Linear discriminant analysis and logistic regression for default probability prediction : the case of an Italian local bank
Antonio D'Amato and Emiliano Mastrolia
| Year of publication: |
2022
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| Authors: | D'Amato, Antonio ; Mastrolia, Emiliano |
| Published in: |
International journal of managerial and financial accounting : IJMFA. - Genève [u.a.] : Inderscience Enterprises, ISSN 1753-6723, ZDB-ID 2465114-X. - Vol. 14.2022, 4, p. 323-343
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| Subject: | credit scoring | default probability | discriminant analysis | Italy | logistic regression | PD | Italien | Regressionsanalyse | Regression analysis | Kreditwürdigkeit | Credit rating | Kreditrisiko | Credit risk | Diskriminanzanalyse | Discriminant analysis | Theorie | Theory | Wahrscheinlichkeitsrechnung | Probability theory | Prognoseverfahren | Forecasting model | Logit-Modell | Logit model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMFA.2022.10046524 [DOI] 10.1504/IJMFA.2022.126552 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013415111