We study the asymptotic behaviour of penalized spline estimators in the univariate case. We use B-splines and a penalty is placed on mth-order differences of the coefficients. The number of knots is ...
In a transformation model h(Y) = X'β + ε for some smooth and usually monotone function h, we are often interested in the direction of β without knowing the exact form of h. We consider a projection of ...