Discriminant analysis

A statistical process that links the probability of default to a specified set of financial ratios. The New York Times Financial Glossary

Financial and business terms. 2012.

Look at other dictionaries:

  • discriminant analysis — Gen Mgt a statistical technique designed to predict the groups or categories into which individual cases will fall on the basis of a number of independent variables. Discriminant analysis attempts to identify which variables or combinations of… …   The ultimate business dictionary

  • discriminant analysis — See multivariate analysis …   Dictionary of sociology

  • discriminant analysis —   Statistical technique used in separating discrete sets of objects …   Expanded glossary of Cycad terms

  • discriminant analysis — …   Useful english dictionary

  • Linear discriminant analysis — (LDA) and the related Fisher s linear discriminant are methods used in statistics, pattern recognition and machine learning to find a linear combination of features which characterize or separate two or more classes of objects or events. The… …   Wikipedia

  • Optimal discriminant analysis — (ODA) and the related classification tree analysis (CTA) are statistical methods that maximize predictive accuracy. For any specific sample and exploratory or confirmatory hypothesis, optimal discriminant analysis (ODA) identifies the statistical …   Wikipedia

  • Multiple Discriminant Analysis - MDA — A statistical technique used to reduce the differences between variables in order to classify them into a set number of broad groups. In finance, this technique is used to compress the variance between securities while also allowing the person to …   Investment dictionary

  • Multiple discriminant analysis — For other uses of this acronym, see MDA (disambiguation). Multiple Discriminant Analysis (MDA) is a method for compressing a multivariate signal to yield a lower dimensional signal amenable to classification.[1] MDA is not directly used to… …   Wikipedia

  • Linear discriminant analysis — Die Diskriminanzanalyse ist eine Methode der multivariaten Verfahren in der Statistik. Sie wurde von R. A. Fisher 1936 zum ersten Mal in The use of multiple measurements in taxonomic problems[1] beschrieben. Sie wird in der Statistik und im… …   Deutsch Wikipedia

  • Multiple-discriminant analysis (MDA) — Statistical technique for distinguishing between two groups on the basis of their observed characteristics. The New York Times Financial Glossary …   Financial and business terms

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