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

Statistical disclosure control for continuous variables using an extended skew‐t copula In this article, we extend the skew‐t data perturbation (STDP) to develop a new statistical disclosure control (SDC) method for data with continuous variables. In this new SDC method, we construct an extended skew‐t (EST) copula to release confidential data for third‐party usage. Using the EST copula for producing perturbed data, we can incorporate rich statistical information in the perturbed data while preserving the marginal distributions of the data. An advancement of this EST‐SDC method is to use a copula distribution, which allows generation of perturbed data from bivariate conditional EST copulas sequentially. We discuss the methodology of EST‐SDC and outline some statistical properties derived from copula theories. Simulations and a real data study are included to demonstrate how the EST‐SDC method can be applied and to compare with the STDP method. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Applied Stochastic Models in Business and Industry Wiley

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

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References (25)

Publisher
Wiley
Copyright
© 2022 John Wiley & Sons, Ltd.
ISSN
1524-1904
eISSN
1526-4025
DOI
10.1002/asmb.2650
Publisher site
See Article on Publisher Site

Abstract

In this article, we extend the skew‐t data perturbation (STDP) to develop a new statistical disclosure control (SDC) method for data with continuous variables. In this new SDC method, we construct an extended skew‐t (EST) copula to release confidential data for third‐party usage. Using the EST copula for producing perturbed data, we can incorporate rich statistical information in the perturbed data while preserving the marginal distributions of the data. An advancement of this EST‐SDC method is to use a copula distribution, which allows generation of perturbed data from bivariate conditional EST copulas sequentially. We discuss the methodology of EST‐SDC and outline some statistical properties derived from copula theories. Simulations and a real data study are included to demonstrate how the EST‐SDC method can be applied and to compare with the STDP method.

Journal

Applied Stochastic Models in Business and Industry – Wiley

Published: Jan 1, 2022

Keywords: business analytics; confidentiality; copula; data privacy; sensitive data

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