3 papers
stat.AP2025
Cluster-specific ranking and variable importance for Scottish regional deprivation via vine mixtures
Özge Şahin, Ozan Evkaya, Ariane Hanebeck
Socioeconomic deprivation is a key determinant of public health, as highlighted by the Scottish Government's Scottish Index of Multiple Deprivation (SIMD). We propose an approach f…
q-fin.RM2021
ESG, Risk, and (Tail) Dependence
Karoline Bax, Özge Sahin, Claudia Czado +1
While environmental, social, and governance (ESG) trading activity has been a distinctive feature of financial markets, the debate if ESG scores can also convey information regardi…
stat.ME2021
Vine copula mixture models and clustering for non-Gaussian data
Özge Sahin, Claudia Czado
The majority of finite mixture models suffer from not allowing asymmetric tail dependencies within components and not capturing non-elliptical clusters in clustering applications.…