Let and be a function in the Orlicz class defined on the unit cube in . Given partitions of , we first prove that the orthogonal projection onto the space of tensor product splines with arbitrary orders and knots converges to almost everywhere as the mesh diameters tend to zero. This extends the one-dimensional result in [Passenbrunner and Shadrin, Journal of Approximation Theory, 2014] to arbitrary dimensions. In a second step, we show that this result is optimal, i.e., given any “bigger” Orlicz class with an arbitrary function tending to zero at infinity, there exists a function and partitions of the unit cube such that the orthogonal projections of do not converge almost everywhere.

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