Description
Probability and Statistics seminar.
Speaker: Ayan Bhattacharya.
Affiliation: CWI, Amsterdam.
Date and Time: Tuesday 17 September, 4:00 pm - 5:00 pm.
Venue: Ramanujan Hall, Department of Mathematics.
Title: PLFit estimation procedure and its consistency.
Abstract: In Clauset et. al. (2009), PLFit estimation procedure has been
proposed for the power-law index and became popular immediately for its
versatile applicability. This has been used in many areas including
scale-free networks, energy networks, preferential attachment model,
teletrafic data etc. But the theoretical support for this estimation
procedure is still lacking. In this talk, consistency of PLFit procedure
will be addressed under semiparametric assumption. This is an ongoing
joint work with Bohan Chen, Remco van der Hofstad and Bert Zwart.