Consistency of Hill estimators in a linear preferential attachment model

DOI10.1007/s10687-018-0335-7zbMath1432.60056arXiv1711.05911OpenAlexW2963958166MaRDI QIDQ2417998

Tiandong Wang, Sidney I. Resnick

Publication date: 31 May 2019

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.05911

zbMATH Keywords

power lawspreferential attachmentcontinuous time branching processesHill estimators

Mathematics Subject Classification ID

Random graphs (graph-theoretic aspects) (05C80) Extreme value theory; extremal stochastic processes (60G70) Random measures (60G57) Convergence of probability measures (60B10) Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55)

Related Items (8)

Extremal linkage networks ⋮ Asymptotic dependence of in- and out-degrees in a preferential attachment model with reciprocity ⋮ Consistency of the Hill Estimator for Time Series Observed with Measurement Errors ⋮ Bootstrap estimators for the tail-index and for the count statistics of graphex processes ⋮ Growth of common friends in a preferential attachment model ⋮ Are extreme value estimation methods useful for network data? ⋮ On a Minimum Distance Procedure for Threshold Selection in Tail Analysis ⋮ Large degrees in scale-free inhomogeneous random graphs

Uses Software

• KONECT
• plfit

Cites Work

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