A Kolmogorov-type test for the shortfall order against parametric alternatives

Denuit, Michel;Goderniaux, Anne-Cécile;Scaillet, Olivier
(2004)

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  • Denuit, MichelUCLouvain
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  • Goderniaux, Anne-CécileUCLouvain
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  • Scaillet, OlivierUCLouvain
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Denuit, M., Goderniaux, A.-C., & Scaillet, O. (2004). A Kolmogorov-type test for the shortfall order against parametric alternatives (ACTU Working Paper 2004-09). https://hdl.handle.net/2078.5/85219