CRAN Package Check Results for Package fsemipar

Last updated on 2023-01-25 04:51:37 CET.

Flavor Version Tinstall Tcheck Ttotal Status Flags
r-devel-linux-x86_64-debian-gcc 1.0 15.15 99.10 114.25 OK
r-devel-linux-x86_64-fedora-clang 1.0 193.20 OK
r-devel-linux-x86_64-fedora-gcc 1.0 183.45 OK
r-release-macos-arm64 1.0 51.00 ERROR
r-oldrel-macos-arm64 1.0 49.00 ERROR
r-oldrel-windows-ix86+x86_64 1.0 30.00 145.00 175.00 ERROR

Check Details

Version: 1.0
Check: PDF version of manual
Result: WARN
    LaTeX errors when creating PDF version.
    This typically indicates Rd problems.
    LaTeX errors found:
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.273 ...(\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.287 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.287 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.288 ...{\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.288 ...ger not less than \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.290 ...onging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.293 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+r^{\pmb {1}}\left (\...
    l.293 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+r^{\pmb
     {1}}\left (\left <\theta _...
    l.293 }{}
    
    ! Undefined control sequence.
    <argument> ...b {1}}\left (\left <\theta _0^{\pmb
     {1}},\mathcal {X}_i\right ...
    l.293 }{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {1}}.
    l.293 }{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.304 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.304 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.304 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.304 }{}
    
    ! LaTeX Error: \begin{list} on input line 266 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.305 ...he integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.314 ...code{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.314 ... (i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \beta _0^{\pmb
     {1}}
    l.315 ...d}] Estimate of \eqn{\beta_0^{\pmb{1}}}{}
     in the reduced model when...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.319 ...size for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <argument> \beta _0^{\pmb
     {1}}
    l.323 ...w}] Estimate of \eqn{\beta_0^{\pmb{1}}}{}
     for each value of the se...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {1}}
    l.324 ...}] Estimate of \eqn{\theta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.329 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.506 ...(\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.520 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.520 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.521 ...{\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.521 ...ger not less than \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.523 ...onging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.526 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+r^{\pmb {1}}\left (\...
    l.526 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+r^{\pmb
     {1}}\left (\left <\theta _...
    l.526 }{}
    
    ! Undefined control sequence.
    <argument> ...b {1}}\left (\left <\theta _0^{\pmb
     {1}},\mathcal {X}_i\right ...
    l.526 }{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {1}}.
    l.526 }{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.537 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.537 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.537 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.537 }{}
    
    ! LaTeX Error: \begin{list} on input line 499 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.538 ...he integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.547 ...code{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.547 ... (i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \beta _0^{\pmb
     {1}}
    l.548 ...d}] Estimate of \eqn{\beta_0^{\pmb{1}}}{}
     in the reduced model when...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.552 ...size for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <argument> \beta _0^{\pmb
     {1}}
    l.556 ...w}] Estimate of \eqn{\beta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {1}}
    l.557 ...}] Estimate of \eqn{\theta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.562 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> h\in \mathbb
     {R}^+
    l.740 \item{} \eqn{h\in \mathbb{R}^+}{}
     is the bandwidth.
    ! Undefined control sequence.
    <argument> k\in \mathbb
     {Z}^+
    l.1013 \item{} \eqn{k\in \mathbb{Z}^+}{}
     is a smoothing factor (the number o...
    ! Undefined control sequence.
    <argument> ...\hat {\theta }}=\min \{h\in \mathbb
     {R}^+ \text { such that } ...
    l.1019 ...}^n1_{B_{\hat{\theta}}(x,h)}(X_i)=k\}}{}
     , where \eqn{1_{B_{\hat{\t...
    ! Undefined control sequence.
    <argument> ... }}=\min \{h\in \mathbb {R}^+ \text
     { such that } \sum _{i=1}^...
    l.1019 ...}^n1_{B_{\hat{\theta}}(x,h)}(X_i)=k\}}{}
     , where \eqn{1_{B_{\hat{\t...
    ! Undefined control sequence.
    <argument> ...,\theta }=\min \left \{h\in \mathbb
     {R}^+ \text { such that } ...
    l.1158 ...}^n1_{B_{\theta}(x,h)}(X_i)=k\right\}}{}
     , where \eqn{1_{B_{\theta}...
    ! Undefined control sequence.
    <argument> ...in \left \{h\in \mathbb {R}^+ \text
     { such that } \sum _{i=1}^...
    l.1158 ...}^n1_{B_{\theta}(x,h)}(X_i)=k\right\}}{}
     , where \eqn{1_{B_{\theta}...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1340 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.1350 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.1353 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1355 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1355 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.1355 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.1355 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.1360 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     (see the documentation of...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.1366 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.1366 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.1367 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.1367 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1369 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.1372 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+r^{\pmb {1}}\left (\...
    l.1372 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+r^{\pmb
     {1}}\left (\left <\theta _...
    l.1372 }{}
    
