To cite the penalized estimator (piqr) in publications use:

  Sottile G, Frumento P, Chiodi M, Bottai M (2020). “A penalized
  approach to covariate selection through quantile regression
  coefficient models.” _Statistical Modelling_, *20*(4), 369-385.
  doi:10.1177/1471082X19825523
  <https://doi.org/10.1177/1471082X19825523>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {A penalized approach to covariate selection through quantile regression coefficient models},
    author = {Gianluca Sottile and Paolo Frumento and Marcello Chiodi and Matteo Bottai},
    journal = {Statistical Modelling},
    year = {2020},
    volume = {20},
    number = {4},
    pages = {369--385},
    doi = {10.1177/1471082X19825523},
  }

To cite nonlinear parametric quantile models (niqr) in publications
use:

  Bottai M, Cilluffo G (2020). “Nonlinear parametric quantile models.”
  _Statistical Methods in Medical Research_, *29*(12), 3757-3769.
  doi:10.1177/0962280220941159
  <https://doi.org/10.1177/0962280220941159>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Nonlinear parametric quantile models},
    author = {Matteo Bottai and Giovanna Cilluffo},
    journal = {Statistical Methods in Medical Research},
    year = {2020},
    volume = {29},
    number = {12},
    pages = {3757--3769},
    doi = {10.1177/0962280220941159},
  }