There is a term in Scandinavia which is analogous to Gypsy, Tater/Tattar which stems from the misconception that the Romani came from Tataria much like the misnomer Gypsy which assume origin from Egypt. If you look at old documents you will often see Tatar/Tater/Romani Tatar used. It was originally an exonym, but has become adopted as an endonym, particularly in my region, but further south it's more looked at as a slur.