Aragon, Aker (2004): Discriminant Analysys of Default Risk. Unpublished.
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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.
| Item Type: | MPRA Paper |
|---|---|
| Institution: | CARIFIN |
| Language: | English |
| Keywords: | discriminant; default risk; box cox |
| Subjects: | G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks; Other Depository Institutions; Micro Finance Institutions; Mortgages C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods: General > C13 - Estimation |
| ID Code: | 1002 |
| Deposited By: | Aker Aragon |
| Deposited On: | 01. Dec 2006 |
| Last Modified: | 12. Apr 2011 12:27 |
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