Failure prediction: Sensitivity of classification accuracy to alternative statistical methods and variable sets

Amemiyah, 1981, Qualitative response models: A survey, Journal of Economic Literature, 1483 Altman, 1968, Financial ratios, discriminant analysis and the prediction of corporate bankruptcy, Journal of Finance, 589, 10.2307/2978933 Altman, 1973, Predicting railroad bankruptcies in America, Bell Journal of Economics and Management Science, 184, 10.2307/3003144 Altman, 1977, ZETA analysis: A new model to identify bankruptcy risk of corporations, Journal of Banking and Finance, 29, 10.1016/0378-4266(77)90017-6 Altman, 1974, Evaluation of a company as a going concern, Journal of Accountancy, 50 Beaver, 1966, Financial ratios as predictors of failure, Empirical Research in Accounting: Selected Studies, 1966, 71, 10.2307/2490171 Beaver, 1968, Alternative accounting measures as predictors of failure, Accounting Review, 113 Blum, 1974, Failing company discriminant analysis, Journal of Accounting Research, 1, 10.2307/2490525 Box, 1953, Non-normality and tests on variances, Biometrika, 40, 318, 10.1093/biomet/40.3-4.318 Conover, 1971 Dambolena, 1980, Ratio stability and corporate failure, Journal of Finance, 1017, 10.2307/2327217 Deakin, 1972, A discriminant analysis of predictors of business failure, Journal of Accounting Research, 167, 10.2307/2490225 Eisenbeis, 1972 Foster, 1978 Gilbert, 1969, The effect of unequal variance-covariance matrices on Fisher's linear discriminant function, Biometrics, 505, 10.2307/2528902 Johnson, 1979, The cross-sectional stability of financial ratio patterns, Journal of Financial and Quantitative Analysis, 1035, 10.2307/2330305 Lachenbruch, 1975 Lev, 1974, Financial Statement Analysis: A New Approach, 11 Marks, 1974, Discriminant functions when covariance matrices are unequal, Journal of the American Statistical Association, 555, 10.2307/2285696 Martin, 1977, Early warning of bank failure, Journal of Banking and Finance, 249, 10.1016/0378-4266(77)90022-X McFadden, 1973, Conditional logit analysis of qualitative choice behavior Moyer, 1977, Forecasting financial failure: A re-examination, Financial Management, 11, 10.2307/3665489 Ohlson, 1980, Financial ratios and the probabilistic prediction of bunkruptcy, Journal of Accounting Research, 109, 10.2307/2490395 Pinches, 1973, The stability of financial patterns in industrial organization, Journal of Finance, 389, 10.2307/2978312 Pinches, 1974, Discriminant analysis, classification results and financially distressed P-L insurers, Journal of Risk and Insurance, 289 Pinches, 1975, The hierarchical classification of financial ratios, Journal of Business Research, 295, 10.1016/0148-2963(75)90011-9 Sinkey, 1975, A multivariate statistical analysis of the characteristics of problem banks, Journal of Finance, 21, 10.2307/2978429 Tatsuoka, 1970