Fahrmeir L., Tutz G. Multivariate Statistical Modelling Based on Generalized Linear Models

N.-Y.: Springer, 2001. - 518p.The book is aimed at applied statisticians, graduate students of statistics, and students and researchers with a strong interest in statistics and data analysis. The second edition is extensively revised, especially in sections relating to Bayesian concepts.Modelling and Analysis of Cross-Sectional Data: A Review of Univariate Generalized Linear Models
Models for Multicategorical Responses: Multivariate Extensions of Generalized Linear Models
Selecting and Checking Models
Semi- and Nonparametric Approaches to Regression Analysis
Fixed Parameter Models for Time Series and Longitudinal Data
Random Effects Models
State Space and Hidden Markov Models
Survival Models