Ichiro Takeuchi, Noriyuki Yamanaka, Takeshi Furuhashi. Robust regression under asymmetric or/and non-constant variance error by simultaneously training conditional quantiles. In Proceedings of the International Joint Conference on Neural Networks, IJCNN 2003, Portland, OR, USA, July 20 - 24, 2003. pages 1729-1734, IEEE, 2003. [doi]
Abstract is missing.