Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis (Q5139575)
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scientific article; zbMATH DE number 7283338
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis |
scientific article; zbMATH DE number 7283338 |
Statements
Application of Discriminant Analysis, Factor Analysis, Logistic Regression, and KMV-Merton Model in Credit Risk Analysis (English)
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9 December 2020
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discriminant analysis
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factor analysis
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logistic regression
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KMV-Merton model
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probit model
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MIDAS logit model
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hazard model
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Merton distance model
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financial z-score
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default probability
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