@TECHREPORT {SFB649DP2016-058,
  AUTHOR={Chao, Shih-Kang and H\"{a}rdle, Wolfgang K. and Huang, Chen},
  TITLE={{Multivariate Factorisable Sparse Asymmetric Least Squares Regression}},
  YEAR=2016,
  INSTITUTION={Sonderforschungsbereich 649, Humboldt Universit\"{a}t zu Berlin, Germany},
  TYPE={SFB 649 Discussion Paper},
  NOTE={available at http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2016-058.pdf},
  NUMBER={2016-058}
}