Aragon, Aker (2004): Discriminant Analysys of Default Risk.
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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|
|Original Title:||Discriminant Analysys of Default Risk|
|Keywords:||discriminant; default risk; box cox|
|Subjects:||G - Financial Economics > G2 - Financial Institutions and Services > G21 - Banks; Depository Institutions; Micro Finance Institutions; Mortgages
C - Mathematical and Quantitative Methods > C1 - Econometric and Statistical Methods and Methodology: General > C13 - Estimation: General
|Depositing User:||Aker Aragon|
|Date Deposited:||01. Dec 2006|
|Last Modified:||26. Feb 2013 22:32|