Linear Models and Generalizations: Least Squares and Alternatives (Springer Series in Statistics)

From the reviews of the third edition:

"The book contains a massive amount of useful results related to the world of linear models. ... I find my life more comfortable when I have this book in my bookshelf while checking whether some results have appeared in the literature. ... a natural source book for a student and researcher of linear models. ... written with great care and, of course, with great skills under the leadership of Professor C. Radhakrishna Rao. This is a very useful book and the authors earn congratulations." (Simo Puntanen, International Statistical Review, Vol. 75 (3), 2007)

"The book gives an up-to-date and comprehensive account of the theory and applications of linear models along with a number of new results. Throughout its ten chapters as well as its appendices, it covers theoretical issues and practical applications that make it suitable and useful not only to students but also to researchers and consultants in statistics." (Vangelis Grigoroudis, Zentralblatt MATH, Vol. 1151, 2009)

"This book has two laudable strengths. First, the coverage of topics is vast and varied. Second, extensive material is included on many modern, cutting-edge directions. ... The book would also function as an excellent reference for graduate students and researchers on classical and current developments in linear model theory." (Joseph Cavanaugh, Journal of the American Statistical Association, Vol. 104 (486), June, 2009)