2026/03/12 by Hyemin Yeon
#math.ST #stat.ME #stat.TH
Asymptotic inference using functional principal component regression (FPCR) has long been considered difficult, largely because, upon any scalar scaling, the FPCR estimator fails to satisfy a central limit theorem, leading to the prevailing belief that it is unsuitable for direct statistical inference. In this paper, we revisit this traditional viewpoint by establishing a new result: upon suitable operator scaling, valid Gaussian and bootstrap approximations hold for the FPCR estimator. We apply this surprising finding to hypothesis testing for the significance of the slope function in functional regression models and demonstrate the strong numerical performance of the resulting tests. Our finding also provides a new framework for projection inference. While concise, our results yield powerful inferential tools for functional regression. We believe it paves the way for new lines of inferential methodology for more complex functional regression settings.