On the asymptotic normality of estimating the affine preferential attachment network models with random initial degrees

DOI10.1016/J.SPA.2017.03.008MaRDI QIDQ2409003zbMATH OpenOpenAlexFDO

Authors Fengnan Gao, Aad van der Vaart

Publication date 10 October 2017

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1603.02625

zbMATH Keywords

asymptotic normalitycomplex networkspreferential attachment modelstatistical inference

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

Abstract: We consider the estimation of the affine parameter (and power-law exponent) in the preferential attachment model with random initial degrees. We derive the likelihood, and show that the maximum likelihood estimator (MLE) is asymptotically normal and efficient. We also propose a quasi-maximum-likelihood estimator (QMLE) to overcome the MLE's dependence on the history of the initial degrees. To demonstrate the power of our idea, we present numerical simulations.

Recommendations

• Fitting the linear preferential attachment model
• Asymptotic normality of degree counts in a preferential attachment model
• Asymptotic distribution in affiliation finite discrete weighted networks with an increasing degree sequence
• Asymptotic normality of in- and out-degree counts in a preferential attachment model
• Consistent estimation in general sublinear preferential attachment trees

Cites work

• A preferential attachment model with random initial degrees
• Asymptotic Statistics
• Convergence of stochastic processes
• Emergence of Scaling in Random Networks
• scientific article; zbMATH DE number 993371 (Why is no real title available?)
• scientific article; zbMATH DE number 3723610 (Why is no real title available?)
• On random trees
• Power-law distributions in empirical data
• The Structure and Function of Complex Networks
• Weak convergence and empirical processes. With applications to statistics

Cited in

(15)

• Change point detection in network models: preferential attachment and long range dependence
• Directed hybrid random networks mixing preferential attachment with uniform attachment mechanisms
• Are extreme value estimation methods useful for network data?
• Inference for the degree distributions of preferential attachment networks with zero-degree nodes
• Consistent estimation in general sublinear preferential attachment trees
• Consistency of Hill estimators in a linear preferential attachment model
• Asymptotic behaviour of estimates of link probability in random networks
• Asymptotic normality of in- and out-degree counts in a preferential attachment model
• How rare are power-law networks really?
• Asymptotic normality of degree counts in a preferential attachment model
• Recent advances on mechanisms of network generation: community, exchangeability, and scale-free properties
• Tractably modelling dependence in networks beyond exchangeability
• On the impossibility of detecting a late change-point in the preferential attachment random graph model
• Detecting a late changepoint in the preferential attachment model
• Percolation on preferential attachment models

Describes a project that uses

Uses Software

• plfit

This page was built for publication: On the asymptotic normality of estimating the affine preferential attachment network models with random initial degrees

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2409003)