Selecting and estimating regular vine copulae and application to financial returns. - J. Dißmann; Eike C. Brechmann; Claudia Czado; Dorota Kurowicka (Comput. Stat. Data Anal., 2013)

Parsimonious parameterization of correlation matrices using truncated vines and factor analysis. - Eike C. Brechmann; Harry Joe (Comput. Stat. Data Anal., 2014)

Truncation of vine copulas using fit indices. - Eike C. Brechmann; Harry Joe (J. Multivar. Anal., 2015)

A Self-Attention Network for Hierarchical Data Structures with an Application to Claims Management. - Leander Löw; Martin Spindler; Eike C. Brechmann (CoRR, 2018)