"A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric ..."

Michel Denuit, Anne-Cécile Goderniaux, Olivier Scaillet (2007)

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DOI: 10.1198/004017006000000309

access: closed

type: Journal Article

metadata version: 2017-06-14

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Michel Denuit, Anne-Cécile Goderniaux, Olivier Scaillet:
A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives. Technometrics 49(1): 88-99 (2007)

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