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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, O.; Linton, O. B.; Linton, Oliver; Linton, Oliver B.
External Links: MGP · Wikidata · dblp · GND
Documents Indexed: 112 Publications since 1994, including 3 Books
all top 5

Co-Authors

12 single-authored
12 Nielsen, Jens Perch
10 Whang, Yoon-Jae
8 Mammen, Enno
7 Xiao, Zhijie
5 Li, Degui
5 Lu, Zudi
4 Chen, Xiaohong
4 Härdle, Wolfgang Karl
4 Lewbel, Arthur
4 Vogt, Michael P.
3 Chen, Jia
3 Hafner, Christian Matthias
3 Jacho-Chávez, David Tomás
3 Van Keilegom, Ingrid
2 Anderson, Gordon F.
2 Carroll, Raymond James
2 Connor, Gregory
2 Gozalo, Pedro L.
2 Kalnina, Ilze
2 Kim, Woocheol
2 Kong, Efang
2 Koo, Bonsoo
2 Sperlich, Stefan
2 Xia, Yingcun
2 Yi, Yanping
1 Aït-Sahalia, Yacine
1 Anderson, Gordon A.
1 Atak, Alev
1 Battey, Heather S.
1 Berry, Steve
1 Bickel, Peter John
1 Boneva, Lena
1 Buch-Kromann, Tine
1 Chen, Rong
1 Dahlhaus, Rainer
1 Dong, Chaohua
1 Fan, Yanqin
1 Fernandes, Marcelo
1 Gaglianone, Wagner Piazza
1 Gao, Jiti
1 Guillen, Montserrat
1 Hagmann, Matthias
1 Han, Heejoon
1 Hengartner, Nicolas W.
1 Hong, Seokyoung
1 Horowitz, Joel L.
1 Ichimura, Hidehiko
1 Iglesias, Emma M.
1 Jeffrey, Andrew
1 Jones, Michael Chris
1 Korajczyk, Robert A.
1 Kristensen, Dennis
1 Lee, Ji Hyung
1 Lee, Sokbae
1 Leo, Teng Wah
1 Lima, Luiz Renato
1 Lin, Xihong
1 Maasoumi, Esfandiar
1 McFadden, Daniel Little
1 Nguyen, Thong H.
1 Nielsen, Søren Feodor
1 Oka, Tatsushi
1 Pakes, Ariel
1 Pan, Jiazhu
1 Park, Sujin
1 Peng, Bin
1 Rodríguez-Póo, Juan Manuel
1 Sancetta, Alessio
1 Scaillet, Olivier
1 Schneeberger, Stefan
1 Seo, Myunghwan
1 Shintani, Mototsugu
1 Smith, Daniel R.
1 Smith, Richard J.
1 Song, Kyungchul
1 Srisuma, Sorawoot
1 Steigerwald, Douglas G.
1 Tang, Haihan
1 Tanggaard, Carsten
1 Thomas, Jasmin
1 Van de Geer, Sara Anna
1 Wang, Hui
1 Wang, Naiysin
1 Wang, Qihua
1 Wang, Qiying
1 Wu, Jianbin
1 Wu, Wei Biao
1 Yan, Yang
1 Yao, Qiwei
1 Yen, Yu-Min
1 Zhang, Zhengjun

Publications by Year

Citations contained in zbMATH

92 Publications have been cited 1,630 times in 1,136 Documents Cited by Year
A kernel method of estimating structured nonparametric regression based on marginal integration. Zbl 0823.62036
Linton, Oliver; Nielsen, Jens Perch
151
1995
Semiparametric regression analysis with missing response at random. Zbl 1117.62441
Wang, Qihua; Linton, Oliver; Härdle, Wolfgang
113
2004
Estimation of semiparametric models when the criterion function is not smooth. Zbl 1154.62325
Chen, Xiaohong; Linton, Oliver; Van Keilegom, Ingrid
111
2003
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Zbl 0986.62028
Mammen, E.; Linton, O.; Nielsen, J.
96
1999
A simple bias reduction method for density estimation. Zbl 0823.62033
Jones, M. C.; Linton, O.; Nielsen, J. P.
63
1995
Consistent testing for stochastic dominance under general sampling schemes. Zbl 1070.62031
Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-Jae
62
2005
Efficient estimation of additive nonparametric regression models. Zbl 0882.62038
Linton, Oliver B.
