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Discriminant Analysys of Default Risk

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  • Aragon, Aker
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    Abstract

    In this work discriminant analysis was applied, but firstly the variables were transformed in order to get normal distribution; and Component Analysis was applied in order to get uncorrelated factors.

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    File URL: http://mpra.ub.uni-muenchen.de/1002/
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    Bibliographic Info

    Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 1002.

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    Date of creation: 21 Oct 2004
    Date of revision: 29 Nov 2006
    Handle: RePEc:pra:mprapa:1002

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    Keywords: discriminant; default risk; box cox;

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