Extreme phenotype sampling (EPS) is a broadly-used design to identify candidate genetic factors contributing to the variation of quantitative traits. By enriching the signals in extreme phenotypic samples, EPS can boost the association power compared to random sampling. Most existing statistical methods for EPS examine the genetic factors individually, despite many quantitative traits have multiple genetic factors underlying their variation. It is desirable to model the joint effects of genetic factors, which may increase the power and identify novel quantitative trait loci under EPS. The joint analysis of genetic data in high-dimensional situations requires specialized techniques, e.g. the least absolute shrinkage and selection operator (LASSO). Although there are extensive research and application related to LASSO, the statistical inference and testing for the sparse model under EPS remain unknown.