To cite the 'ITRSelect' package in publications use:

Shi C, Fan A, Song R, Lu W (2018). “High-Dimensional A-Learning for Optimal Dynamic Treatment Regimes.” Annals of Statistics, 46, 925–957.

Fan A, Lu W, Song R (2016). “Sequential Advantage Selection for Optimal Treatment Regime.” Annals of Applied Statistics, 10, 32–53.

Corresponding BibTeX entries:

  @Article{,
    title = {High-Dimensional A-Learning for Optimal Dynamic Treatment
      Regimes},
    author = {Chengchun Shi and Ailin Fan and Rui Song and Wenbin Lu},
    year = {2018},
    journal = {Annals of Statistics},
    volume = {46},
    pages = {925--957},
  }

  @Article{,
    title = {Sequential Advantage Selection for Optimal Treatment
      Regime},
    author = {Ailin Fan and Wenbin Lu and Rui Song},
    year = {2016},
    journal = {Annals of Applied Statistics},
    volume = {10},
    pages = {32--53},
  }