ABSTRACT
In this note, we consider the situation where we have a functional predictor as well as some more traditional scalar predictors, which we call the partially functional problem. We propose a semiparametric model based on sufficient dimension reduction, and thus our main interest is in dimension reduction although prediction can be carried out at a second stage. We establish root-n consistency of the linear part of the estimator. Some Monte Carlo studies are carried out as proof of concept.
2010 MATHEMATICS SUBJECT CLASSIFICATION:
Acknowledgments
The authors sincerely think the Editor, the Associate Editor and three reviewers for their insightful comments that significantly improved the paper.
Disclosure statement
No potential conflict of interest was reported by the authors.