Aragon, Aker (2004): Discriminant Analysys of Default Risk.
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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.
| Item Type: | MPRA Paper |
|---|---|
| Institution: | CARIFIN |
| Original Title: | Discriminant Analysys of Default Risk |
| Language: | English |
| 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 |
| Item ID: | 1002 |
| Depositing User: | Aker Aragon |
| Date Deposited: | 01 Dec 2006 |
| Last Modified: | 28 Sep 2019 18:44 |
| URI: | https://mpra.ub.uni-muenchen.de/id/eprint/1002 |
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