Arbel, Julyan
1 Arjas, Elja
1 Aston, John A. D.
1 Atak, Alev
1 Bailey, Natalia
1 Bao, Le
1 Bareinboim, Elias
1 Battey, Heather S.
1 Berry, Steve
1 Beskos, Alexandros
1 Bevilacqua, Moreno
1 Bhattacharya, Debopam
1 Bickel, Peter John
1 Bigot, Jéremie
1 Boneva, Lena
1 Bouveyron, Charles
1 Buch-Kromann, Tine
1 Bühlmann, Peter
1 Castro, Daniela
1 Chen, Rong
1 Chen, Shizhe
1 Chen, YiNing
1 Chopin, Nicolas
1 Chu, Ba M.
1 Dahlhaus, Rainer
1 Dang, Wei
1 Davies, Patrick Laurie
1 Davison, Andrew J.
1 Dawid, Philip
1 Didelez, Vanessa
1 Ding, Peng
1 Doucet, Arnaud
1 Eckley, Idris A.
1 Enikeeva, Farida N.
1 Escanciano, Juan Carlos
1 Everitt, Richard Geoffrey
1 Fan, Jianqing
1 Fan, Yanqin
1 Fan, Yingying
1 Farcomeni, Alessio
1 Farné, Matteo
1 Fearnhead, Paul
1 Feller, Avi
1 Fernandes, Marcelo
1 Ferreira, Marco A. R.
1 Finke, Axel
1 Foster, Adam
1 Frick, Klaus
1 Frommlet, Florian
1 Frylewicz, Piotr
1 Fryzlewicz, Piotr
1 Fuh, Cheng-Der
1 Gaglianone, Wagner Piazza
1 Gandy, Axel
1 Gasbarra, Dario
...and 185 more Co-Authors

Publications by Year

Citations contained in zbMATH Open

108 Publications have been cited 2,103 times in 1,338 Documents Cited by Year
A kernel method of estimating structured nonparametric regression based on marginal integration. Zbl 0823.62036
Linton, Oliver; Nielsen, Jens Perch
164
1995
Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325
Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid
131
2003
Semiparametric regression analysis with missing response at random. Zbl 1117.62441
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang
130
2004
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
110
2013
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Zbl 0986.62028
Mammen, E.; Linton, O.; Nielsen, J.
108
1999
Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
76
2005
A simple bias reduction method for density estimation. Zbl 0823.62033
Jones, M. C.; Linton, O.; Nielsen, J. P.
74
1995
Estimation of additive regression models with known links. Zbl 0866.62017
Linton, O. B.; Härdle, W.
53
1996
Multiscale change point inference. With discussion and authors’ reply. Zbl 1411.62065
Frick, Klaus; Munk, Axel; Sieling, Hannes
53
2014
Efficient estimation of additive nonparametric regression models. Zbl 0882.62038
Linton, Oliver B.
52
1997
Second order approximation in the partially linear regression model. Zbl 0836.62050
Linton, Oliver
49
1995
More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Zbl 1043.62075
Xiao, Zhijie; Linton, Oliver B.; Carroll, Raymond J.; Mammen, Enno
42
2003
An improved bootstrap test of stochastic dominance. Zbl 1431.62190
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae
39
2010
Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Zbl 1198.62030
Kong, Efang; Linton, Oliver; Xia, Yingcun
39
2010
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error. Zbl 1429.62676
Kalnina, Ilze; Linton, Oliver
37
2008
Kernel estimation in a nonparametric marker dependent hazard model. Zbl 0847.62023
Nielsen, Jens P.; Linton, Oliver B.
35
1995
Nonparametric censored and truncated regression. Zbl 1099.62040
Lewbel, Arthur; Linton, Oliver
34
2002
Estimation of a semiparametric transformation model. Zbl 1133.62029
Linton, Oliver; Sperlich, Stefan; van Keilegom, Ingrid
33
2008
Estimating semiparametric ARCH\((\infty)\) models by kernel smoothing methods. Zbl 1153.91798
Linton, O.; Mammen, E.
31
2005
Testing additivity in generalized nonparametric regression models with estimated parameters. Zbl 0978.62032
Gozalo, Pedro L.; Linton, Oliver B.
