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Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation

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  • Serra, Paulo
  • Mandjes, Michel

Abstract

Owing to their capability of summarising the interactions between the elements of a system, networks have become a common type of data across a broad range of scientific fields. As networks can be heterogeneous – in the sense that different regions of the network may exhibit different topologies – an important topic concerns the study of their local properties. A method to estimate the local degree distribution of a vertex in a heterogeneous network is developed. The contributions are twofold: firstly, the proposal of an estimator based on local weighted averaging and secondly, the set up of a Monte Carlo cross-validation procedure to pick the parameters of this estimator. The method is illustrated by several numerical experiments, showing in particular that the approach considerably improves upon the natural, empirical estimator.

Suggested Citation

  • Serra, Paulo & Mandjes, Michel, 2020. "Estimation of local degree distributions via local weighted averaging and Monte Carlo cross-validation," Computational Statistics & Data Analysis, Elsevier, vol. 144(C).
    • Handle: RePEc:eee:csdana:v:144:y:2020:i:c:s0167947319302415
    DOI: 10.1016/j.csda.2019.106886
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