# ------------------------------------------------ # CITATION.cff file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # ------------------------------------------------ cff-version: 1.2.0 message: 'To cite package "Qest" in publications use:' type: software license: GPL-2.0-or-later title: 'Qest: Quantile-Based Estimators' version: 2.0.0 doi: 10.1016/j.csda.2022.107471 identifiers: - type: doi value: 10.32614/CRAN.package.Qest abstract: Quantile-based estimators (Q-estimators) fit any parametric distribution through its quantile function, by minimizing the integrated loss of quantile regression. They are usually more robust than maximum likelihood estimators, and allow for censored and truncated data. The package implements user-defined quantile functions, built-in families (normal, gamma, continuous Poisson, uniform), linear models and proportional hazards models. The method is described in Sottile and Frumento (2022) . authors: - family-names: Sottile given-names: Gianluca email: gianluca.sottile@unipa.it orcid: https://orcid.org/0000-0001-9347-7251 - family-names: Frumento given-names: Paolo email: paolo.frumento@unipi.it preferred-citation: type: article title: Robust estimation and regression with parametric quantile functions authors: - family-names: Sottile given-names: Gianluca email: gianluca.sottile@unipa.it orcid: https://orcid.org/0000-0001-9347-7251 - family-names: Frumento given-names: Paolo email: paolo.frumento@unipi.it journal: Computational Statistics and Data Analysis year: '2022' volume: '171' doi: 10.1016/j.csda.2022.107471 start: '107471' repository: https://cran.r-universe.dev repository-code: https://github.com/gianluca-sottile/Qest commit: 539dbf6bab984466eb23ecc91547d0fa1af26f2b url: https://github.com/gianluca-sottile/Qest date-released: '2026-10-29' contact: - family-names: Sottile given-names: Gianluca email: gianluca.sottile@unipa.it orcid: https://orcid.org/0000-0001-9347-7251