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Discriminant Analysys of Default Risk

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Author Info
Aragon, Aker
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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Publisher 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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Related research
Keywords: discriminant default risk box cox

Find related papers by JEL classification:
G21 - Financial Economics - - Financial Institutions and Services - - - Banks; Other Depository Institutions; Mortgages
C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: General - - - Estimation

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This page was last updated on 2008-8-28.

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