51
1997
Estimation of additive regression models with known links. Zbl 0866.62017
Linton, O. B.; Härdle, W.
50
1996
Second order approximation in the partially linear regression model. Zbl 0836.62050
Linton, Oliver
44
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
38
2003
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
35
2010
Estimating quadratic variation consistently in the presence of endogenous and diurnal measurement error. Zbl 1429.62676
Kalnina, Ilze; Linton, Oliver
35
2008
An improved bootstrap test of stochastic dominance. Zbl 1431.62190
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae
31
2010
Kernel estimation in a nonparametric marker dependent hazard model. Zbl 0847.62023
Nielsen, Jens P.; Linton, Oliver B.
30
1995
Estimating semiparametric ARCH\((\infty)\) models by kernel smoothing methods. Zbl 1153.91798
Linton, O.; Mammen, E.
29
2005
Estimation of a semiparametric transformation model. Zbl 1133.62029
Linton, Oliver; Sperlich, Stefan; van Keilegom, Ingrid
28
2008
Nonparametric censored and truncated regression. Zbl 1099.62040
Lewbel, Arthur; Linton, Oliver
28
2002
Some higher-order theory for a consistent non-parametric model specification test. Zbl 1008.62042
Fan, Yanqin; Linton, Oliver
26
2003
Testing additivity in generalized nonparametric regression models with estimated parameters. Zbl 0978.62032
Gozalo, Pedro L.; Linton, Oliver B.
25
2001
Efficient estimation of generalized additive nonparametric regression models. Zbl 0963.62037
Linton, Oliver B.
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
Local nonlinear least squares: using parametric information in nonparametric regression. Zbl 0999.62031
Gozalo, Pedro; Linton, Oliver
21
2000
A smoothed least squares estimator for threshold regression models. Zbl 1418.62355
Seo, Myung Hwan; Linton, Oliver
19
2007
The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338
Linton, O.; Whang, Yoon-Jae
17
2007
On a semiparametric survival model with flexible covariate effect. Zbl 0953.62107
Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J.
17
1998
Efficient estimation of a multivariate multiplicative volatility model. Zbl 1431.62381
Hafner, Christian M.; Linton, Oliver
15
2010
A closed-form estimator for the GARCH(1,1) model. Zbl 1138.62050
Kristensen, Dennis; Linton, Oliver
15
2006
The asymptotic distribution of nonparametric estimates of the Lyapunov exponent for stochastic time series. Zbl 1041.62503
Whang, Yoon-Jae; Linton, Oliver
15
1999
A multiplicative bias reduction method for nonparametric regression. Zbl 0791.62043
Linton, Oliver; Nielsen, Jens Perch
15
1994
Testing for stochastic monotonicity. Zbl 1161.62080
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae
14
2009
A nonparametric regression estimator that adapts to error distribution of unknown form. Zbl 1274.62292
Linton, Oliver; Xiao, Zhijie
14
2007
An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Zbl 0909.62040
Nielsen, J. P.; Linton, O. B.
14
1998
Efficient semiparametric estimation of the Fama-French model and extensions. Zbl 1274.91485
Connor, Gregory; Hagmann, Matthias; Linton, Oliver
13
2012
Estimating features of a distribution from binomial data. Zbl 1441.62792
Lewbel, Arthur; McFadden, Daniel; Linton, Oliver
12
2011
Identification and nonparametric estimation of a transformed additively separable model. Zbl 1431.62158
Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver
12
2010
Yield curve estimation by kernel smoothing methods. Zbl 1037.62112
Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten
12
2001
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
11
2016
Estimation of semiparametric locally stationary diffusion models. Zbl 1443.62224
Koo, Bonsoo; Linton, Oliver
11
2012
Local linear fitting under near epoch dependence: uniform consistency with convergence rates. Zbl 1369.62075
Li, Degui; Lu, Zudi; Linton, Oliver
11
2012
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Zbl 1282.62212
Shintani, Mototsugu; Linton, Oliver
11
2004
Estimating multiplicative and additive hazard functions by kernel methods. Zbl 1040.62089
Linton, Oliver B.; Nielsen, Jens Perch; van de Geer, Sara
11
2003
Evaluating value-at-risk models via quantile regression. Zbl 1209.91178
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver; Smith, Daniel R.
