To cite qdfauction in publications, please cite the software and the methodology paper for the estimator you used:

The software:

Doosti H (2026). qdfauction: Nonparametric Quantile Density Estimation and Structural Analysis of First-Price Auctions. doi:10.32614/CRAN.package.qdfauction. R package version 0.3.0.

Recovery of private values from bids (independent values):

Doosti H, Dewan I, Talebian M (2025). “Nonparametric estimation of private value distributions in first-price auctions: Evaluating quantile density function approaches.” Economics Letters, 257, 112670. doi:10.1016/j.econlet.2025.112670.

Affiliated values and the copula-quantile density inversion:

Doosti H (2026). “A copula-quantile density approach to affiliated private value auctions.” Economics Letters, 261, 112837. doi:10.1016/j.econlet.2026.112837.

Corresponding BibTeX entries:

  @Manual{,
    title = {{qdfauction}: Nonparametric Quantile Density Estimation
      and Structural Analysis of First-Price Auctions},
    author = {Hassan Doosti},
    year = {2026},
    note = {R package version 0.3.0},
    doi = {10.32614/CRAN.package.qdfauction},
  }

  @Article{,
    title = {Nonparametric estimation of private value distributions in
      first-price auctions: Evaluating quantile density function
      approaches},
    author = {Hassan Doosti and Isha Dewan and Mohammad Talebian},
    journal = {Economics Letters},
    year = {2025},
    volume = {257},
    pages = {112670},
    doi = {10.1016/j.econlet.2025.112670},
  }

  @Article{,
    title = {A copula-quantile density approach to affiliated private
      value auctions},
    author = {Hassan Doosti},
    journal = {Economics Letters},
    year = {2026},
    volume = {261},
    pages = {112837},
    doi = {10.1016/j.econlet.2026.112837},
  }