Discriminant Analysis

Wolfgang Karl Härdle and Leopold Simar
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Wolfgang Karl Härdle: Humboldt-Universität zu Berlin, C.A.S.E. Centre f. Appl. Stat. & Econ. School of Business and Economics

Chapter Chapter 14 in Applied Multivariate Statistical Analysis, 2015, pp 407-424 from Springer

Abstract: Abstract Discriminant analysis is used in situations where the clusters are known a priori. The aim of discriminant analysis is to classify an observation, or several observations, into these known groups. For instance, in credit scoring, a bank knows from past experience that there are good customers (who repay their loan without any problems) and bad customers (who showed difficulties in repaying their loan). When a new customer asks for a loan, the bank has to decide whether or not to give the loan.

Keywords: Discriminant Analysis; Linear Discriminant Analysis; Allocation Rule; Quadratic Discriminant Analysis; Bank Note (search for similar items in EconPapers)
Date: 2015
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DOI: 10.1007/978-3-662-45171-7_14

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