Discriminant Analysys of Default Risk
AbstractIn 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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Bibliographic InfoPaper provided by University Library of Munich, Germany in its series MPRA Paper with number 1002.
Date of creation: 21 Oct 2004
Date of revision: 29 Nov 2006
discriminant; default risk; box cox;
Find related papers by JEL classification:
- G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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- NEP-ALL-2007-01-14 (All new papers)
- NEP-BAN-2007-01-14 (Banking)
- NEP-FMK-2007-01-14 (Financial Markets)
- NEP-RMG-2007-01-14 (Risk Management)
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