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Review on statistical methods for protecting privacy and measuring risk of disclosure when releasing information for public use [PDF]

open access: bronzeJournal of the Korean Data and Information Science Society, 2013
Recently, along with emergence of big data, there are incresing demands for releasing information and micro data for public use so that protecting privacy and measuring risk of disclosure for released database become important issues in goverment and business sector as well as academic community.
Yonghee Lee
openalex   +3 more sources

Measuring Extreme Price Risks by Different Statistical Methods: An In-Depth Case Study in the Crude Oil Market

open access: greenSSRN Electronic Journal, 2020
Crude oil prices are particularly volatile. Managing such price risks is vital for participants in financial markets, in particular the oil market. In the perspective of a long position, we conduct an in-depth study of popular existing statistical approaches as well as a recently developed method to estimate Value at Risk of the next day's oil price ...
Quỳnh Trang Nguyễn
openalex   +2 more sources

Protocol for a review of statistical methods used to estimate risk ratios and risk differences in parallel cluster randomised trials [PDF]

open access: yesTrials
Background Cluster randomised trials randomise groups of individuals, such as clinics, schools, or communities, and are used when interventions apply at the group level, when individual-level interventions risk contamination between participants, or to ...
Jack A. Hall   +6 more
doaj   +2 more sources

Statistical Methods for Measuring Market Risk Model Performance - Comparison in View of the Fundamental Review of the Trading Book

open access: greenSSRN Electronic Journal, 2015
During the last two decades, the general superiority of Expected Shortfall (ES) over Value-at-Risk (VaR) has been highlighted frequently. Nevertheless, VaR remained the fundamental regime for regulatory internal model approaches to market risk under Basel I, Basel II(.5) and Basel III for more than 15 years.
Maximilian Dinse
openalex   +2 more sources

Introducing riskCommunicator: An R package to obtain interpretable effect estimates for public health

open access: yesPLoS ONE, 2022
Common statistical modeling methods do not necessarily produce the most relevant or interpretable effect estimates to communicate risk. Overreliance on the odds ratio and relative effect measures limit the potential impact of epidemiologic and public ...
Jessica A. Grembi   +1 more
doaj   +3 more sources

Risk Ratio and Risk Difference Estimation in Case-cohort Studies

open access: yesJournal of Epidemiology, 2023
Background: In case-cohort studies with binary outcomes, ordinary logistic regression analyses have been widely used because of their computational simplicity.
Hisashi Noma   +2 more
doaj   +1 more source

STATISTICAL-ECONOMETRIC METHODS FOR RISK DIVERSIFICATION [PDF]

open access: yesAnalele Universităţii Constantin Brâncuşi din Târgu Jiu : Seria Economie, 2021
The risks appear, they can be known, measures can be taken to reduce the influence, the effects but they cannot be completely eradicated. Therefore, in the article we proposed a study as complex as possible to identify those statistical-econometric ...
CONSTANTIN ANGHELACHE   +2 more
doaj  

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