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

DOI10.1002/ASMB.2650MaRDI QIDQ6580692

Benson S. Y. Lam, Mike K. P. So, Amanda M. Y. Chu, Chun Yin Ip

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

• Title not available (Why is that?)
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• Perturbation of Numerical Confidential Data via Skew-t Distributions
• Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
• 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
• Measures of multivariate skewness and kurtosis with applications
• Recovery of original individual person data (IPD) inferences from empirical IPD summaries only: applications to distributed computing under disclosure constraints

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