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Additive intensity regression models in corporate default analysis
Lando, David; Medhat, Mamdouh; Nielsen, Mads Stenbo; … - In: Journal of financial econometrics : official journal of … 11 (2013) 3, pp. 443-485
Persistent link: https://www.econbiz.de/10009786519
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Efficient estimation of generalized additive nonparametric regression models
Linton, Oliver - In: Econometric theory 16 (2000) 4, pp. 502-523
Persistent link: https://www.econbiz.de/10001517331
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Uniform Behadur representation for local polynomial estimates of M-regression and its application to the additive model
Kong, Efang; Linton, Oliver; Xia, Yingcun - In: Econometric theory 26 (2010) 5, pp. 1529-1564
Persistent link: https://www.econbiz.de/10008662657
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A nonparametric regression estimator that adapts to error distribution of unknown form
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 23 (2007) 3, pp. 371-413
Persistent link: https://www.econbiz.de/10003541196
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Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol; Linton, Oliver - In: Econometric theory 27 (2011) 3, pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
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Global Bahadur representation for nonparametric censored regression quantiles and its applications
Kong, Efang; Linton, Oliver; Xia, Yingcun - In: Econometric theory 29 (2013) 5, pp. 941-968
Persistent link: https://www.econbiz.de/10010248318
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Nonparametric estimation with aggregated data
Linton, Oliver; Whang, Yoon-jae - In: Econometric theory 18 (2002) 2, pp. 420-468
Persistent link: https://www.econbiz.de/10001661306
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Second-order approximation for adaptive regression estimators
Linton, Oliver; Xiao, Zhijie - In: Econometric theory 17 (2001) 5, pp. 984-1024
Persistent link: https://www.econbiz.de/10001609191
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Efficient estimation of nonparametric regression in the presence of dynamic heteroskedasticity
Linton, Oliver; Xiao, Zhijie - 2019
Persistent link: https://www.econbiz.de/10012692312
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The lower regression function and testing expectation dependence dominance hypotheses
Linton, Oliver; Whang, Yoon-jae; Yen, Yu-min - 2018
Persistent link: https://www.econbiz.de/10012671331