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Discriminant Analysys of Default Risk

Aker Aragon

MPRA Paper from University Library of Munich, Germany

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.

Keywords: discriminant; default risk; box cox (search for similar items in EconPapers)
JEL-codes: C13 G21 (search for similar items in EconPapers)
Date: 2004-10-21, Revised 2006-11-29
New Economics Papers: this item is included in nep-ban, nep-fmk and nep-rmg
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