O
Oliver Linton
Researcher at University of Cambridge
Publications - 447
Citations - 13008
Oliver Linton is an academic researcher from University of Cambridge. The author has contributed to research in topics: Estimator & Nonparametric statistics. The author has an hindex of 55, co-authored 425 publications receiving 12055 citations. Previous affiliations of Oliver Linton include University of Illinois at Urbana–Champaign & Yale University.
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Book ChapterDOI
Local Regression Models
TL;DR: Local regression models as discussed by the authors are regression models where the parameters are localized, that is, they are allowed to vary with some or all of the covariates in a general way.
Journal ArticleDOI
A kernel method of estimating structured nonparametric regression based on marginal integration
Oliver Linton,Jens Perch Nielsen +1 more
TL;DR: In this paper, a simple kernel procedure based on marginal integration that estimates the relevant univariate quantity in both additive and multiplicative nonparametric regression is defined, which is used as a preliminary diagnostic tool.
Posted Content
Consistent Testing for Stochastic Dominance under General Sampling Schemes
TL;DR: In this paper, the critical values of the extended Kolmogorov-Smirnov tests of First and Second Order Stochastic Dominance in the general K-prospect case are estimated.
Journal ArticleDOI
Consistent Testing for Stochastic Dominance under General Sampling Schemes
TL;DR: In this article, a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of stochastic dominance of arbitrary order in the general K-prospect case is proposed.
Posted Content
Estimation of semiparametric models when the criterion function is not smooth
TL;DR: In this article, the consistency and asymptotic normality of a class of semiparametric optimization estimators where the criterion function does not obey standard smoothness conditions and simultaneously depends on some preliminary nonparametric estimators are verified.