    ! Undefined control sequence.
    <argument> ...b {1}}\left (\left <\theta _0^{\pmb
     {1}},X_i\right >\right )+\...
    l.1372 }{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {1}}.
    l.1372 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.1378 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.1384 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.1384 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.1385 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1385 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.1388 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.1388 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.1388 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1389 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.1391 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+r^{\pmb {2}}\left (\...
    l.1391 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...2}}\zeta _i(t_k^{\pmb {2}})+r^{\pmb
     {2}}\left (\left <\theta _...
    l.1391 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}\left (\left <\theta _0^{\pmb
     {2}},X_i\right >\right )+\...
    l.1391 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {2}}.
    l.1391 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.1408 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.1408 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.1408 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.1408 }{}
    
    ! LaTeX Error: \begin{list} on input line 1333 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.1409 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.1418 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1418 ...(i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1422 ...ize for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1426 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.1426 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {2}}
    l.1427 ...] Estimate of \eqn{\theta_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1432 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1433 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.1433 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {1}}
    l.1434 ...] Estimate of \eqn{\theta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1438 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1618 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.1628 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.1631 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1633 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1633 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.1633 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.1633 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.1638 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     (see the documentation of...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.1644 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.1644 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.1645 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.1645 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1647 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.1650 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+r^{\pmb {1}}\left (\...
    l.1650 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+r^{\pmb
     {1}}\left (\left <\theta _...
    l.1650 }{}
    
    ! Undefined control sequence.
    <argument> ...b {1}}\left (\left <\theta _0^{\pmb
     {1}},X_i\right >\right )+\...
    l.1650 }{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {1}}.
    l.1650 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.1656 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.1662 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.1662 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.1663 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1663 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.1666 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.1666 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.1666 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1667 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.1669 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+r^{\pmb {2}}\left (\...
    l.1669 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...2}}\zeta _i(t_k^{\pmb {2}})+r^{\pmb
     {2}}\left (\left <\theta _...
    l.1669 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}\left (\left <\theta _0^{\pmb
     {2}},X_i\right >\right )+\...
    l.1669 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {2}}.
    l.1669 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.1686 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.1686 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.1686 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.1686 }{}
    
    ! LaTeX Error: \begin{list} on input line 1611 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.1687 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.1698 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i.e. estimate of \eqn{\p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1698 ... (i.e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1706 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.1706 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {2}}
    l.1707 ...] Estimate of \eqn{\theta_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1712 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1713 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.1713 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {1}}
    l.1714 ...] Estimate of \eqn{\theta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1718 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.1854 ...ates taking values in \eqn{\mathbb{R}}{}
     . In this equation, \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1854 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.1854 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta }\right )=\frac {1}{2}\left (\pmb...
    l.1859 }{}
    
    ! Undefined control sequence.
    <argument> ...a }\right )=\frac {1}{2}\left (\pmb
     {Y}-\pmb {Z}\pmb {\beta }\...
    l.1859 }{}
    
