Maintaining tail dependence in data shuffling using \(t\) copula

DOI10.1016/j.spl.2010.12.002zbMath1207.62007OpenAlexW2072879759MaRDI QIDQ631546

Krish Muralidhar, Mario Trottini, Rathindra Sarathy

Publication date: 14 March 2011

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.002

zbMATH Keywords

copulasstatistical confidentialitydata disseminationdisclosure riskdata shuffling

Mathematics Subject Classification ID

Related Items (1)

Vine copula statistical disclosure control for mixed-type data

Cites Work

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• Empirical estimation of tail dependence using copulas: application to Asian markets
• The t Copula and Related Copulas
• Handling the Dependence of Claim Severities with Copula Models
• Understanding Relationships Using Copulas

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