To cite the 'ITRSelect' package in publications use:

Chengchun Shi, Ailin Fan, Rui Song and Wenbin Lu (2018). High-Dimensional A-Learning for Optimal Dynamic Treatment Regimes. Annals of Statistics, in press.

Ailin Fan, Wenbin Lu and Rui Song (2016). Sequential Advantage Selection for Optimal Treatment Regime. Annals of Applied Statistics, 10, 32-53.

Corresponding BibTeX entries:

  @Article{,
    title = {High-Dimensional A-Learning for Optimal Dynamic Treatment
      Regimes},
    author = {Chengchun Shi and Ailin Fan and Rui Song and Wenbin Lu},
    year = {2018},
    journal = {Annals of Statistics},
    volume = {46},
    pages = {925--957},
  }

  @Article{,
    title = {Sequential Advantage Selection for Optimal Treatment
      Regime},
    author = {Ailin Fan and Wenbin Lu and Rui Song},
    year = {2016},
    journal = {Annals of Applied Statistics},
    volume = {10},
    pages = {32--53},
  }