The paper discusses asymptotic properties of penalized spline smoothing if the spline basis increases with the sample size. The proof is provided in a generalized smoothing model allowing for non-normal responses. The results are extended in two ways. First, assuming the spline coefficients to...

type="main" xml:id="rssb12017-abs-0001" <title type="main">Summary</title> <p>The ultimate goal of regression analysis is to obtain information about the conditional distribution of a response given a set of explanatory variables. This goal is, however, seldom achieved because most established regression models estimate only...</p>