A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives

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

Abstract

Abstract is missing.