Tue, September 17, 2019
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4:00pm [4:00pm] Ayan Bhattacharya: CWI, Amsterdam
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.
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