To cite package ‘esreg’ in publications use:

Bayer S, Dimitriadis T (2023). esreg: Joint Quantile and Expected Shortfall Regression. R package version 0.6.2, https://CRAN.R-project.org/package=esreg.

Corresponding BibTeX entry:

  @Manual{,
    title = {esreg: Joint Quantile and Expected Shortfall Regression},
    author = {Sebastian Bayer and Timo Dimitriadis},
    year = {2023},
    note = {R package version 0.6.2},
    url = {https://CRAN.R-project.org/package=esreg},
  }