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For methods like the Lasso, forward-stepwise regression, and the graphical Lasso, our estimator serves as a valuable companion to cross-validation, illuminating the tradeoff between prediction error and variable selection accuracy as a function of the model complexity parameter.<\/jats:p>","DOI":"10.1214\/26-aos2625","type":"journal-article","created":{"date-parts":[[2026,8,18]],"date-time":"2026-08-18T08:13:11Z","timestamp":1787040791000},"page":"1793-1818","source":"Crossref","is-referenced-by-count":0,"title":["Estimating the false discovery rate of variable selection"],"prefix":"10.1214","volume":"54","author":[{"ORCID":"https:\/\/orcid.org\/0000-0003-1844-5799","authenticated-orcid":false,"given":"Yixiang","family":"Luo","sequence":"first","affiliation":[{"name":"Department of Mathematics, University of California, Berkeley"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"William","family":"Fithian","sequence":"additional","affiliation":[{"name":"Department of Statistics, University of California, Berkeley"}],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Lihua","family":"Lei","sequence":"additional","affiliation":[{"name":"Graduate School of Business, Stanford University"}],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"108","reference":[{"key":"6","doi-asserted-by":"publisher","unstructured":"Cand\u00e8s, E.<\/small>, Fan, Y.<\/small>, Janson, L.<\/small> and Lv, J.<\/small> (2018). 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