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

DOI10.1016/J.SPA.2017.03.008zbMATH Open1491.62080arXiv1603.02625OpenAlexW2963075705MaRDI QIDQ2409003FDOQ2409003

Authors: Fengnan Gao, Aad van der Vaart 

Publication date: 10 October 2017

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

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.

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

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zbMATH Keywords

asymptotic normalitystatistical inferencecomplex networkspreferential attachment model

Mathematics Subject Classification ID

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

Cites Work

• Power-law distributions in empirical data
• Weak convergence and empirical processes. With applications to statistics
• Asymptotic Statistics
• Emergence of Scaling in Random Networks
• The Structure and Function of Complex Networks
• Convergence of stochastic processes
• Title not available (Why is that?)
• A preferential attachment model with random initial degrees
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• On random trees

Cited In (12)

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

Uses Software

• plfit

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