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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Testing for stochastic monotonicity
TL;DR: This article proposed a test of the hypothesis of stochastic monotonicity based on the supremum of a rescaled U-statistic and showed that its asymptotic distribution is Gumbel.
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A Closed-form Estimator for the GARCH(1,1)-Model
TL;DR: In this article, a closed-form estimator for the GARCH(1,1) model is proposed, which can be easily implemented and does not require the use of any numerical optimisation procedures or the choice of initial values of the conditional variance process.
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Testing the capital asset pricing model efficiently under elliptical symmetry: a semiparametric approach
TL;DR: In this paper, the authors develop new tests of the capital asset pricing model that take account of and are valid under the assumption that the distribution generating returns is elliptically symmetric; this assumption is necessary and sufficient for the validity of the CAPM.
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Efficient estimation of generalized additive nonparametric regression models
TL;DR: In this paper, the authors define new procedures for estimating generalized additive nonparametric regression models that are more efficient than the Linton and Hardle (1996, Biometrika 83, 529-540) integration-based method and achieve certain oracle bounds.
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Estimating Features of a Distribution from Binomial Data
TL;DR: Estimators for moments and quantiles of the unknown distribution in this problem under both nonparametric and semiparametric specifications are provided.