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Eike C. Brechmann
Publication Activity (10 Years)
Years Active: 2013-2018
Publications (10 Years): 2
Top Topics
Matrix Factorization
Hierarchical Data Structures
Stock Market
Factor Analysis
Top Venues
Comput. Stat. Data Anal.
CoRR
J. Multivar. Anal.
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Publications
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Leander Löw
,
Martin Spindler
,
Eike C. Brechmann
A Self-Attention Network for Hierarchical Data Structures with an Application to Claims Management.
CoRR
(2018)
Eike C. Brechmann
,
Harry Joe
Truncation of vine copulas using fit indices.
J. Multivar. Anal.
138 (2015)
Eike C. Brechmann
,
Harry Joe
Parsimonious parameterization of correlation matrices using truncated vines and factor analysis.
Comput. Stat. Data Anal.
77 (2014)
J. Dißmann
,
Eike C. Brechmann
,
Claudia Czado
,
Dorota Kurowicka
Selecting and estimating regular vine copulae and application to financial returns.
Comput. Stat. Data Anal.
59 (2013)