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A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives

Bibliographic reference Denuit, Michel ; Scaillet, Olivier ; Goderniaux, Anne-Cécile. A Kolmogorov-Smirnov type test for shortfall dominance against parametric alternatives. In: Technometrics, Vol. 49, no. 1, p. 88-99 (2007)
Permanent URL http://hdl.handle.net/2078/16958