Generalization of log-convexity (log-concavity): log-log-convexity (log-log-concavity)? $\underline{\mathrm{Background\; on\; function\; Convexity}}$
A function, $f$, is convex if:
$$f( x\theta+y(1-\theta) ) \leq \theta f(x) + (1-\theta)f(y).$$
$f$ is concave if $-f$ is convex,  [1]. If we can demonstrate the convexity (or concavity) of a function, then function optimization can be performed using the well understood theory of convex optimization. Thus, if we can, it is beneficial to be able to do so.
In some situations, a function may not be convex (or concave). However, its logarithm may still be. This is termed log-convexity (log-concavity). Determining log-convexity (log-concavity) allows us to exploit the same convex optimization procedures.
$\underline{\mathrm{Question}}$
I want to know if the idea of log-convexity can be extended further. In particular, can we describe a function as being log-log-convex (log-log-concave)? By log-log-convex (log-log-concave) I mean that if the logarithm of a function is plotted on a set of axes in which the abscissa has been expressed using a logarithmic scale, convexity (concavity) is observed. Said in a different way, if we plot a function on a set of axes where both the ordinate and abscissa have been expressed using a logarithmic scale, convexity (concavity) is observed.
 A: What a great question! The term "log-log convexity" is indeed used to refer to the property you have described. It pops up in literature on polynomial optimization, and also in a bit of a disguised manner in geometric programming.
Let's look at the latter case, because to be honest that's what I'm personally familiar with. Consider an expression of the form
$$\sum_{k=1}^K c_k x_1^{a_{1k}} x_2^{a_{2k}} \cdot x_n^{a_{nk}}$$
The variables here are $x_i\geq 0$, $i=1,2,\dots, n$, and the fixed parameters are positive  $c_k>0$, $k=1,2,\dots K$ and exponents $a_{ij}$, $1\leq i\leq n$, $1\leq j\leq K$. This expression is what is known as a posynomial. In general, it is not convex, nor is it log-convex. 
(Side note: if all of the exponents are nonnegative, and $\sum_i a_{ik}\leq 1$ for each $k=1,2,\dots,K$, then this expression is concave. But we want to consider the case where the exponents are not constrained in this way.)
Now suppose I define $x_j = e^{y_j}$, and substitute. This converts the expression to
$$\sum_{k=1}^K c_k e^{a_{1k}y_1} e^{a_{2k}y_2} \cdot e^{a_{nk}y_n} 
= \sum_{k=1}^K c_k e^{\sum_{i=1}^n a_{ik}y_i} =
\sum_{k=1}^K \mathop{\textrm{exp}}\left(\textstyle\sum_{i=1}^n a_{ik}y_i+\log c_k\right)$$
Notice how we have depended upon the positivity of the coefficients $c_k$ so we could move then into the exponents; and notice how the exponents are affine functions of $y$.
Now, if I take the logarithm, I get
$$\log \sum_{k=1}^K \mathop{\textrm{exp}}\left(\textstyle\sum_{i=1}^n a_{ik}y_i+\log c_k\right) = f(Ay+\bar{c})$$
where $A\in\mathbb{R}^{n\times k}$ is a collection of the $a_{ij}$ values, $\bar{c}\in\mathbb{R}^K$ is a collection of the $\log c_k$ values, and $f$ is a convex log-sum-exp function
$$f(z) \triangleq \log \sum_{i=1}^K \mathop{\textrm{exp}}(z_k).$$
So in other words, by doing a logarithmic transformation of the variables, and taking the logarithm of the expression, we have arrived at a convex result. What this means is: a posynomial function is a log-log-convex function of its inputs.
(An astute reader will see that the expression was convex before we took that final logarithm. But the log-sum-exp function tends to have better numerical properties the sum-exp function. Also, when $K=1$, as often occurs in practice, the resulting function is linear, and it's useful to exploit that, of course!)
In true geometric programming, posynomials are the only log-log-convex functions considered. Even in generalized geometric programming, the models considered are converted to pure geometric form, so again, posynomials remain the basic nonlinear construct. But it would be entirely possible to consider an entire family of log-log-convex functions here.
One thing I will point out is that standard convexity and log-log-convexity don't mix very well. That is to say, you usually can't mix convex expressions of $x$ and log-convex expressions of $y=\log x$ in the same model, if you wish to preserve the theoretical and practical benefits of convex optimization. (I leave the cases where you can do so to the reader; hint: consider $y\leq \log x$.) That said, you can mix convex and log-convex functions of $y$ in the same model (e.g., sum-exp and log-sum-exp).
A: The answer is yes, at least for log concavity. It also depends what you are after. If you are trying to approximate a linear function you do not generally want log convexity, but you may want to strengthen log concavity.
You may be interested in this line of research see 
Saumard, Adrien; Wellner, Jon A., Log-concavity and strong log-concavity: a review,  ZBL06386273.

They mention many different stronger forms its a detailed study of strong forms of log concavity. There are stronger forms of then Strong log concavity/log convexity as well (strong log concavity, Central Convex uni modal log concavity and whole bunch of properties. these even have midpoint like forms as jensen's convexity/concavity does in the discrete/non continuous case. 
See Marshall, Albert W.; Olkin, Ingram, Inequalities via majorization - an introduction, General inequalities 3, 3rd int. Conf., Oberwolfach 1981, ISNM 64, 165-187 (1983). ZBL0572.26013. for this
. There is also a term called log log concavity mentioned in the paper 
These forms of stronger log concavity or convexity put  tighter bounds on the functions. These forms or at least their stronger variants can often be stronger then concavity unlike log concavity ( and like log convexity in that implies convexity) . 
See the following paper. Its quite detailed. It also mentions ULTRA LOG CONCAVITY and many variants and types. There are presumably infinitely many types that one could produce.