27
2001
Some higher-order theory for a consistent non-parametric model specification test. Zbl 1008.62042
Fan, Yanqin; Linton, Oliver
26
2003
A smoothed least squares estimator for threshold regression models. Zbl 1418.62355
Seo, Myung Hwan; Linton, Oliver
26
2007
Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors’ reply. Zbl 1414.62297
Peters, Jonas; Bühlmann, Peter; Meinshausen, Nicolai
26
2016
Efficient estimation of generalized additive nonparametric regression models. Zbl 0963.62037
Linton, Oliver B.
25
2000
Local nonlinear least squares: using parametric information in nonparametric regression. Zbl 0999.62031
Gozalo, Pedro; Linton, Oliver
25
2000
Integration and backfitting methods in additive models – finite sample properties and comparison. Zbl 0938.62045
Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang
24
1999
Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Zbl 1181.62140
Linton, Oliver; Pan, Jiazhu; Wang, Hui
23
2010
On a semiparametric survival model with flexible covariate effect. Zbl 0953.62107
Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J.
21
1998
Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109
Gerber, Mathieu; Chopin, Nicolas
21
2015
The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338
Linton, O.; Whang, Yoon-Jae
19
2007
Efficient estimation of a multivariate multiplicative volatility model. Zbl 1431.62381
Hafner, Christian M.; Linton, Oliver
19
2010
Testing for stochastic monotonicity. Zbl 1161.62080
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae
18
2009
Efficient semiparametric estimation of the Fama-French model and extensions. Zbl 1274.91485
Connor, Gregory; Hagmann, Matthias; Linton, Oliver
18
2012
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503
Whang, Yoon-Jae; Linton, Oliver
17
1999
A nonparametric regression estimator that adapts to error distribution of unknown form. Zbl 1274.62292
Linton, Oliver; Xiao, Zhijie
17
2007
A closed-form estimator for the GARCH(1,1) model. Zbl 1138.62050
Kristensen, Dennis; Linton, Oliver
17
2006
A flexible semiparametric forecasting model for time series. Zbl 1337.62271
Li, Degui; Linton, Oliver; Lu, Zudi
16
2015
A multiplicative bias reduction method for nonparametric regression. Zbl 0791.62043
Linton, Oliver; Nielsen, Jens Perch
15
1994
Estimation of semiparametric locally stationary diffusion models. Zbl 1443.62224
Koo, Bonsoo; Linton, Oliver
15
2012
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Zbl 1282.62212
Shintani, Mototsugu; Linton, Oliver
15
2004
An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Zbl 0909.62040
Nielsen, J. P.; Linton, O. B.
15
1998
Evaluating value-at-risk models via quantile regression. Zbl 1209.91178
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver; Smith, Daniel R.
13
2011
Identification and nonparametric estimation of a transformed additively separable model. Zbl 1431.62158
Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver
13
2010
Estimating features of a distribution from binomial data. Zbl 1441.62792
Lewbel, Arthur; McFadden, Daniel; Linton, Oliver
13
2011
Yield curve estimation by kernel smoothing methods. Zbl 1037.62112
Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten
13
2001
Estimating multiplicative and additive hazard functions by kernel methods. Zbl 1040.62089
Linton, Oliver B.; Nielsen, Jens Perch; van de Geer, Sara
13
2003
Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series. Zbl 1398.62225
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
13
2018
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Zbl 1420.62380
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae
12
2016
Local linear fitting under near epoch dependence: uniform consistency with convergence rates. Zbl 1369.62075
Li, Degui; Lu, Zudi; Linton, Oliver
12
2012
Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae
11
2012
Nonparametric estimation with aggregated data. Zbl 1109.62312
Linton, Oliver; Whang, Yoon-Jae
11
2002
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Zbl 1441.62593
Atak, Alev; Linton, Oliver; Xiao, Zhijie
10
2011
Estimation of and inference about the expected shortfall for time series with infinite variance. Zbl 1283.91156
Linton, Oliver; Xiao, Zhijie
10
2013
An analysis of transformations for additive nonparametric regression. Zbl 0912.62048
Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Härdle, Wolfgang
10
1997
Limit theorems for estimating the parameters of differentiated product demand systems. Zbl 1094.91053
Berry, Steve; Linton, Oliver B.; Pakes, Ariel
10
2004
Nonparametric matching and efficient estimators of homothetically separable functions. Zbl 1134.91548
Lewbel, Arthur; Linton, Oliver
10
2007
On internally corrected and symmetrized kernel estimators for nonparametric regression. Zbl 1203.62070
Linton, Oliver B.; Jacho-Chávez, David T.
