Linear models. Least squares and alternatives. (Q1806352)

The first edition from 1995 of this book has been reviewed in Zbl 0846.62049. This second edition offers improvements of presentation (chapters 8 and 10 are rewritten) and a lot of new material which belongs to the core of the topic of the book. Thus one can find now also sections on simultaneous confidence intervals, neural networks, mixed effects models, empirical Bayes solutions or the Kalman filter. This material is well integrated in the text. Several complements clarify the statistical meaning of formulas or connections to other parts of the theory. Except for Chap. 9 there are now also exercises. A little surprising for me was that now the concept of ``Rao least squares'' has been coined by the authors.