10
2011
Nonparametric matching and efficient estimators of homothetically separable functions. Zbl 1134.91548
Lewbel, Arthur; Linton, Oliver
10
2007
Limit theorems for estimating the parameters of differentiated product demand systems. Zbl 1094.91053
Berry, Steve; Linton, Oliver B.; Pakes, Ariel
10
2004
Nonparametric estimation with aggregated data. Zbl 1109.62312
Linton, Oliver; Whang, Yoon-Jae
10
2002
An analysis of transformations for additive nonparametric regression. Zbl 0912.62048
Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Härdle, Wolfgang
10
1997
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
9
2011
Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae
8
2012
A flexible semiparametric forecasting model for time series. Zbl 1337.62271
Li, Degui; Linton, Oliver; Lu, Zudi
7
2015
Estimation of and inference about the expected shortfall for time series with infinite variance. Zbl 1283.91156
Linton, Oliver; Xiao, Zhijie
7
2013
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
6
2016
Global Bahadur representation for nonparametric censored regression quantiles and its applications. Zbl 1290.62035
Kong, Efang; Linton, Oliver; Xia, Yingcun
6
2013
Nonparametric regression with filtered data. Zbl 1284.62227
Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Van Keilegom, Ingrid
6
2011
On internally corrected and symmetrized kernel estimators for nonparametric regression. Zbl 1203.62070
Linton, Oliver B.; Jacho-Chávez, David T.
6
2010
Local linear fitting under near epoch dependence. Zbl 1441.62238
Lu, Zudi; Linton, Oliver
6
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.
6
2007
Asymptotic expansions for some semiparametric program evaluation estimators. Zbl 1120.62028
Ichimura, Hidehiko; Linton, Oliver
6
2005
Correlation and marginal longitudinal kernel nonparametric regression. Zbl 1325.62090
Linton, Oliver B.; Mammen, Enno; Lin, Xihong; Carroll, Raymond J.
6
2004
A nonparametric prewhitened covariance estimator. Zbl 1062.62212
Xiao, Zhijie; Linton, Oliver
6
2002
Second order approximation in a linear regression with heteroskedasticity of unknown form. Zbl 0847.62057
Linton, Oliver B.
6
1996
Semiparametric ultra-high dimensional model averaging of nonlinear dynamic time series. Zbl 1398.62225
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
5
2018
Nonparametric transformation regression with nonstationary data. Zbl 1442.62750
Linton, Oliver; Wang, Qiying
5
2016
A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242
Boneva, Lena; Linton, Oliver; Vogt, Michael
5
2015
Semiparametric estimation of Markov decision processes with continuous state space. Zbl 1441.62875
Srisuma, Sorawoot; Linton, Oliver
5
2012
Consistent estimation of a general nonparametric regression function in time series. Zbl 1431.62398
Linton, Oliver; Sancetta, Alessio
5
2009
Nonparametric transformation to white noise. Zbl 1418.62337
Linton, Oliver B.; Mammen, Enno
5
2008
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Zbl 1051.62017
Linton, Oliver
5
2002
Nonparametric factor analysis of residual time series. Zbl 0981.62073
Rodríguez-Poo, Juan; Linton, Oliver
5
2001
Averaging of an increasing number of moment condition estimators. Zbl 1441.62643
Chen, Xiaohong; Jacho-Chávez, David T.; Linton, Oliver
4
2016
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
The common and specific components of dynamic volatility. Zbl 1337.62123
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver
4
2006
The live method for generalized additive volatility models. Zbl 1069.62084
Kim, Woocheol; Linton, Oliver
4
2004
Additive nonparametric models with time variable and both stationary and nonstationary regressors. Zbl 06952490
Dong, Chaohua; Linton, Oliver
3
2018
Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282
Vogt, Michael; 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
Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047
Vogt, Michael; Linton, Oliver
3
2014
Estimation of a semiparametric IGARCH(1,1) model. Zbl 1218.62093
Kim, Woocheol; Linton, Oliver
3
2011
An almost closed form estimator for the EGARCH model. Zbl 1442.62199
Hafner, Christian M.; Linton, Oliver
2
2017
Semiparametric dynamic portfolio choice with multiple conditioning variables. Zbl 1443.62339
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
2
2016
Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. Zbl 1360.62153
Battey, Heather; Linton, Oliver
2
2014
Non-parametric regression with a latent time series. Zbl 1206.62074
Linton, Oliver; Nielsen, Jens Perch; Nielsen, Søren Feodor
2
2009
Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard. Zbl 1157.91019
Linton, Oliver; Kalnina, Ilze
2
2007
Nonparametric regression estimation at design poles and zeros. Zbl 0878.62032
Hengartner, Nicolas W.; Linton, Oliver B.
