Articles that work with covariates for mean, variance, and correlation simultaneously

Question

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!

You mean a study published in a peer-reviewed journal? Mixed effects models also estimate variances & correlations. Whether they're reported is another issue, though. — gung - Reinstate Monica, Apr 24 '17 at 23:14
@gung Yes, i mean a study published in a peer-reviewed journal? Or a dissertation/ thesis! — fsbmat, Apr 25 '17 at 01:06
@gung I do not want to estimate a single parameter for variance and for correlation, I want to add covariates for both! That is, I want to model the mean, the variance and the correlation! In this article, https://arxiv.org/pdf/1405.3718.pdf, the author models the mean and variance, for example! — fsbmat, Apr 25 '17 at 01:20

score 0 · Answer 1 · answered Sep 30 '19 at 19:41

You should search for papers using the R package gamlss. Some few is https://www.sciencedirect.com/science/article/pii/S030917081000062X, https://www.hydrol-earth-syst-sci.net/17/3189/2013/hess-17-3189-2013.pdf,
https://bmcmedresmethodol.biomedcentral.com/articles/10.1186/1471-2288-8-59.

A google scholar search.

Articles that work with covariates for mean, variance, and correlation simultaneously

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