MAXIMUM LILKELIHOOD ESTIMATION IN THE .-MODEL

Citation
Alessandro Rinaldo et al., MAXIMUM LILKELIHOOD ESTIMATION IN THE .-MODEL, Annals of statistics , 41(3), 2013, pp. 1085-1110
Journal title
ISSN journal
00905364
Volume
41
Issue
3
Year of publication
2013
Pages
1085 - 1110
Database
ACNP
SICI code
Abstract
We study maximum likelihood estimation for the statistical model for undirected random graphs, known as the .-model, in which the degree sequences are minimal sufficient statistics. We derive necessary and sufficient conditions, based on the polytope of degree sequences, for the existence of the maximum likelihood estimator (MLE) of the model parameters. We characterize in a combinatorial fashion sample points leading to a nonexistent MLE, and nonestimability of the probability parameters under a nonexistent MLE. We formulate conditions that guarantee that the MLE exists with probability tending to one as the number of nodes increases.