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金融民工阿聪 · 2021年03月03日

有个疑问,关于参数判别法

NO.PZ2016082405000015

问题如下:

Which of the following includes models in which the assigned score be interpreted as a probability of default?

选项:

A.

Parametric discrimination.

B.

The k-nearest neighbor approach.

C.

Support vector machines.

D.

None of the above.

解释:

A Parametric discrimination is the use of an equation to assign a value to firms, and that value would indicate whether it falls into a default or non-default category. Included in this category of scoring models is the logit model, in which the score ran be interpreted as a probability.

参数判别法是通过probit模型来限定在0-1吗,那linear判别法也是属于参数判别法吧,那linear判别又是通过Z-score来算的,那这样不就是说明参数判别法里面不一定都是用这个default可能性来算的吧?

1 个答案

品职答疑小助手雍 · 2021年03月04日

嗨,努力学习的PZer你好:


分类里面linear只是用了parametric technique,和parametric discrimination还是不一样的。

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