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Browsing by Author "Linton, Oliver"
Now showing items 1-7 of 7
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2005-09-30BuchA Local Instrumental Estimation Method for Generalized Additive Volatility Models Kim, Woocheol; Linton, Oliver
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2001-06-05BuchA Nonparametric Regression Estimator that Adapts to Error Distribution of unknown Form Linton, Oliver; Xiao, Zhijie
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2005-10-17BuchConsistent Testing for Stochastic Dominance under General Sampling Schemes Linton, Oliver; Maasoumi, Esfandiar; Whang, Yoon-JaeWe propose a procedure for estimating the critical values of the extended Kolmogorov-Smirnov tests of First and Second Order Stochastic Dominance in the general K-prospect case. We allow for the observations to be serially ...
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1998-12-16BuchEstimating Yield Curves by Kernel Smoothing Methods Linton, Oliver; Mammen, Enno; Nielsen, Jens P.; Tanggaard, C.
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1998-03-19BuchNonparametric Factor Analysis of Time Series Rodríguez-Póo, Juan M.; Linton, OliverWe introduce a nonparametric smoothing procedure for nonparametric factor analaysis of multivariate time series. The asymptotic properties of the proposed procedures are derived. We present an application based on the ...
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2009-05-13BuchOptimal Smoothing for a Computationally and Statistically Efficient Single Index Estimator Xia, Yingcun; Härdle, Wolfgang Karl; Linton, OliverIn semiparametric models it is a common approach to under-smooth the nonparametric functions in order that estimators of the finite dimensional parameters can achieve root-n consistency. The requirement of under-smoothing ...
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2005-10-06BuchSemiparametric Regression Analysis under Imputation for Missing Response Data Wang, Qihua; Härdle, Wolfgang Karl; Linton, OliverWe develop inference tools in a semiparametric regression model with missing response data. A semiparametric regression imputation estimator and an empirical likelihood based one for the mean of the response variable are ...