Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Statistical inference for the slope parameter in functional linear
  regression   In this paper we consider the linear regression model $Y =S X+\varepsilon $
with functional regressors and responses. We develop new inference tools to
quantify deviations of the true slope $S$ from a hypothesized operator $S_0$
with respect to the Hilbert--Schmidt norm $\| S- S_0\|^2$, as well as the
prediction error $\mathbb{E} \| S X - S_0 X \|^2$. Our analysis is applicable
to functional time series and based on asymptotically pivotal statistics. This
makes it particularly user friendly, because it avoids the choice of tuning
parameters inherent in long-run variance estimation or bootstrap of dependent
data. We also discuss two sample problems as well as change point detection.
Finite sample properties are investigated by means of a simulation study.\\
Mathematically our approach is based on a sequential version of the popular
spectral cut-off estimator $\hat S_N$ for $S$. It is well-known that the
$L^2$-minimax rates in the functional regression model, both in estimation and
prediction, are substantially slower than $1/\sqrt{N}$ (where $N$ denotes the
sample size) and that standard estimators for $S$ do not converge weakly to
non-degenerate limits. However, we demonstrate that simple plug-in estimators -
such as $\| \hat S_N - S_0 \|^2$ for $\| S - S_0 \|^2$ - are
$\sqrt{N}$-consistent and its sequential versions satisfy weak invariance
principles. These results are based on the smoothing effect of $L^2$-norms and
established by a new proof-technique, the {\it smoothness shift}, which has
potential applications in other statistical inverse problems.

18
The categories of this paper are: econ
32
The categories of this paper are: atom-ph
34
The categories of this paper are: chem-ph
29
The categories of this paper are: funct-an
1
The categories of this paper are: cs
13
The categories of this paper are: quant-ph
15
The categories of this paper are: nucl-ex
12
The categories of this paper are: nucl-th
27
The categories of this paper are: comp-gas
11
The categories of this paper are: hep-lat
19
The categories of this paper are: eess
8
The categories of this paper are: hep-ex
17
The categories of this paper are: q-fin
25
The categories of this paper are: patt-sol
4
The categories of this paper are: cond-mat
9
The categories of this paper are: nlin