Challenging research in various fields has driven a wide range of methodological advances in variable selection for regression models with high-dimensional predictors. In comparison, selection of nonlinear functions in models with additive predictors has been considered only more recently....

In this paper we explore the application of Generalised Additive Models of Location, Scale and Shape for the analysis of conditional income distributions in Germany following the reunification. We find that conditional income distributions can generally be modelled using the three parameter...