Double Generalized Linear Models: Likelihood and Bayesian Methods

This book provides an introduction to double generalized linear models (DGLMs) under frequentist and Bayesian frameworks. These models include the class of generalized linear models and compose a unified class of models, where appropriate functions of the mean and dispersion parameters follow linear regression structures that are linear combinations of the explanatory variables. The heteroscedastic normal linear regression models, gamma regression models (where both mean and shape have regr...