2
1996
Financial econometrics. Models and methods. Zbl 1425.91008
Linton, Oliver
1
2019
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
Guest editorial. Semiparametric methods in econometrics. Zbl 1420.00042
Fernandes, Marcelo (ed.); Linton, Oliver (ed.); Scaillet, Olivier (ed.)
1
2007
Flexible term structure estimation: Which method is preferred? Zbl 1096.62105
Jeffrey, Andrew; Linton, Oliver; Nguyen, Thong
1
2006
Estimating additive nonparametric models by partial \(L_q\) norm: the curse of fractionality. Zbl 1017.62031
Linton, Oliver
1
2001
Second-order approximation for adaptive regression estimators. Zbl 1017.62032
Linton, Oliver; Xiao, Zhijie
1
2001
Adaptive testing in ARCH models. Zbl 0949.62032
Linton, Oliver B.; Steigerwald, Douglas G.
1
2000
Financial econometrics. Models and methods. Zbl 1425.91008
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
5
2018
Additive nonparametric models with time variable and both stationary and nonstationary regressors. Zbl 06952490
Dong, Chaohua; Linton, Oliver
3
2018
Classification of non-parametric regression functions in longitudinal data models. Zbl 1414.62282
Vogt, Michael; 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
An almost closed form estimator for the EGARCH model. Zbl 1442.62199
Hafner, Christian M.; Linton, Oliver
2
2017
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
11
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
6
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
4
2016
Semiparametric dynamic portfolio choice with multiple conditioning variables. Zbl 1443.62339
Chen, Jia; Li, Degui; Linton, Oliver; Lu, Zudi
2
2016
A nonparametric test of a strong leverage hypothesis. Zbl 1431.62480
Linton, Oliver; Whang, Yoon-Jae; Yen, Yu-Min
1
2016
A flexible semiparametric forecasting model for time series. Zbl 1337.62271
Li, Degui; Linton, Oliver; Lu, Zudi
7
2015
A semiparametric model for heterogeneous panel data with fixed effects. Zbl 1337.62242
Boneva, Lena; Linton, Oliver; Vogt, Michael
5
2015
Nonparametric estimation of a periodic sequence in the presence of a smooth trend. Zbl 1285.62047
Vogt, Michael; Linton, Oliver
3
2014
Nonparametric estimation of multivariate elliptic densities via finite mixture sieves. Zbl 1360.62153
Battey, Heather; Linton, Oliver
2
2014
Estimation of and inference about the expected shortfall for time series with infinite variance. Zbl 1283.91156
Linton, Oliver; Xiao, Zhijie
7
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
13
2012
Estimation of semiparametric locally stationary diffusion models. Zbl 1443.62224
Koo, Bonsoo; Linton, Oliver
11
2012
Local linear fitting under near epoch dependence: uniform consistency with convergence rates. Zbl 1369.62075
Li, Degui; Lu, Zudi; Linton, Oliver
11
2012
Nonparametric estimation and inference about the overlap of two distributions. Zbl 1443.62079
Anderson, Gordon; Linton, Oliver; Whang, Yoon-Jae
8
2012
Semiparametric estimation of Markov decision processes with continuous state space. Zbl 1441.62875
Srisuma, Sorawoot; Linton, Oliver
5
2012
Estimating features of a distribution from binomial data. Zbl 1441.62792
Lewbel, Arthur; McFadden, Daniel; Linton, Oliver
12
2011
Evaluating value-at-risk models via quantile regression. Zbl 1209.91178
Gaglianone, Wagner Piazza; Lima, Luiz Renato; Linton, Oliver; Smith, Daniel R.
