@article{aplsintegratedlassomethodwithapplication, title = {A PLS-Integrated LASSO Method with Application in Index Tracking}, author = {Shiqin Tang and Yining Dong and S. Joe Qin}, year = {2025}, eprint = {2511.23205}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2511.23205}, }