To cite the penalized estimator (piqr) in publications use:

Sottile G, Frumento P, Chiodi M, Bottai M (2020). “A penalized approach to covariate selection through quantile regression coefficient models.” Statistical Modelling, 20(4), 369–385. doi:10.1177/1471082X19825523.

To cite nonlinear parametric quantile models (niqr) in publications use:

Bottai M, Cilluffo G (2020). “Nonlinear parametric quantile models.” Statistical Methods in Medical Research, 29(12), 3757–3769. doi:10.1177/0962280220941159.

Corresponding BibTeX entries:

  @Article{,
    title = {A penalized approach to covariate selection through
      quantile regression coefficient models},
    author = {Gianluca Sottile and Paolo Frumento and Marcello Chiodi
      and Matteo Bottai},
    journal = {Statistical Modelling},
    year = {2020},
    volume = {20},
    number = {4},
    pages = {369--385},
    doi = {10.1177/1471082X19825523},
  }

  @Article{,
    title = {Nonlinear parametric quantile models},
    author = {Matteo Bottai and Giovanna Cilluffo},
    journal = {Statistical Methods in Medical Research},
    year = {2020},
    volume = {29},
    number = {12},
    pages = {3757--3769},
    doi = {10.1177/0962280220941159},
  }