Improved block rearrangement algorithm

DOI10.1007/S10479-025-06682-WMaRDI QIDQ7317426zbMATH OpenFDO

Authors Carole Bernard, Jinghui Chen, Ludger Rüschendorf, Steven Vanduffel

Publication date 24 August 2026

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/S10479-025-06682-W

Mathematics Subject Classification ID

Special processes (60K99) Characterization and structure theory for multivariate probability distributions; copulas (62H05) Probabilistic models, generic numerical methods in probability and statistics (65C20) Financial applications of other theories (91G80)

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