Simultaneous estimation of quantile curves using quantile sheets

The results of quantile smoothing often show crossing curves, in particular, for small data sets. We define a surface, called a quantile sheet, on the domain of the independent variable and the probability. Any desired quantile curve is obtained by evaluating the sheet for a fixed probability. This sheet is modeled by P -splines in form of tensor products of B -splines with difference penalties on the array of coefficients. The amount of smoothing is optimized by cross-validation. An application for reference growth curves for children is presented.