To cite gcmr in publications use:

If you use gcmr(), please cite:

Guido Masarotto and Cristiano Varin (2012). Gaussian Copula Marginal Regression. Electronic Journal of Statistics 6, 1517-1549. URL http://projecteuclid.org/euclid.ejs/1346421603.

Corresponding BibTeX entry:

  @Article{,
    title = {Gaussian Copula Marginal Regression},
    author = {Guido Masarotto and Cristiano Varin},
    journal = {Electronic Journal of Statistics},
    year = {2012},
    volume = {6},
    pages = {1517--1549},
    url = {http://projecteuclid.org/euclid.ejs/1346421603},
  }