| Article ID: | iaor19972602 |
| Country: | Germany |
| Volume: | 18 |
| Issue: | 2 |
| Start Page Number: | 107 |
| End Page Number: | 115 |
| Publication Date: | Apr 1996 |
| Journal: | OR Spektrum |
| Authors: | Fleischer K., Folda R. |
Discriminant analysis is often proposed for credit investigations. In this paper bootstrap methods for this kind of problem are applied to empirical data in order to 1. validate the results of the variable selection process and 2. estimate error rates in discriminant analysis. One method is used to demonstrate that correct modelling of the bootstrap method is necessary.