To cite MVR in publications use:

  Dazard J-E. and Rao J.S. (2012).  Joint Adaptive Mean-Variance
  Regularization and Variance Stabilization of High Dimensional Data.
  Computational Statistics and Data Analysis, 56(7):2317-2333.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Joint Adaptive Mean-Variance Regularization and Variance Stabilization of High Dimensional Data},
    author = {J-E. Dazard and J.S. Rao},
    journal = {Computational Statistics and Data Analysis},
    year = {2012},
    volume = {56},
    number = {7},
    pages = {2317-2333},
  }

  Dazard J-E., Xu H. and Rao J.S. (2011).  R package MVR for Joint
  Adaptive Mean-Variance Regularization and Variance Stabilization.  In
  JSM Proceedings, Section for Statistical Programmers and Analysts.
  Miami Beach, FL, USA.  American Statistical Association-IMS, p.
  3849-3863.

A BibTeX entry for LaTeX users is

  @Proceedings{,
    title = {R package MVR for Joint Adaptive Mean-Variance Regularization and Variance Stabilization},
    author = {J-E. Dazard and H. Xu and J.S. Rao},
    journal = {JSM Proceedings.
                        Section for Statistical Programmers and Analysts. 
                        Miami Beach, FL, USA.
                        American Statistical Association-IMS},
    year = {2011},
    pages = {3849-3863},
  }

  Dazard J-E. and Rao J.S. (2010).  Regularized Variance Estimation and
  Variance Stabilization of High-Dimensional Data.  In JSM Proceedings,
  Section for High-Dimensional Data Analysis and Variable Selection.
  Vancouver, BC, Canada.  American Statistical Association-IMS, p.
  5295-5309.

A BibTeX entry for LaTeX users is

  @Proceedings{,
    title = {Regularized Variance Estimation and Variance Stabilization of High-Dimensional Data},
    author = {J-E. Dazard and J.S. Rao},
    journal = {JSM Proceedings.
                        Section for High-Dimensional Data Analysis and Variable Selection. 
                        Vancouver, BC, Canada.
                        American Statistical Association-IMS},
    year = {2010},
    pages = {5295-5309},
  }