9
2010
Second order approximation in a linear regression with heteroskedasticity of unknown form. Zbl 0847.62057
Linton, Oliver B.
7
1996
Consistent estimation of a general nonparametric regression function in time series. Zbl 1431.62398
Linton, Oliver; Sancetta, Alessio
7
2009
A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242
Boneva, Lena; Linton, Oliver; Vogt, Michael
7
2015
Nonparametric regression with filtered data. Zbl 1284.62227
Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Van Keilegom, Ingrid
7
2011
Correlation and marginal longitudinal kernel nonparametric regression. Zbl 1325.62090
Linton, Oliver B.; Mammen, Enno; Lin, Xihong; Carroll, Raymond J.
7
2004
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models. Zbl 1274.62595
Iglesias, Emma M.; Linton, Oliver B.
7
2007
Additive nonparametric models with time variable and both stationary and nonstationary regressors. Zbl 1452.62628
Dong, Chaohua; Linton, Oliver
7
2018
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Zbl 1051.62017
Linton, Oliver
6
2002
Nonparametric transformation to white noise. Zbl 1418.62337
Linton, Oliver B.; Mammen, Enno
6
2008
Semiparametric estimation of Markov decision processes with continuous state space. Zbl 1441.62875
Srisuma, Sorawoot; Linton, Oliver
6
2012
Global Bahadur representation for nonparametric censored regression quantiles and its applications. Zbl 1290.62035
Kong, Efang; Linton, Oliver; Xia, Yingcun
6
2013
Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047
Vogt, Michael; Linton, Oliver
6
2014
Nonparametric factor analysis of residual time series. Zbl 0981.62073
Rodríguez-Poo, Juan; Linton, Oliver
6
2001
A nonparametric prewhitened covariance estimator. Zbl 1062.62212
Xiao, Zhijie; Linton, Oliver
6
2002
Asymptotic expansions for some semiparametric program evaluation estimators. Zbl 1120.62028
Ichimura, Hidehiko; Linton, Oliver
6
2005
Local linear fitting under near epoch dependence. Zbl 1441.62238
Lu, Zudi; Linton, Oliver
6
2007
Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282
Vogt, Michael; Linton, Oliver
6
2017
The common and specific components of dynamic volatility. Zbl 1337.62123
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver
5
2006
Nonparametric transformation regression with nonstationary data. Zbl 1442.62750
Linton, Oliver; Wang, Qiying
5
2016
Averaging of an increasing number of moment condition estimators. Zbl 1441.62643
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver
5
2016
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error. Zbl 1422.91809
Park, Sujin; Hong, Seok Young; Linton, Oliver
5
2016
The live method for generalized additive volatility models. Zbl 1069.62084
Kim, Woocheol; Linton, Oliver
4
2004
Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055
Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch
4
2011
Semiparametric dynamic portfolio choice with multiple conditioning variables. Zbl 1443.62339
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
3
2016
An almost closed form estimator for the EGARCH model. Zbl 1442.62199
Hafner, Christian M.; Linton, Oliver
3
2017
Nonparametric regression estimation at design poles and zeros. Zbl 0878.62032
Hengartner, Nicolas W.; Linton, Oliver B.
3
1996
Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361
Chen, Xiaohong; Linton, Oliver; Yi, Yanping
3
2017
Estimation of a semiparametric IGARCH(1,1) model. Zbl 1218.62093
Kim, Woocheol; Linton, Oliver
3
2011
Financial econometrics. Models and methods. Zbl 1425.91008
Linton, Oliver
3
2019
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity. Zbl 1456.62073
Linton, Oliver; Xiao, Zhijie
3
2019
A simple and efficient estimation method for models with non-ignorable missing data. Zbl 1464.62256
Ai, Chunrong; Linton, Oliver; Zhang, Zheng
2
2020
Let’s get LADE: robust estimation of semiparametric multiplicative volatility models. Zbl 1441.62781
Koo, Bonsoo; Linton, Oliver
2
2015
Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. Zbl 1360.62153
Battey, Heather; Linton, Oliver
2
2014
Adaptive testing in ARCH models. Zbl 0949.62032
Linton, Oliver B.; Steigerwald, Douglas G.
