CEBRIÁN, Ana C.; DENUIT, Michel; SCAILLET, Olivier - Swiss Finance Institute - 2002
relies on tests for upper and lower quadrant dominance of the true distribution by a parametric or semiparametric model, i … between small and large observed losses.
The analysis in the bivariate case relies on tests for upper and lower quadrant …
dominance of the true distribution by a parametric or semiparametric model, i.e.
for a parametric or semiparametric model to …