• Corpus ID: 239017011

Kernel-based estimation for partially functional linear model: Minimax rates and randomized sketches

@inproceedings{Lv2021KernelbasedEF,
  title={Kernel-based estimation for partially functional linear model: Minimax rates and randomized sketches},
  author={Shaogao Lv and Xin He and Junhui Wang},
  year={2021}
}
This paper considers the partially functional linear model (PFLM) where all predictive features consist of a functional covariate and a high dimensional scalar vector. Over an infinite dimensional reproducing kernel Hilbert space, the proposed estimation for PFLM is a least square approach with two mixed regularizations of a function-norm and an `1norm. Our main task in this paper is to establish the minimax rates for PFLM under high dimensional setting, and the optimal minimax rates of… 

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