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Perturbation of numerical confidential data via skew-t distributions / Seokho Lee in Management science, Vol. 56 N° 2 (Fevrier 2010) 

Public ISBD [article]  in Management science > Vol. 56 N° 2 (Fevrier 2010) . - pp. 318-333 Titre : Perturbation of numerical confidential data via skew-t distributions Type de document : texte imprimé Auteurs : Seokho Lee, Auteur ; Marc G. Genton, Auteur ; Reinaldo B. Arellano-Valle, Auteur Année de publication : 2010 Article en page(s) : pp. 318-333 Note générale : Management Langues : Anglais (eng) Mots-clés : Confidentiality  Database  management  Kurtosis  Multivariate  Security  Simulation  Skewness Index. décimale : 658 Organisation des entreprises. Techniques du commerce Résumé : We propose a new data perturbation method for numerical database security problems based on skew-t distributions. Unlike the normal distribution, the more general class of skew-t distributions is a flexible parametric multivariate family that can model skewness and heavy tails in the data. Because databases having a normal distribution are seldom encountered in practice, the newly proposed approach, coined the skew-t data perturbation (STDP) method, is of great interest for database managers. We also discuss how to preserve the sample mean vector and sample covariance matrix exactly for any data perturbation method. We investigate the performance of the STDP method by means of a Monte Carlo simulation study and compare it with other existing perturbation methods. Of particular importance is the ability of STDP to reproduce characteristics of the joint tails of the distribution in order for database users to answer higher-level questions. We apply the STDP method to a medical database related to breast cancer. DEWEY : 658 ISSN : 0025-1909 En ligne : http://mansci.journal.informs.org/content/56/2.toc [article] Perturbation of numerical confidential data via skew-t distributions [texte imprimé] / Seokho Lee, Auteur ; Marc G. Genton, Auteur ; Reinaldo B. Arellano-Valle, Auteur . - 2010 . - pp. 318-333. Management Langues : Anglais (eng) in Management science > Vol. 56 N° 2 (Fevrier 2010) . - pp. 318-333 Mots-clés : Confidentiality  Database  management  Kurtosis  Multivariate  Security  Simulation  Skewness Index. décimale : 658 Organisation des entreprises. Techniques du commerce Résumé : We propose a new data perturbation method for numerical database security problems based on skew-t distributions. Unlike the normal distribution, the more general class of skew-t distributions is a flexible parametric multivariate family that can model skewness and heavy tails in the data. Because databases having a normal distribution are seldom encountered in practice, the newly proposed approach, coined the skew-t data perturbation (STDP) method, is of great interest for database managers. We also discuss how to preserve the sample mean vector and sample covariance matrix exactly for any data perturbation method. We investigate the performance of the STDP method by means of a Monte Carlo simulation study and compare it with other existing perturbation methods. Of particular importance is the ability of STDP to reproduce characteristics of the joint tails of the distribution in order for database users to answer higher-level questions. We apply the STDP method to a medical database related to breast cancer. DEWEY : 658 ISSN : 0025-1909 En ligne : http://mansci.journal.informs.org/content/56/2.toc