A non-parametric procedure to estimate a linear discriminant function with an application to credit scoring

The present work studies the application of two group discriminant analysis in the field of credit scoring. The view here given provides a completely different approach to how this problem is usually targeted. Credit scoring is widely used among financial institutions and is performed in a number of...

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Bibliographic Details
Main Author: Voorduin, Raquel
Published: University of Warwick 2004
Subjects:
Online Access:http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.414399