2
2000
Non-parametric regression with a latent time series. Zbl 1206.62074
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor
2
2009
Estimation of a multiplicative correlation structure in the large dimensional case. Zbl 1456.62103
Hafner, Christian M.; Linton, Oliver B.; Tang, Haihan
2
2020
Estimation and inference in semiparametric quantile factor models. Zbl 1471.62332
Ma, Shujie; Linton, Oliver; Gao, Jiti
1
2021
A unified framework for efficient estimation of general treatment models. Zbl 1477.62072
Ai, Chunrong; Linton, Oliver; Motegi, Kaiji; Zhang, Zheng
1
2021
Nonparametric Euler equation identification and estimation. Zbl 1479.62090
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur; Linton, Oliver; Srisuma, Sorawoot
1
2021
Flexible term structure estimation: Which method is preferred? Zbl 1096.62105
Jeffrey, Andrew; Linton, Oliver; Nguyen, Thong
1
2006
Guest editorial. Semiparametric methods in econometrics. Zbl 1420.00042
1
2007
A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480
Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
1
2016
Semiparametric and nonparametric ARCH modeling. Zbl 1178.91162
Linton, Oliver B.
1
2009
Estimation and inference in semiparametric quantile factor models. Zbl 1471.62332
Ma, Shujie; Linton, Oliver; Gao, Jiti
1
2021
A unified framework for efficient estimation of general treatment models. Zbl 1477.62072
Ai, Chunrong; Linton, Oliver; Motegi, Kaiji; Zhang, Zheng
1
2021
Nonparametric Euler equation identification and estimation. Zbl 1479.62090
Escanciano, Juan Carlos; Hoderlein, Stefan; Lewbel, Arthur; Linton, Oliver; Srisuma, Sorawoot
1
2021
When will the Covid-19 pandemic peak? Zbl 1464.62456
Li, Shaoran; Linton, Oliver
1
2021
A simple and efficient estimation method for models with non-ignorable missing data. Zbl 1464.62256
Ai, Chunrong; Linton, Oliver; Zhang, Zheng
2
2020
Estimation of a multiplicative correlation structure in the large dimensional case. Zbl 1456.62103
Hafner, Christian M.; Linton, Oliver B.; Tang, Haihan
2
2020
A coupled component DCS-EGARCH model for intraday and overnight volatility. Zbl 1456.62208
Linton, Oliver; Wu, Jianbin
1
2020
Standard errors for nonparametric regression. Zbl 1480.62066
Chu, Ba M.; Jacho-Chávez, David T.; Linton, Oliver B.
1
2020
Financial econometrics. Models and methods. Zbl 1425.91008
Linton, Oliver
3
2019
Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity. Zbl 1456.62073
Linton, Oliver; Xiao, Zhijie
3
2019
A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables. Zbl 1452.62369
Chen, Jia; Li, Degui; Linton, Oliver
1
2019
Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series. Zbl 1398.62225
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
13
2018
Additive nonparametric models with time variable and both stationary and nonstationary regressors. Zbl 1452.62628
Dong, Chaohua; Linton, Oliver
7
2018
Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282
Vogt, Michael; Linton, Oliver
6
2017
An almost closed form estimator for the EGARCH model. Zbl 1442.62199
Hafner, Christian M.; Linton, Oliver
3
2017
Semiparametric identification of the bid-ask spread in extended Roll models. Zbl 1388.62361
Chen, Xiaohong; Linton, Oliver; Yi, Yanping
3
2017
Causal inference by using invariant prediction: identification and confidence intervals. With discussion and authors’ reply. Zbl 1414.62297
Peters, Jonas; Bühlmann, Peter; Meinshausen, Nicolai
26
2016
The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series. Zbl 1420.62380
Han, Heejoon; Linton, Oliver; Oka, Tatsushi; Whang, Yoon-Jae
12
2016
Nonparametric transformation regression with nonstationary data. Zbl 1442.62750
Linton, Oliver; Wang, Qiying
5
2016
Averaging of an increasing number of moment condition estimators. Zbl 1441.62643
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver
5
2016
Estimating the quadratic covariation matrix for asynchronously observed high frequency stock returns corrupted by additive measurement error. Zbl 1422.91809
Park, Sujin; Hong, Seok Young; Linton, Oliver
5
2016
Semiparametric dynamic portfolio choice with multiple conditioning variables. Zbl 1443.62339
