参数与非参数判别方法在商业决策中的绩效分析

A PREFORMANCE ANALYSIS OF PARAMETRIC AND NONPARAMETRIC DISCRIMINANT APPROACHES TO BUSINESS DECISION MAKING

DECISION SCIENCES · 1987
被引 31
人大 AABS 3

中文导读

用232家破产与非破产公司的财务数据,比较四种新非参数方法与四种传统参数判别分析的效果,发现非参数方法(除线性规划外)表现不差或更好。

Abstract

ABSTRACT This paper empirically investigation the performance of four relatively new nonparametric techniques against four different parameteric versions of discriminant analysis. The models were constructed and analyzed using financial data drawn from 232 bankrupt and nonbankrupt companies. Generally, the nonparametric approaches, with the exception of linear programming, performed as well as or better than the more traditional discriminant analysis.

判别分析非参数统计破产预测商业决策