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.
Papers
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Journal ArticleDOI
Estimating Semiparametric Arch (Infinity) Models by Kernel Smoothing Methods
Enno Mammen,Oliver Linton +1 more
TL;DR: In this article, the authors investigate a class of semiparametric ARCH(infinity) models that includes as a special case the partially nonparametric (PNP) model introduced by Engle and Ng (1993) and which allows for both flexible dynamics and flexible function form with regard to the 'news impact' function.
Book ChapterDOI
Evaluating hedge fund performance: a stochastic dominance approach
Sheng Li,Oliver Linton +1 more
TL;DR: In this paper, the authors introduce a general and flexible framework for hedge fund performance evaluation and asset allocation: stochastic dominance (SD) theory, which is used to compare the returns of hedge funds.
Posted Content
Estimation of Additive Regression Models with Links
Oliver Linton,Wolfgang Härdle +1 more
Posted Content
An Optimization Interpretation of Integration and Backfitting Estimators for Separable Nonparametric Models
Jens Perch Nielsen,Oliver Linton +1 more
TL;DR: In this article, the authors provide an optimization interpretation of both backfitting and integration estimators for additive nonparametric regression, and they find that the integration estimator is a projection with respect to a product measure.