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
3
2016
A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480
Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
1
2016
Sequential quasi Monte Carlo. With discussion and authors’ reply. Zbl 1414.62109
Gerber, Mathieu; Chopin, Nicolas
21
2015
A flexible semiparametric forecasting model for time series. Zbl 1337.62271
Li, Degui; Linton, Oliver; Lu, Zudi
16
2015
A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242
Boneva, Lena; Linton, Oliver; Vogt, Michael
7
2015
Let’s get LADE: robust estimation of semiparametric multiplicative volatility models. Zbl 1441.62781
Koo, Bonsoo; Linton, Oliver
2
2015
Multiscale change point inference. With discussion and authors’ reply. Zbl 1411.62065
Frick, Klaus; Munk, Axel; Sieling, Hannes
53
2014
Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047
Vogt, Michael; Linton, Oliver
6
2014
Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. Zbl 1360.62153
Battey, Heather; Linton, Oliver
2
2014
Large covariance estimation by thresholding principal orthogonal complements. With discussion and authors’ reply. Zbl 1411.62138
Fan, Jianqing; Liao, Yuan; Mincheva, Martina
110
2013
Estimation of and inference about the expected shortfall for time series with infinite variance. Zbl 1283.91156
Linton, Oliver; Xiao, Zhijie
10
2013
Global Bahadur representation for nonparametric censored regression quantiles and its applications. Zbl 1290.62035
Kong, Efang; Linton, Oliver; Xia, Yingcun
6
2013
Efficient semiparametric estimation of the Fama-French model and extensions. Zbl 1274.91485
Connor, Gregory; Hagmann, Matthias; Linton, Oliver
18
2012
Estimation of semiparametric locally stationary diffusion models. Zbl 1443.62224
Koo, Bonsoo; Linton, Oliver
15
2012
Local linear fitting under near epoch dependence: uniform consistency with convergence rates. Zbl 1369.62075
Li, Degui; Lu, Zudi; Linton, Oliver
12
2012
Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae
11
2012
Semiparametric estimation of Markov decision processes with continuous state space. Zbl 1441.62875
Srisuma, Sorawoot; Linton, Oliver
6
2012
A polarization-cohesion perspective on cross-country convergence. Zbl 1239.91096
Anderson, Gordon; Linton, Oliver; Leo, Teng Wah
1
2012
Evaluating value-at-risk models via quantile regression. Zbl 1209.91178
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver; Smith, Daniel R.
13
2011
Estimating features of a distribution from binomial data. Zbl 1441.62792
Lewbel, Arthur; McFadden, Daniel; Linton, Oliver
13
2011
A semiparametric panel model for unbalanced data with application to climate change in the United Kingdom. Zbl 1441.62593
Atak, Alev; Linton, Oliver; Xiao, Zhijie
10
2011
Nonparametric regression with filtered data. Zbl 1284.62227
Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Van Keilegom, Ingrid
7
2011
Multivariate density estimation using dimension reducing information and tail flattening transformations. Zbl 1232.62055
Buch-Kromann, Tine; Guillén, Montserrat; Linton, Oliver; Nielsen, Jens Perch
4
2011
Estimation of a semiparametric IGARCH(1,1) model. Zbl 1218.62093
Kim, Woocheol; Linton, Oliver
3
2011
An improved bootstrap test of stochastic dominance. Zbl 1431.62190
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae
39
2010
Uniform Bahadur representation for local polynomial estimates of M-regression and its application to the additive model. Zbl 1198.62030
Kong, Efang; Linton, Oliver; Xia, Yingcun
39
2010
Estimation for a nonstationary semi-strong GARCH(1,1) model with heavy-tailed errors. Zbl 1181.62140
Linton, Oliver; Pan, Jiazhu; Wang, Hui
23
2010
Efficient estimation of a multivariate multiplicative volatility model. Zbl 1431.62381
Hafner, Christian M.; Linton, Oliver
19
2010
Identification and nonparametric estimation of a transformed additively separable model. Zbl 1431.62158
Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver
13
2010
On internally corrected and symmetrized kernel estimators for nonparametric regression. Zbl 1203.62070
Linton, Oliver B.; Jacho-Chávez, David T.
