On the Asymptotic Normality of Estimating the Affine Preferential Attachment Network Models with Random Initial Degrees
Statistics Theory
2017-03-09 v3 Statistics Theory
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.
Keywords
Cite
@article{arxiv.1603.02625,
title = {On the Asymptotic Normality of Estimating the Affine Preferential Attachment Network Models with Random Initial Degrees},
author = {Fengnan Gao and Aad van der Vaart},
journal= {arXiv preprint arXiv:1603.02625},
year = {2017}
}
Comments
final version before acceptance in Stochastic Processes and Their Applications, 26 pages, 2 figures, 1 table