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How do you combine XMLSchema validation with the use of DTD's (for entities)?

I have XMLSchema describing my XML instances. An instance is a combination of some parts. The parts can be used in multiple wholes.
So I thought to work in the following way :
<?xml version="1.0" encoding="UTF-8"?>
<!DOCTYPE whole [
<!ENTITY p7 SYSTEM "p7.xml">
<!ENTITY p8 SYSTEM "p8.xml">
]>
<whole xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:noNamespaceSchemaLocation="mySchema.xsd">
&p7;
&p8;
</whole>

My Java code is :
SAXBuilder builder = new SAXBuilder(true);
builder.setFeature("http://apache.org/xml/features/validation/schema", true);
doc = builder.build(new File("PathToMyFile"));

Parsing the input file gives the following error : "Element type "whole" must be declared."

Anyone an idea what I'm doing wrong?
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