9
2010
Testing for stochastic monotonicity. Zbl 1161.62080
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae
18
2009
Consistent estimation of a general nonparametric regression function in time series. Zbl 1431.62398
Linton, Oliver; Sancetta, Alessio
7
2009
Non-parametric regression with a latent time series. Zbl 1206.62074
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor
2
2009
Semiparametric and nonparametric ARCH modeling. Zbl 1178.91162
Linton, Oliver B.
1
2009
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error. Zbl 1429.62676
Kalnina, Ilze; Linton, Oliver
37
2008
Estimation of a semiparametric transformation model. Zbl 1133.62029
Linton, Oliver; Sperlich, Stefan; van Keilegom, Ingrid
33
2008
Nonparametric transformation to white noise. Zbl 1418.62337
Linton, Oliver B.; Mammen, Enno
6
2008
A smoothed least squares estimator for threshold regression models. Zbl 1418.62355
Seo, Myung Hwan; Linton, Oliver
26
2007
The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338
Linton, O.; Whang, Yoon-Jae
19
2007
A nonparametric regression estimator that adapts to error distribution of unknown form. Zbl 1274.62292
Linton, Oliver; Xiao, Zhijie
17
2007
Nonparametric matching and efficient estimators of homothetically separable functions. Zbl 1134.91548
Lewbel, Arthur; Linton, Oliver
10
2007
Higher order asymptotic theory when a parameter is on a boundary with an application to GARCH models. Zbl 1274.62595
Iglesias, Emma M.; Linton, Oliver B.
7
2007
Local linear fitting under near epoch dependence. Zbl 1441.62238
Lu, Zudi; Linton, Oliver
6
2007
Guest editorial. Semiparametric methods in econometrics. Zbl 1420.00042
1
2007
Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard. Zbl 1157.91019
Linton, Oliver; Kalnina, Ilze
1
2007
A closed-form estimator for the GARCH(1,1) model. Zbl 1138.62050
Kristensen, Dennis; Linton, Oliver
17
2006
The common and specific components of dynamic volatility. Zbl 1337.62123
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver
5
2006
Flexible term structure estimation: Which method is preferred? Zbl 1096.62105
Jeffrey, Andrew; Linton, Oliver; Nguyen, Thong
1
2006
Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
76
2005
Estimating semiparametric ARCH\((\infty)\) models by kernel smoothing methods. Zbl 1153.91798
Linton, O.; Mammen, E.
31
2005
Asymptotic expansions for some semiparametric program evaluation estimators. Zbl 1120.62028
Ichimura, Hidehiko; Linton, Oliver
6
2005
Semiparametric regression analysis with missing response at random. Zbl 1117.62441
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang
130
2004
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Zbl 1282.62212
Shintani, Mototsugu; Linton, Oliver
15
2004
Limit theorems for estimating the parameters of differentiated product demand systems. Zbl 1094.91053
Berry, Steve; Linton, Oliver B.; Pakes, Ariel
10
2004
Correlation and marginal longitudinal kernel nonparametric regression. Zbl 1325.62090
Linton, Oliver B.; Mammen, Enno; Lin, Xihong; Carroll, Raymond J.
7
2004
The live method for generalized additive volatility models. Zbl 1069.62084
Kim, Woocheol; Linton, Oliver
4
2004
Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325
Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid
131
2003
More efficient local polynomial estimation in nonparametric regression with autocorrelated errors. Zbl 1043.62075
Xiao, Zhijie; Linton, Oliver B.; Carroll, Raymond J.; Mammen, Enno
42
2003
Some higher-order theory for a consistent non-parametric model specification test. Zbl 1008.62042
Fan, Yanqin; Linton, Oliver
26
2003
Estimating multiplicative and additive hazard functions by kernel methods. Zbl 1040.62089
Linton, Oliver B.; Nielsen, Jens Perch; van de Geer, Sara
13
2003
Nonparametric censored and truncated regression. Zbl 1099.62040
Lewbel, Arthur; Linton, Oliver
34
2002
Nonparametric estimation with aggregated data. Zbl 1109.62312
Linton, Oliver; Whang, Yoon-Jae
11
2002
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Zbl 1051.62017
Linton, Oliver
6
2002
A nonparametric prewhitened covariance estimator. Zbl 1062.62212
Xiao, Zhijie; Linton, Oliver
6
2002
Testing additivity in generalized nonparametric regression models with estimated parameters. Zbl 0978.62032
Gozalo, Pedro L.; Linton, Oliver B.
