Discriminant Analysis of the Bankruptcy of Securities Brokerage/dealer Firms.

Cover Discriminant Analysis of the Bankruptcy of Securities Brokerage/dealer Firms.
Discriminant Analysis of the Bankruptcy of Securities Brokerage/dealer Firms.
Afkham, Iraj, 1935-
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60. For information on this and another source of bias, i.e., search bias, see ibid , pp. 253-4.
61. Ibid . , p. 253.
62. For information on other methods and the comparison of the performance of various methods, see Lachenbruch and Mickey, op. cit . , pp. 1-11.
63. The effect of correlation has been excellently explained by W.G. Cochran. See Cochran, "On the Performance of the Linear Discriminant Function," Technome tries , Vol.
6 (1964) , pp. 179-191.
64. For detailed discussion on these two
...methods, see R.A.
Eisenbeis, G.G. Gilbert, and R.B. Avery,'' Investigating the Relative Importance of Individual Variables and Variable Subsets in Discriminant Analysis," Com munica - tions in Statistics, Vol. 2 (1973), pp. 206-7.
65. For detailed inform.ation, see A.S. Goldberger, Ec_ono- metric Metho d, Nev/ York: John Wiley and Sons, Inc., 1964 ; see als"o Eisenbeis, et_ exl_. , ibid.
66. C.R. Rao, "Inference on Discriminant Function Coeffi- cients," in R.C. Hose, et al . , eds., Essays in Prob- ab ility a n d Statistics , Chapel Hill: The Univtrsity of North Carolina Press, 1970, Chapter 30, pp.


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