New estimators of discriminant coefficients as the gradient of log-odds
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DOI: 10.1007/BF02506488
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- Dey, Dipak K. & Srinivasan, C., 1991. "On estimation of discriminant coefficients," Statistics & Probability Letters, Elsevier, vol. 11(3), pages 189-193, March.
- 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.
- Rukhin, Andrew L., 1992. "Generalized Bayes estimators of a normal discriminant function," Journal of Multivariate Analysis, Elsevier, vol. 41(1), pages 154-162, April.
- 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.
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- Bhattacharjee, Subarna & Nanda, Asok K. & Misra, Satya Kr., 2013. "Inequalities involving expectations to characterize distributions," Statistics & Probability Letters, Elsevier, vol. 83(9), pages 2113-2118.
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Keywords
Unbiased estimator of risk; linear discriminant function; posterior log-odds;All these keywords.
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