A blockwise network autoregressive model with application for fraud detection

DOI10.1007/S10463-022-00822-WMaRDI QIDQ2087401zbMATH OpenOpenAlexFDO

Authors Bofei Xiao, Bo Lei, Wei Lan, Bin Guo

Publication date 20 October 2022

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10463-022-00822-w

zbMATH Keywords

blockwise network autoregressive modelblockwise structurecommunity detectionlikelihood ratio testquasi-maximum likelihood estimation

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Asymptotic Distributions of Quasi-Maximum Likelihood Estimators for Spatial Autoregressive Models
• Credit card fraud detection through parenclitic network analysis
• Determining the number of communities in degree-corrected stochastic block models
• Identifying latent group structures in nonlinear panels
• Multivariate spatial autoregressive model for large scale social networks
• Network Influence Analysis
• Social dynamics
• Sparse estimation of huge networks with a block‐wise structure
• Statistical analysis of network data. Methods and models
• Two-mode network autoregressive model for large-scale networks

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