Does anyone know of articles in which, in addition to modeling the mean parameter, are also modeled the variance and correlation parameters? I know the double generalized linear model, but they only model the variance beyond the mean! I look for an article that also models the correlation!
Note: I did not find it on google!
gamlss
$\endgroup$ – kjetil b halvorsen♦ Oct 11 '17 at 12:18