Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Variable Selection and Regularization via Arbitrary Rectangle-range
  Generalized Elastic Net   We introduce the arbitrary rectangle-range generalized elastic net penalty
method, abbreviated to ARGEN, for performing constrained variable selection and
regularization in high-dimensional sparse linear models. As a natural extension
of the nonnegative elastic net penalty method, ARGEN is proved to have variable
selection consistency and estimation consistency under some conditions. The
asymptotic behavior in distribution of the ARGEN estimators have been studied.
We also propose an algorithm called MU-QP-RR-W-$l_1$ to efficiently solve
ARGEN. By conducting simulation study we show that ARGEN outperforms the
elastic net in a number of settings. Finally an application of S&P 500 index
tracking with constraints on the stock allocations is performed to provide
general guidance for adapting ARGEN to solve real-world problems.

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The categories of this paper are: mtrl-th
33
The categories of this paper are: plasm-ph
13
The categories of this paper are: quant-ph
9
The categories of this paper are: nlin
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The categories of this paper are: nucl-th
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The categories of this paper are: q-fin
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The categories of this paper are: atom-ph
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The categories of this paper are: chao-dyn
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The categories of this paper are: hep-ex
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The categories of this paper are: acc-phys
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The categories of this paper are: dg-ga
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The categories of this paper are: nucl-ex
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The categories of this paper are: chem-ph
5
The categories of this paper are: gr-qc
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The categories of this paper are: comp-gas
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The categories of this paper are: hep-th