Perturbation of Numerical Confidential Data via Skew-t Distributions

DOI10.1287/mnsc.1090.1104zbMath1232.65009OpenAlexW2135012330MaRDI QIDQ3117267

Seokho Lee, Reinaldo B. Arellano-Valle, Marc G. Genton

Publication date: 27 February 2012

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.1090.1104

zbMATH Keywords

kurtosisconfidentialitydatabase managementmultivariate security

Mathematics Subject Classification ID

Monte Carlo methods (65C05) Database theory (68P15) Survival analysis and censored data (62N99)

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Knowledge Learning of Insurance Risks Using Dependence Models ⋮ Vine copula statistical disclosure control for mixed-type data ⋮ Maintaining tail dependence in data shuffling using \(t\) copula ⋮ Multivariate extended skew-\(t\) distributions and related families ⋮ On the information matrix of the multivariate skew-\(t\) model ⋮ Shannon Entropy and Mutual Information for Multivariate Skew‐Elliptical Distributions ⋮ Asymptotic form of the Kullback-Leibler divergence for multivariate asymmetric heavy-tailed distributions ⋮ An overview on the progeny of the skew-normal family -- a personal perspective ⋮ Minimum density power divergence estimator for covariance matrix based on skew \(t\) distribution

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