    ! Undefined control sequence.
    <argument> ... )=\frac {1}{2}\left (\pmb {Y}-\pmb
     {Z}\pmb {\beta }\right )^{...
    l.1859 }{}
    
    ! Undefined control sequence.
    <argument> ... {1}{2}\left (\pmb {Y}-\pmb {Z}\pmb
     {\beta }\right )^{\top }\l...
    l.1859 }{}
    
    ! Undefined control sequence.
    <argument> ...{\beta }\right )^{\top }\left (\pmb
     {Y}-\pmb {Z}\pmb {\beta }\...
    l.1859 }{}
    
    ! Undefined control sequence.
    <argument> ...right )^{\top }\left (\pmb {Y}-\pmb
     {Z}\pmb {\beta }\right )+n...
    l.1859 }{}
    
    ! Undefined control sequence.
    <argument> ...{\top }\left (\pmb {Y}-\pmb {Z}\pmb
     {\beta }\right )+n\sum _{j...
    l.1859 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1861 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3356 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3366 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3369 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3371 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3371 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.3371 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.3371 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.3376 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.3382 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.3382 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.3383 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3383 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3385 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.3388 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+\varepsilon _i^{\pmb...
    l.3388 }{}
    
    ! Undefined control sequence.
    <argument> ..._k^{\pmb {1}})+\varepsilon _i^{\pmb
     {1}}.
    l.3388 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.3394 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.3400 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.3400 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.3401 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3401 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.3404 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.3404 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.3404 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3405 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.3407 ...k^{\pmb{2}})+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+\varepsilon _i^{\pmb...
    l.3407 ...k^{\pmb{2}})+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ..._k^{\pmb {2}})+\varepsilon _i^{\pmb
     {2}}.
    l.3407 ...k^{\pmb{2}})+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.3424 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.3424 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.3424 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.3424 }{}
    
    ! LaTeX Error: \begin{list} on input line 3349 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3425 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.3434 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3434 ...(i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3436 ...ize for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3439 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.3439 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3443 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3444 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.3444 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3447 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3609 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3619 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3622 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3624 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3624 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.3624 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.3624 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.3629 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.3635 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.3635 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.3636 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3636 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3638 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.3641 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+m^{\pmb {1}}\left (X...
    l.3641 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+m^{\pmb
     {1}}\left (X_i\right )+\va...
    l.3641 }{}
    
    ! Undefined control sequence.
    <argument> ...t (X_i\right )+\varepsilon _i^{\pmb
     {1}}.
    l.3641 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.3647 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.3653 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.3653 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.3654 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3654 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.3657 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.3657 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.3657 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3658 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.3660 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+m^{\pmb {2}}\left (X...
    l.3660 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...2}}\zeta _i(t_k^{\pmb {2}})+m^{\pmb
     {2}}\left (X_i\right )+\va...
    l.3660 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...t (X_i\right )+\varepsilon _i^{\pmb
     {2}}.
    l.3660 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.3677 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.3677 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.3677 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.3677 }{}
    
    ! LaTeX Error: \begin{list} on input line 3602 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3678 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.3687 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3687 ...(i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3690 ...ize for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3694 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.3694 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3699 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3700 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.3700 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3704 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3877 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3887 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3890 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3892 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3892 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.3892 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.3892 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.3897 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.3903 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.3903 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.3904 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3904 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3906 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.3909 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+m^{\pmb {1}}\left (X...
    l.3909 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+m^{\pmb
     {1}}\left (X_i\right )+\va...
    l.3909 }{}
    
