Otto-Sobotka F, Spiegel E, Schnabel S, Schulze Waltrup L, Eilers P, Kauermann G, Kneib T (2022). expectreg: Expectile and Quantile Regression. R package version 0.52, https://CRAN.R-project.org/package=expectreg.

Sobotka F, Kneib T (2010). “Geoadditive Expectile Regression.” Computational Statistics and Data Analysis. doi: 10.1016/j.csda.2010.11.015.

Schnabel S, Eilers P (2009). “Optimal Expectile Smoothing.” Computational Statistics and Data Analysis, 53, 4168–4177.

Corresponding BibTeX entries:

  @Manual{,
    title = {{expectreg}: Expectile and Quantile Regression},
    author = {Fabian Otto-Sobotka and Elmar Spiegel and Sabine Schnabel
      and Linda {Schulze Waltrup} and Paul Eilers and Goeran Kauermann
      and Thomas Kneib},
    year = {2022},
    note = {R package version 0.52},
    url = {https://CRAN.R-project.org/package=expectreg},
  }

  @Article{,
    title = {Geoadditive Expectile Regression},
    author = {Fabian Sobotka and Thomas Kneib},
    journal = {Computational Statistics and Data Analysis},
    year = {2010},
    note = {doi: 10.1016/j.csda.2010.11.015},
  }

  @Article{,
    title = {Optimal Expectile Smoothing},
    author = {Sabine Schnabel and Paul Eilers},
    journal = {Computational Statistics and Data Analysis},
    year = {2009},
    volume = {53},
    pages = {4168--4177},
  }