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This theoretical framework investigates non-parametric regression models' connections and implications for predictions.
In fitting a non‐parametric regression model, the spline‐mixed model connection is well known, which associates fitting of a penalised spline model with that of a linear mixed model. We establish a theoretical framework for justifying the spline‐mixed model connection, and study the asymptotic behaviour of the empirical best linear unbiased predictor of the regression mean and associated model parameters.
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Jiming Jiang (2026) studied this question.
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