Linear regulators are Step-Down regulators only. There are 2 types of regulators, Shunt and series-pass regulators.

For IC linear voltage regulators, the regulator type determines the configuration of the pass device as well as the dropout voltage. Standard voltage regulators use an NPN Darlington configuration and have a dropout voltage between 1.5V and 2.2 V. Low dropout (LDO) regulators differ from standard regulators in that the pass device consists of a single PNP transistor

Linear regulators provide significant advantages over switching regulators in simplicity, cost, and output noise.

The only difference between a 'normal' linear regulator and a LDO one is that, the LDO type can have a lower constant voltage-drop across the series-pass element.