Statistical disclosure control for continuous variables using an extended skew-t copula
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Publication:6580692
DOI10.1002/ASMB.2650MaRDI QIDQ6580692FDOQ6580692
Authors: Amanda M. Y. Chu, Chun Yin Ip, Benson S. Y. Lam, Mike K. P. So 
Publication date: 29 July 2024
Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)
Cites Work
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- Data-swapping: A technique for disclosure control
- Maintaining tail dependence in data shuffling using \(t\) copula
- Optimal noise addition for preserving confidentiality in multivariate data
- Vine-copula GARCH model with dynamic conditional dependence
- Accessibility, Security, and Accuracy in Statistical Databases: The Case for the Multiplicative Fixed Data Perturbation Approach
- Maximum likelihood estimation of skew-t copulas with its applications to stock returns
- Recovery of original individual person data (IPD) inferences from empirical IPD summaries only: applications to distributed computing under disclosure constraints
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