Gains from diversification on convex combinations: A majorization and stochastic dominance approach.

Martín Egozcue Wing-Keung Wong

Published in: Eur. J. Oper. Res. (2010)

Keyphrases

stochastic dominance
convex combinations
random variables
generalization bounds
convex hull
kernel machines
boosting algorithms
multi class
learning theory
data dependent
learning algorithm
feature selection
prediction accuracy
generalization ability
learning machines
statistical learning theory