27
2001
Yield curve estimation by kernel smoothing methods. Zbl 1037.62112
Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten
13
2001
Nonparametric factor analysis of residual time series. Zbl 0981.62073
Rodríguez-Poo, Juan; Linton, Oliver
6
2001
Second-order approximation for adaptive regression estimators. Zbl 1017.62032
Linton, Oliver; Xiao, Zhijie
1
2001
Estimating additive nonparametric models by partial \(L_q\) norm: the curse of fractionality. Zbl 1017.62031
Linton, Oliver
1
2001
Efficient estimation of generalized additive nonparametric regression models. Zbl 0963.62037
Linton, Oliver B.
25
2000
Local nonlinear least squares: using parametric information in nonparametric regression. Zbl 0999.62031
Gozalo, Pedro; Linton, Oliver
25
2000
Adaptive testing in ARCH models. Zbl 0949.62032
Linton, Oliver B.; Steigerwald, Douglas G.
2
2000
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Zbl 0986.62028
Mammen, E.; Linton, O.; Nielsen, J.
108
1999
Integration and backfitting methods in additive models – finite sample properties and comparison. Zbl 0938.62045
Sperlich, Stefan; Linton, Oliver B.; Härdle, Wolfgang
24
1999
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503
Whang, Yoon-Jae; Linton, Oliver
17
1999
On a semiparametric survival model with flexible covariate effect. Zbl 0953.62107
Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J.
21
1998
An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Zbl 0909.62040
Nielsen, J. P.; Linton, O. B.
15
1998
Efficient estimation of additive nonparametric regression models. Zbl 0882.62038
Linton, Oliver B.
52
1997
An analysis of transformations for additive nonparametric regression. Zbl 0912.62048
Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Härdle, Wolfgang
10
1997
...and 8 more Documents
all top 5

Cited by 1,556 Authors

