Otto-Sobotka F, Spiegel E, Schnabel S, Schulze Waltrup L, Eilers P, Kauermann G, Kneib T (2026). expectreg: Expectile and Quantile Regression. R package version 0.54, https://CRAN.R-project.org/package=expectreg.

Fabian Sobotka and Thomas Kneib (2010). Geoadditive Expectile Regression. Computational Statistics and Data Analysis,<doi:10.1016/j.csda.2010.11.015>.

Sabine Schnabel and Paul Eilers (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 = {2026},
    note = {R package version 0.54},
    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},
  }