JASA Jan 08, 2026

Sparse Gaussianized Canonical Correlation Analysis with Applications to Portfolio Analysis

Authors
He Di Hui Zou
Research Topics
High-Dimensional Statistics
View Full Paper
Paper Information
  • Journal:
    Journal of the American Statistical Association
  • DOI:
    10.1080/01621459.2025.2603732
  • Published:
    January 08, 2026
  • Added to Tracker:
    Feb 10, 2026
Author Details
He Di
Author
Hui Zou
Author
Research Topics & Keywords
High-Dimensional Statistics
Research Area
Citation Information
APA Format
He Di & Hui Zou (2026) . Sparse Gaussianized Canonical Correlation Analysis with Applications to Portfolio Analysis. Journal of the American Statistical Association , 10.1080/01621459.2025.2603732.
BibTeX Format
@article{paper772,
  title = { Sparse Gaussianized Canonical Correlation Analysis with Applications to Portfolio Analysis },
  author = { He Di and Hui Zou },
  journal = { Journal of the American Statistical Association },
  year = { 2026 },
  doi = { 10.1080/01621459.2025.2603732 },
  url = { https://doi.org/10.1080/01621459.2025.2603732 }
}
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