Paul H.C. Eilers and Thomas Kneib
Editorial to the Special Issue 'Applications of P-Splines' in Memory of Brian D. Marx
Philippe Lambert and Oswaldo Gressani
Penalty parameter selection and asymmetry corrections to Laplace approximations in Bayesian P-splines models
María Alejandra Hernández, Dae-Jin Lee, María Xosé Rodríguez-Álvarez, and María Durbán
Derivative curve estimation in longitudinal studies using P-splines
Andreas Mayr, Tobias Wistuba, Jan Speller, Francisco Gude and Benjamin Hofner
Linear or smooth? Enhanced model choice in boosting via deselection of base-learners
Iain D Currie
A black box approach to fitting smooth models of mortality
Martin P. Boer
Tensor product P-splines using a sparse mixed model formulation
Ludwig Fahrmeir, Göran Kauermann, Gerhard Tutz, and Michael Windmann
Spatial smoothing revisited: An application to rental data in Munich
Alessia Eletti, Giampiero Marra, Rosalba Radice
A spline-based framework for the flexible modelling of continuously observed multistate survival processes
Dimitrios M. Stasinopoulos, Robert A. Rigby, Gillian Z. Heller, Fernanda De Bastiani
P-splines and GAMLSS: a powerful combination, with an application to zero-adjusted distributions
Alexander Razen, Wolfgang Brunauer, Nadja Klein, Thomas Kneib, Stefan Lang, and Nikolaus Umlauf
A multilevel analysis of real estate valuation using distributional and quantile regression
Vito M.R. Muggeo, Gianluca Sottile, Giovanna Cilluffo
Joint modelling of non-crossing additive quantile regression via constrained B-spline varying coefficients