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
More filters
Journal ArticleDOI
ESTIMATING ADDITIVE NONPARAMETRIC MODELS BY PARTIAL L q NORM: THE CURSE OF FRACTIONALITY
TL;DR: In this article, the L q median of a sample of kernel estimators is used to estimate additive nonparametric regression models, and the convergence rate depends on the value of q.
Journal ArticleDOI
A weighted sieve estimator for nonparametric time series models with nonstationary variables
TL;DR: In this article, a unified approach to estimation based on the weighted sieve method was proposed to tackle the issue of unbounded support of the covariates, which improves on the existing technology in terms of some key regularity conditions.
Journal ArticleDOI
The Froot-Stein Model Revisited
TL;DR: In this paper, the authors investigate the model of Froot and Stein (1998), a model that has very strong implications for risk management and argue that their conclusions are too strong and need to be qualified.
Posted ContentDOI
The Impact of QE on Liquidity: Evidence from the UK Corporate Bond Purchase Scheme
TL;DR: In this paper, the authors investigate the impact of central bank asset purchases on liquidity, and find that CBPS purchases improved the liquidity of purchased bonds across a range of liquidity measures.
Posted Content
Nonparametric Censored Regression
Arthur Lewbel,Oliver Linton +1 more
TL;DR: In this paper, a consistent estimator of the derivative of m(x) with respect to each element of x is provided. And the convergence rate of this estimator is the same as for the derivatives of an uncensored nonparametric regression.