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A Kolmogorov-Smirnov-Type Test for Shortfall Dominance Against Parametric Alternatives.
Michel Denuit
Anne-Cécile Goderniaux
Olivier Scaillet
Published in:
Technometrics (2007)
Keyphrases
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kolmogorov smirnov
goodness of fit
user satisfaction
test statistic
likelihood ratio
decision trees
confidence intervals