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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The Lower Regression Function and Testing Expectation Dependence Dominance Hypotheses
TL;DR: In this article, the authors provide an estimator of the lower regression function and provide large sample properties for inference, and propose a test of the hypothesis of positive expectation dependence and derive its limiting distribution under the null hypothesis and provide consistent critical values.
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Efficient estimation of conditional risk measures in a semiparametric GARCH model
TL;DR: In this article, a quantile estimator based on inverting an empirical likelihood weighted distribution estimator is proposed to prevent this efficiency loss in quantile estimation. But, it is not shown that the new estimator can be uniformly more efficient than the simple empirical quantile and the quantile estimate based on normalized residuals, while the efficiency gain in error quantile estimating depends on the efficiency of estimators of the variance parameters.
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Estimating Multiplicative and Additive Hazard Functions by Kernel Methods
TL;DR: In this paper, the authors propose new procedures for estimating the univariate quantities of interest in both additive and multiplicative nonparametric marker dependent hazard models with a full counting process framework that allows for left truncation and right censoring.
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Nonparametric Inference for Unbalanced Time Series Data
TL;DR: It is shown how the sampling theory changes and how to modify the resampling algorithms to accommodate the problem of missing data.