Conditional copula sampling

To ensure brevity, the main manuscript provides an abridged version of the scenario evaluation methodology and results. First, this supplementary material provides a discussion of the DM-test procedure employed and its validity. A detailed discussion and specific references related to the procedure applied to test the statistical significance in the improvement of the multivariate scores are presented. Then, the CC-ERCO formulation details, related SG evaluation procedure, and additional results are presented and outlined in more detail, supplementing the main article.