Title: Covariance Modelling (Monographs on Statistics and Applied Probability)
Description: Written by a researcher at the forefront of the field, this book expounds on modern theory of covariance modelling in which regression models are used to model the covariance structure simultaneously with the mean. In a systematic treatment, quite possibly the first available in a convenient format, the author then compares the results obtained to conventional methods and delineates why the new methodology is advantageous using a series of classical examples taken from the existing literature.
Subjects: Mathematical statistics