Sparse Gaussianized Canonical Correlation Analysis with Applications to Portfolio Analysis.

He D, Zou H

Open source

DOI
10.1080/01621459.2025.2603732
Published
2026 Mar 16
Container
Journal of the American Statistical Association
Publisher
Not recorded
Open access
yes

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BibTeX

@article{allodium:10.1080/01621459.2025.2603732,
  title = {Sparse Gaussianized Canonical Correlation Analysis with Applications to Portfolio Analysis.},
  author = {He D and Zou H},
  year = {2026},
  journal = {Journal of the American Statistical Association},
  doi = {10.1080/01621459.2025.2603732},
  url = {https://doi.org/10.1080/01621459.2025.2603732}
}

RIS

TY  - JOUR
TI  - Sparse Gaussianized Canonical Correlation Analysis with Applications to Portfolio Analysis.
AU  - He D
AU  - Zou H
PY  - 2026
JO  - Journal of the American Statistical Association
DO  - 10.1080/01621459.2025.2603732
UR  - https://doi.org/10.1080/01621459.2025.2603732
ER  - 

APA

D, H., & H, Z. (2026). Sparse Gaussianized Canonical Correlation Analysis with Applications to Portfolio Analysis.. Journal of the American Statistical Association. https://doi.org/10.1080/01621459.2025.2603732

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