Asymptotics in directed exponential random graph models with an increasing bi-degree sequence
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Publication:5963515
DOI10.1214/15-AOS1343zbMATH Open1331.62110arXiv1408.1156OpenAlexW1876291699MaRDI QIDQ5963515FDOQ5963515
Chenlei Leng, Ting Yan, Ji Zhu
Publication date: 22 February 2016
Published in: The Annals of Statistics (Search for Journal in Brave)
Abstract: Although asymptotic analyses of undirected network models based on degree sequences have started to appear in recent literature, it remains an open problem to study statistical properties of directed network models. In this paper, we provide for the first time a rigorous analysis of directed exponential random graph models using the in-degrees and out-degrees as sufficient statistics with binary as well as continuous weighted edges. We establish the uniform consistency and the asymptotic normality for the maximum likelihood estimate, when the number of parameters grows and only one realized observation of the graph is available. One key technique in the proofs is to approximate the inverse of the Fisher information matrix using a simple matrix with high accuracy. Numerical studies confirm our theoretical findings.
Full work available at URL: https://arxiv.org/abs/1408.1156
consistencymaximum likelihood estimationcentral limit theoremFisher information matrixbi-degree sequencedirected exponential random graph models
Point estimation (62F10) Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Random graphs (graph-theoretic aspects) (05C80) Sufficient statistics and fields (62B05)
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