I am not sure, but you could try
"[LinkedServerName].[DatabaseName].[Owner].[UDFName] ([ParameterList])"
I have never tried this, but it might work. There are some commands like "Set Indentity_Insert On/Off" for example that do not work if the object identified needs more than 3 names to qualify it. However, a 'select' or 'insert' will work without any problems.