diff --git a/xgboostlss/distributions/mixture_distribution_utils.py b/xgboostlss/distributions/mixture_distribution_utils.py
index 709397da..7fd5b764 100644
--- a/xgboostlss/distributions/mixture_distribution_utils.py
+++ b/xgboostlss/distributions/mixture_distribution_utils.py
@@ -439,7 +439,6 @@ def predict_dist(self,
             - "samples" draws n_samples from the predicted distribution.
             - "quantiles" calculates the quantiles from the predicted distribution.
             - "parameters" returns the predicted distributional parameters.
-            - "expectiles" returns the predicted expectiles.
         n_samples : int
             Number of samples to draw from the predicted distribution.
         quantiles : List[float]