10
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
9
2011
Nonparametric regression with filtered data. Zbl 1284.62227
Linton, Oliver; Mammen, Enno; Nielsen, Jens Perch; Van Keilegom, Ingrid
6
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
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
35
2010
An improved bootstrap test of stochastic dominance. Zbl 1431.62190
Linton, Oliver; Song, Kyungchul; Whang, Yoon-Jae
31
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
15
2010
Identification and nonparametric estimation of a transformed additively separable model. Zbl 1431.62158
Jacho-Chávez, David; Lewbel, Arthur; Linton, Oliver
12
2010
On internally corrected and symmetrized kernel estimators for nonparametric regression. Zbl 1203.62070
Linton, Oliver B.; Jacho-Chávez, David T.
6
2010
Testing for stochastic monotonicity. Zbl 1161.62080
Lee, Sokbae; Linton, Oliver; Whang, Yoon-Jae
14
2009
Consistent estimation of a general nonparametric regression function in time series. Zbl 1431.62398
Linton, Oliver; Sancetta, Alessio
5
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
35
2008
Estimation of a semiparametric transformation model. Zbl 1133.62029
Linton, Oliver; Sperlich, Stefan; van Keilegom, Ingrid
28
2008
Nonparametric transformation to white noise. Zbl 1418.62337
Linton, Oliver B.; Mammen, Enno
5
2008
A smoothed least squares estimator for threshold regression models. Zbl 1418.62355
Seo, Myung Hwan; Linton, Oliver
19
2007
The quantilogram: with an application to evaluating directional predictability. Zbl 1418.62338
Linton, O.; Whang, Yoon-Jae
17
2007
A nonparametric regression estimator that adapts to error distribution of unknown form. Zbl 1274.62292
Linton, Oliver; Xiao, Zhijie
14
2007
Nonparametric matching and efficient estimators of homothetically separable functions. Zbl 1134.91548
Lewbel, Arthur; Linton, Oliver
10
2007
Local linear fitting under near epoch dependence. Zbl 1441.62238
Lu, Zudi; Linton, Oliver
6
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.
6
2007
Discussion of Aït-Sahalia and Barndorff-Nielsen and Shephard. Zbl 1157.91019
Linton, Oliver; Kalnina, Ilze
2
2007
Guest editorial. Semiparametric methods in econometrics. Zbl 1420.00042
Fernandes, Marcelo (ed.); Linton, Oliver (ed.); Scaillet, Olivier (ed.)
1
2007
A closed-form estimator for the GARCH(1,1) model. Zbl 1138.62050
Kristensen, Dennis; Linton, Oliver
15
2006
The common and specific components of dynamic volatility. Zbl 1337.62123
Connor, Gregory; Korajczyk, Robert A.; Linton, Oliver
4
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
62
2005
Estimating semiparametric ARCH\((\infty)\) models by kernel smoothing methods. Zbl 1153.91798
Linton, O.; Mammen, E.
29
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
113
2004
Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos. Zbl 1282.62212
Shintani, Mototsugu; Linton, Oliver
11
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.
6
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
111
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
38
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
11
2003
Nonparametric censored and truncated regression. Zbl 1099.62040
Lewbel, Arthur; Linton, Oliver
28
2002
Nonparametric estimation with aggregated data. Zbl 1109.62312
Linton, Oliver; Whang, Yoon-Jae
10
2002
A nonparametric prewhitened covariance estimator. Zbl 1062.62212
Xiao, Zhijie; Linton, Oliver
6
2002
Edgeworth approximations for semiparametric instrumental variable estimators and test statistics. Zbl 1051.62017
Linton, Oliver
5
2002
Testing additivity in generalized nonparametric regression models with estimated parameters. Zbl 0978.62032
Gozalo, Pedro L.; Linton, Oliver B.
25
2001
Yield curve estimation by kernel smoothing methods. Zbl 1037.62112
Linton, Oliver; Mammen, Enno; Nielsen, Jans Perch; Tanggaard, Carsten
12
2001
Nonparametric factor analysis of residual time series. Zbl 0981.62073
Rodríguez-Poo, Juan; Linton, Oliver
5
2001
Estimating additive nonparametric models by partial \(L_q\) norm: the curse of fractionality. Zbl 1017.62031
Linton, Oliver
1
2001
Second-order approximation for adaptive regression estimators. Zbl 1017.62032
Linton, Oliver; Xiao, Zhijie
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
21
2000
Adaptive testing in ARCH models. Zbl 0949.62032
Linton, Oliver B.; Steigerwald, Douglas G.
