90 citations · 114 across the 4 of their papers we have counts for
5 papers
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…
High-dimensional sparse vine copula regression with application to genomic prediction
Özge Sahin, Claudia Czado
High-dimensional data sets are often available in genome-enabled predictions. Such data sets include nonlinear relationships with complex dependence structures. For such situations…
Environmental, Social, Governance scores and the Missing pillar -- Why does missing information matter?
Özge Sahin, Karoline Bax, Claudia Czado +1
Environmental, Social, and Governance (ESG) scores measure companies' performance concerning sustainability and societal impact and are organized on three pillars: Environmental (E…
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…
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.…