71 Linton, Oliver Bruce
37 Van Keilegom, Ingrid
32 Mammen, Enno
27 Nielsen, Jens Perch
26 Park, Byeong Uk
19 Dette, Holger
19 Gao, Jiti
19 Sperlich, Stefan
17 Härdle, Wolfgang Karl
16 Wang, Qihua
15 You, Jinhong
14 Li, Degui
14 Su, Liangjun
14 Xia, Yingcun
13 Chen, Xiaohong
13 Lee, Sokbae
13 Xiao, Zhijie
12 Escanciano, Juan Carlos
12 Lewbel, Arthur
12 Yang, Lijian
11 González-Manteiga, Wenceslao
11 Whang, Yoon-Jae
11 Xue, Liugen
11 Zhang, Riquan
10 Boente, Graciela
10 Jacho-Chávez, David Tomás
10 Lu, Zudi
10 Zhu, Lixing
9 Bouzebda, Salim
9 Fan, Jianqing
9 Liang, Hua
9 Lu, Xuewen
9 Ullah, Aman
8 Aneiros-Pérez, Germán
8 Chen, Jia
8 Hall, Peter Gavin
8 Horowitz, Joel L.
8 Song, Kyungchul
8 Vogt, Michael P.
7 Debbarh, Mohammed
7 Fan, Yanqin
7 Guo, Xu
7 Hafner, Christian Matthias
7 Hallin, Marc
7 Hsu, Yu-Chin
7 Jones, Michael Chris
7 Kong, Efang
7 Li, Qi
7 Martins-Filho, Carlos
7 Neumeyer, Natalie
7 Pérez-González, Ana
7 Phillips, Peter Charles Bonest
7 Post, Thierry
7 Seo, Myunghwan
7 Tang, Niansheng
7 Tjøstheim, Dag B.
7 Vieu, Philippe
7 Xu, Wangli
7 Yu, Kyusang
6 Bindele, Huybrechts F.
6 Cai, Zongwu
6 Carroll, Raymond James
6 Chen, Songnian
6 Igarashi, Gaku
6 Lee, Youngkyung
6 Li, Dong
6 Liu, Rong
6 Martínez Miranda, María Dolores
6 Qin, Yongsong
6 Rothe, Christoph
6 Simar, Léopold
6 Stengos, Thanasis
6 Sun, Zhihua
6 Yao, Weixin
6 Zhang, Xinyu
6 Zhou, Yong
5 Arvanitis, Stelios
5 Bianco, Ana M.
5 Bravo, Francesco
5 Cattaneo, Matias D.
5 Chen, Songxi
5 Colling, Benjamin
5 Donald, Stephen G.
5 El Ghouch, Anouar
5 Gerlach, Richard H.
5 Heuchenne, Cédric
5 Hirukawa, Masayuki
5 Kakizawa, Yoshihide
5 Koo, Bonsoo
5 Kristensen, Dennis
5 Lian, Heng
5 Liao, Zhipeng
5 Maasoumi, Esfandiar
5 Mojirsheibani, Majid
5 Otsu, Taisuke
5 Peng, Bin
5 Sasaki, Yuya
5 Scaillet, Olivier
5 Topaloglou, Nikolas
5 Wong, Wing-Keung
...and 1,456 more Authors
all top 5

Cited in 127 Serials

286 Journal of Econometrics
114 Econometric Theory
67 Computational Statistics and Data Analysis
66 The Annals of Statistics
56 Journal of Multivariate Analysis
53 Communications in Statistics. Theory and Methods
50 Journal of Nonparametric Statistics
45 Econometric Reviews
43 Journal of Statistical Planning and Inference
36 Statistics & Probability Letters
30 Electronic Journal of Statistics
26 Annals of the Institute of Statistical Mathematics
22 Scandinavian Journal of Statistics
21 Economics Letters
20 Journal of the Korean Statistical Society
19 Test
19 Bernoulli
18 Statistical Papers
13 Journal of the American Statistical Association
13 Computational Statistics
13 Communications in Statistics. Simulation and Computation
12 Journal of Statistical Computation and Simulation
12 The Econometrics Journal
12 Quantitative Finance
11 Metrika
10 Insurance Mathematics & Economics
10 Journal of Time Series Analysis
10 Statistics
8 European Journal of Operational Research
8 Statistica Sinica
8 Journal of Applied Statistics
8 Journal of Systems Science and Complexity
7 The Canadian Journal of Statistics
6 Statistical Science
6 Science in China. Series A
6 Journal of Inequalities and Applications
5 Chaos, Solitons and Fractals
5 Biometrics
5 Metron
5 Acta Mathematicae Applicatae Sinica. English Series
5 International Journal of Theoretical and Applied Finance
5 ASTIN Bulletin
4 Stochastic Processes and their Applications
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 AStA. Advances in Statistical Analysis
4 Science China. Mathematics
4 Journal of Time Series Econometrics
3 International Economic Review
3 Operations Research
3 Journal of Economic Dynamics & Control
3 Annals of Operations Research
3 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
3 Journal of the Royal Statistical Society. Series B. Statistical Methodology
3 Macroeconomic Dynamics
3 Statistical Methods and Applications
3 Statistical Methodology
3 Journal of Probability and Statistics
2 Journal of Computational and Applied Mathematics
2 Statistica Neerlandica
2 Probability Theory and Related Fields
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Mathematical Methods of Statistics
2 Lifetime Data Analysis
2 Australian & New Zealand Journal of Statistics
2 Extremes
2 Statistical Inference for Stochastic Processes
2 Communications in Nonlinear Science and Numerical Simulation
2 Statistical Modelling
2 OR Spectrum
2 Advances in Difference Equations
2 Advances in Data Analysis and Classification. ADAC
2 Journal of Statistical Theory and Practice
2 Sankhyā. Series A
2 Journal of Econometric Methods
2 Open Mathematics
2 AIMS Mathematics
1 Journal of Mathematical Analysis and Applications
1 Applied Mathematics and Computation
1 Biometrical Journal
1 Fuzzy Sets and Systems
1 Journal of Mathematical Psychology
1 Mathematics and Computers in Simulation
1 Scandinavian Actuarial Journal
1 Journal of the Japan Statistical Society
1 Chinese Annals of Mathematics. Series B
1 Physica D
1 Social Choice and Welfare
1 Games and Economic Behavior
1 Linear Algebra and its Applications
1 Pattern Recognition
1 Annales de l’Institut Henri Poincaré. Probabilités et Statistiques
1 Computational Economics
1 SIAM Journal on Scientific Computing
1 Applied Mathematics. Series B (English Edition)
1 Economic Theory
1 Filomat
1 Annals of Mathematics and Artificial Intelligence
1 INFORMS Journal on Computing
1 Finance and Stochastics
1 Mathematical Finance
...and 27 more Serials

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