Statistical disclosure control for continuous variables using an extended skew-t copula

DOI10.1002/ASMB.2650MaRDI QIDQ6580692FDO

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)

zbMATH Keywords

copulaconfidentialitydata privacybusiness analyticssensitive data

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 3163305 (Why is no real title available?)
• Accessibility, Security, and Accuracy in Statistical Databases: The Case for the Multiplicative Fixed Data Perturbation Approach
• Data-swapping: A technique for disclosure control
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• Maintaining tail dependence in data shuffling using \(t\) copula
• Maximum likelihood estimation of skew-t copulas with its applications to stock returns
• Measures of multivariate skewness and kurtosis with applications
• Multivariate extended skew-\(t\) distributions and related families
• Optimal noise addition for preserving confidentiality in multivariate data
• Pair-copula constructions of multiple dependence
• Perturbation of numerical confidential data via skew-\(t\) distributions
• Recovery of original individual person data (IPD) inferences from empirical IPD summaries only: applications to distributed computing under disclosure constraints
• Releasing Multiply Imputed, Synthetic Public use Microdata: An Illustration and Empirical Study
• Vine-copula GARCH model with dynamic conditional dependence

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