Eike C. Brechmann

According to our database¹, Eike C. Brechmann authored at least 4 papers between 2013 and 2018.

Collaborative distances:

Dijkstra number² of five.
Erdős number³ of five.

Timeline

Legend:

Book

In proceedings

Article

PhD thesis

Dataset

Other

Bibliography

2018

A Self-Attention Network for Hierarchical Data Structures with an Application to Claims Management.

[BibT_eX]

[DOI]

Leander Löw

Martin Spindler

Eike C. Brechmann

CoRR, 2018

2015

Truncation of vine copulas using fit indices.

[BibT_eX]

[DOI]

Eike C. Brechmann

Harry Joe

J. Multivar. Anal., 2015

2014

Parsimonious parameterization of correlation matrices using truncated vines and factor analysis.

[BibT_eX]

[DOI]

Eike C. Brechmann

Harry Joe

Comput. Stat. Data Anal., 2014

2013

Selecting and estimating regular vine copulae and application to financial returns.

[BibT_eX]

[DOI]

Comput. Stat. Data Anal., 2013

Eike C. Brechmann

Timeline

Legend:

Links

On csauthors.net:

Bibliography

Loading...