The theory of dispersion models

by Bent Jørgensen

The Theory of Dispersion Models presents a comprehensive treatment of the class of univariate dispersion models, suitable as error distributions for generalized linear models. Both exponential and proper dispersion models are covered, the latter providing a useful extension of Nelder and Wedderburn's original class of error distributions. The chapters on natural exponential families and exponential dispersion models are indispensable for anyone embarking on a study of generalized linear models, and presents basic theory, illustrated with the classical error distributions from generalized linear models. Researchers, lecturers and graduate students is generalized linear models and statisticians working with non-normal data will find that this book contains a solid theoretical framework for the study of dispersion models, and a rich collection of examples.