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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},
  }

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.