1
2000
The existence and asymptotic properties of a backfitting projection algorithm under weak conditions. Zbl 0986.62028
Mammen, E.; Linton, O.; Nielsen, J.
96
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
15
1999
On a semiparametric survival model with flexible covariate effect. Zbl 0953.62107
Nielsen, Jens P.; Linton, Oliver; Bickel, Peter J.
17
1998
An optimization interpretation of integration and back-fitting estimators for separable nonparametric models. Zbl 0909.62040
Nielsen, J. P.; Linton, O. B.
14
1998
Efficient estimation of additive nonparametric regression models. Zbl 0882.62038
Linton, Oliver B.
51
1997
An analysis of transformations for additive nonparametric regression. Zbl 0912.62048
Linton, Oliver B.; Chen, Rong; Wang, Naiysin; Härdle, Wolfgang
10
1997
Estimation of additive regression models with known links. Zbl 0866.62017
Linton, O. B.; Härdle, W.
50
1996
Second order approximation in a linear regression with heteroskedasticity of unknown form. Zbl 0847.62057
Linton, Oliver B.
6
1996
Nonparametric regression estimation at design poles and zeros. Zbl 0878.62032
Hengartner, Nicolas W.; Linton, Oliver B.
2
1996
A kernel method of estimating structured nonparametric regression based on marginal integration. Zbl 0823.62036
Linton, Oliver; Nielsen, Jens Perch
151
1995
A simple bias reduction method for density estimation. Zbl 0823.62033
Jones, M. C.; Linton, O.; Nielsen, J. P.
63
1995
Second order approximation in the partially linear regression model. Zbl 0836.62050
Linton, Oliver
44
1995
Kernel estimation in a nonparametric marker dependent hazard model. Zbl 0847.62023
Nielsen, Jens P.; Linton, Oliver B.
30
1995
A multiplicative bias reduction method for nonparametric regression. Zbl 0791.62043
Linton, Oliver; Nielsen, Jens Perch
15
1994
all top 5

Cited by 1,351 Authors

