Event history analysis of dynamic networks

• 成果类型: Article
• 署名作者: Sit, T.; Ying, Z.; Yu, Y.
• 署名单位: Chinese University of Hong Kong; Columbia University; University of Warwick
• 刊物名称: BIOMETRIKA
• ISSN/ISSBN: 0006-3444
• DOI: 10.1093/biomet/asaa045
• 发表日期: 2021
• 页码: 223230
• 关键词: regression; models

摘要

Statistical analysis on networks has received growing attention due to demand from various emerging applications. In dynamic networks, one of the key interests is to model the event history of time-stamped interactions among nodes. We model dynamic directed networks via multivariate counting processes. A pseudo partial likelihood approach is exploited to capture the network dependence structure. Asymptotic results are established. Numerical experiments are performed to demonstrate the effectiveness of our proposal.