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Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming

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  • Ostermark, Ralf
  • Hoglund, Rune

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  • Ostermark, Ralf & Hoglund, Rune, 1998. "Addressing the multigroup discriminant problem using multivariate statistics and mathematical programming," European Journal of Operational Research, Elsevier, vol. 108(1), pages 224-237, July.
    • Handle: RePEc:eee:ejores:v:108:y:1998:i:1:p:224-237
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    References listed on IDEAS

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    1. Srinivasan, Venkat & Kim, Yong H, 1987. "Credit Granting: A Comparative Analysis of Classification Procedures," Journal of Finance, American Finance Association, vol. 42(3), pages 665-681, July.
    2. Joy, O. Maurice & Tollefson, John O., 1975. "On the Financial Applications of Discriminant Analysis," Journal of Financial and Quantitative Analysis, Cambridge University Press, vol. 10(5), pages 723-739, December.
    3. Deakin, Eb, 1972. "Discriminant Analysis Of Predictors Of Business Failure," Journal of Accounting Research, Wiley Blackwell, vol. 10(1), pages 167-179.
    4. Hosseini, Jamshid C. & Armacost, Robert L., 1994. "The two-group discriminant problem with equal group mean vectors: An experimental evaluation of six linear/nonlinear programming formulations," European Journal of Operational Research, Elsevier, vol. 77(2), pages 241-252, September.
    5. Silva, Antonio Pedro Duarte & Stam, Antonie, 1994. "Second order mathematical programming formulations for discriminant analysis," European Journal of Operational Research, Elsevier, vol. 72(1), pages 4-22, January.
    6. Freed, Ned & Glover, Fred, 1981. "Simple but powerful goal programming models for discriminant problems," European Journal of Operational Research, Elsevier, vol. 7(1), pages 44-60, May.
    7. Edward I. Altman, 1968. "Financial Ratios, Discriminant Analysis And The Prediction Of Corporate Bankruptcy," Journal of Finance, American Finance Association, vol. 23(4), pages 589-609, September.
    8. Edward I. Altman, 1968. "The Prediction Of Corporate Bankruptcy: A Discriminant Analysis," Journal of Finance, American Finance Association, vol. 23(1), pages 193-194, March.
    9. Frydman, Halina & Altman, Edward I & Kao, Duen-Li, 1985. "Introducing Recursive Partitioning for Financial Classification: The Case of Financial Distress," Journal of Finance, American Finance Association, vol. 40(1), pages 269-291, March.
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    Cited by:

    1. Pavur, Robert, 2002. "A comparative study of the effect of the position of outliers on classical and nontraditional approaches to the two-group classification problem," European Journal of Operational Research, Elsevier, vol. 136(3), pages 603-615, February.
    2. Zopounidis, Constantin & Doumpos, Michael, 2002. "Multicriteria classification and sorting methods: A literature review," European Journal of Operational Research, Elsevier, vol. 138(2), pages 229-246, April.

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