60 Linton, Oliver Bruce
32 Van Keilegom, Ingrid
29 Mammen, Enno
25 Nielsen, Jens Perch
22 Park, Byeong Uk
19 Dette, Holger
18 Härdle, Wolfgang Karl
18 Sperlich, Stefan
15 Gao, Jiti
15 Wang, Qihua
14 Xia, Yingcun
14 You, Jinhong
13 Su, Liangjun
12 Chen, Xiaohong
12 Lee, Sokbae
12 Li, Degui
12 Yang, Lijian
11 González-Manteiga, Wenceslao
11 Xiao, Zhijie
11 Xue, Liugen
10 Boente, Graciela
10 Escanciano, Juan Carlos
10 Lewbel, Arthur
10 Lu, Zudi
10 Whang, Yoon-Jae
10 Zhu, Lixing
9 Fan, Jianqing
9 Jacho-Chávez, David Tomás
9 Liang, Hua
9 Lu, Xuewen
9 Zhang, Riquan
8 Aneiros-Pérez, Germán
8 Hall, Peter Gavin
8 Horowitz, Joel L.
8 Ullah, Aman
7 Chen, Jia
7 Debbarh, Mohammed
7 Fan, Yanqin
7 Guo, Xu
7 Hafner, Christian Matthias
7 Jones, Michael Chris
7 Kong, Efang
7 Li, Qi
7 Martins-Filho, Carlos
7 Pérez-González, Ana
7 Song, Kyungchul
7 Tjøstheim, Dag B.
7 Xu, Wangli
7 Yu, Kyusang
6 Bouzebda, Salim
6 Carroll, Raymond James
6 Chen, Songnian
6 Hallin, Marc
6 Hsu, Yu-Chin
6 Phillips, Peter Charles Bonest
6 Post, Thierry
6 Qin, Yongsong
6 Rothe, Christoph
6 Seo, Myunghwan
6 Simar, Léopold
6 Vieu, Philippe
6 Vogt, Michael P.
6 Wong, Wing-Keung
5 Arvanitis, Stelios
5 Bianco, Ana M.
5 Bindele, Huybrechts F.
5 Cai, Zongwu
5 Cattaneo, Matias D.
5 Chen, Song Xi
5 Colling, Benjamin
5 Guillen, Montserrat
5 Heuchenne, Cédric
5 Hirukawa, Masayuki
5 Igarashi, Gaku
5 Kristensen, Dennis
5 Lee, Youngkyung
5 Lian, Heng
5 Liao, Zhipeng
5 Liu, Rong
5 Mojirsheibani, Majid
5 Neumeyer, Natalie
5 Scaillet, Olivier
5 Stengos, Thanasis
5 Sun, Zhihua
5 Tang, Niansheng
5 Topaloglou, Nikolas
5 Wang, Weining
5 Yao, Weixin
5 Zhou, Yong
4 Aknouche, Abdelhakim
4 Bravo, Francesco
4 Cui, Xia
4 Demos, Antonis
4 Donald, Stephen G.
4 El Ghouch, Anouar
4 Fernandes, Marcelo
4 Hill, Jonathan B.
4 Hu, Xuemei
4 Hu, Yingyao
4 Kakizawa, Yoshihide
...and 1,251 more Authors
all top 5

Cited in 112 Serials

252 Journal of Econometrics
103 Econometric Theory
62 Computational Statistics and Data Analysis
59 The Annals of Statistics
51 Journal of Multivariate Analysis
43 Journal of Nonparametric Statistics
42 Journal of Statistical Planning and Inference
39 Communications in Statistics. Theory and Methods
37 Statistics & Probability Letters
24 Electronic Journal of Statistics
23 Annals of the Institute of Statistical Mathematics
22 Scandinavian Journal of Statistics
20 Economics Letters
17 Test
16 Bernoulli
15 Journal of the Korean Statistical Society
13 Econometric Reviews
12 Journal of the American Statistical Association
12 Statistical Papers
12 The Econometrics Journal
11 Insurance Mathematics & Economics
11 Journal of Statistical Computation and Simulation
11 Quantitative Finance
10 Journal of Time Series Analysis
10 Computational Statistics
9 Metrika
8 Statistics
7 The Canadian Journal of Statistics
7 Communications in Statistics. Simulation and Computation
6 Statistical Science
6 Science in China. Series A
6 European Journal of Operational Research
5 Biometrics
5 Metron
5 Acta Mathematicae Applicatae Sinica. English Series
5 ASTIN Bulletin
4 Chaos, Solitons and Fractals
4 Stochastic Processes and their Applications
4 International Journal of Theoretical and Applied Finance
4 Journal of Applied Statistics
4 Journal of Systems Science and Complexity
4 Comptes Rendus. Mathématique. Académie des Sciences, Paris
4 AStA. Advances in Statistical Analysis
4 Journal of Time Series Econometrics
3 International Economic Review
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 Science China. Mathematics
3 Journal of Probability and Statistics
2 Operations Research
2 Statistica Neerlandica
2 Probability Theory and Related Fields
2 Journal of Economic Dynamics & Control
2 Annals of Operations Research
2 International Journal of Bifurcation and Chaos in Applied Sciences and Engineering
2 Mathematical Methods of Statistics
2 Lifetime Data Analysis
2 Journal of Inequalities and Applications
2 Australian & New Zealand Journal of Statistics
2 Extremes
2 Statistical Inference for Stochastic Processes
2 Statistical Modelling
2 OR Spectrum
2 Advances in Difference Equations
2 Journal of Statistical Theory and Practice
2 Sankhyā. Series A
2 Journal of Econometric Methods
2 Open Mathematics
1 Applied Mathematics and Computation
1 Biometrical Journal
1 Fuzzy Sets and Systems
1 Journal of Computational and Applied Mathematics
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 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 Statistica Sinica
1 Annals of Mathematics and Artificial Intelligence
1 Finance and Stochastics
1 Mathematical Finance
1 Chaos
1 Far East Journal of Applied Mathematics
1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 Journal of Economic Growth
1 Scandinavian Actuarial Journal
1 Advances and Applications in Statistics
1 Decisions in Economics and Finance
...and 12 more Serials

Citations by Year

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