Discriminant analysis

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.

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  • 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

  • Discriminant function analysis — is a statistical analysis to predict a categorical dependent variable by one or more continuous or binary independent variables. It is different from an ANOVA or MANOVA, which is used to predict one (ANOVA) or multiple (MANOVA) continuous… …   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

  • discriminant function — Statistics. a linear function of measurements of different properties of an object or event that is used to assign the object or event to one population or another (discriminant analysis). [1935 40] * * * …   Universalium

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