    ! Undefined control sequence.
    <argument> ...t (X_i\right )+\varepsilon _i^{\pmb
     {1}}.
    l.3909 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.3915 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.3921 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.3921 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.3922 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3922 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.3925 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.3925 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.3925 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3926 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.3928 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+m^{\pmb {2}}\left (X...
    l.3928 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...2}}\zeta _i(t_k^{\pmb {2}})+m^{\pmb
     {2}}\left (X_i\right )+\va...
    l.3928 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...t (X_i\right )+\varepsilon _i^{\pmb
     {2}}.
    l.3928 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.3945 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.3945 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.3945 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.3945 }{}
    
    ! LaTeX Error: \begin{list} on input line 3870 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3946 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.3955 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i.e. estimate of \eqn{\p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3955 ... (i.e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3962 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.3962 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3967 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3968 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.3968 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3972 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.4219 ...ates taking values in \eqn{\mathbb{R}}{}
     and \eqn{X_i}{} is a func...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4220 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     and \eqn{m(\cdot)}{} are ...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.4220 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     and \eqn{m(\cdot)}{} are ...
    ! Undefined control sequence.
    <argument> \widetilde {\pmb
     {Y}}\approx \widetilde {\pmb {Z}}\pmb {\beta }_0...
    l.4226 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ... {\pmb {Y}}\approx \widetilde {\pmb
     {Z}}\pmb {\beta }_0+\pmb {...
    l.4226 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...}}\approx \widetilde {\pmb {Z}}\pmb
     {\beta }_0+\pmb {\varepsil...
    l.4226 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...ilde {\pmb {Z}}\pmb {\beta }_0+\pmb
     {\varepsilon },
    l.4226 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta }\right )=\frac {1}{2}\left (\wid...
    l.4230 }{}
    
    ! Undefined control sequence.
    <argument> ...\frac {1}{2}\left (\widetilde {\pmb
     {Y}}-\widetilde {\pmb {Z}}...
    l.4230 }{}
    
    ! Undefined control sequence.
    <argument> ...detilde {\pmb {Y}}-\widetilde {\pmb
     {Z}}\pmb {\beta }\right )^...
    l.4230 }{}
    
    ! Undefined control sequence.
    <argument> ...\pmb {Y}}-\widetilde {\pmb {Z}}\pmb
     {\beta }\right )^{\top }\l...
    l.4230 }{}
    
    ! Undefined control sequence.
    <argument> ...ht )^{\top }\left (\widetilde {\pmb
     {Y}}-\widetilde {\pmb {Z}}...
    l.4230 }{}
    
    ! Undefined control sequence.
    <argument> ...detilde {\pmb {Y}}-\widetilde {\pmb
     {Z}}\pmb {\beta }\right )+...
    l.4230 }{}
    
    ! Undefined control sequence.
    <argument> ...\pmb {Y}}-\widetilde {\pmb {Z}}\pmb
     {\beta }\right )+n\sum _{j...
    l.4230 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4232 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4236 ..., after estimating \eqn{\pmb{\beta}_0}{}
     by minimising (1), we dea...
    ! Undefined control sequence.
    <argument> Y_i-\pmb
     {Z}_i^{\top }\widehat {\pmb {\beta }}
    l.4237 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> Y_i-\pmb {Z}_i^{\top }\widehat {\pmb
     {\beta }}
    l.4237 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.4412 ...ates taking values in \eqn{\mathbb{R}}{}
     and \eqn{X_i}{} is a func...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4413 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     and \eqn{m(\cdot)}{} are ...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.4413 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     and \eqn{m(\cdot)}{} are ...
    ! Undefined control sequence.
    <argument> \widetilde {\pmb
     {Y}}\approx \widetilde {\pmb {Z}}\pmb {\beta }_0...
    l.4419 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ... {\pmb {Y}}\approx \widetilde {\pmb
     {Z}}\pmb {\beta }_0+\pmb {...
    l.4419 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...}}\approx \widetilde {\pmb {Z}}\pmb
     {\beta }_0+\pmb {\varepsil...
    l.4419 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...ilde {\pmb {Z}}\pmb {\beta }_0+\pmb
     {\varepsilon },
    l.4419 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta }\right )=\frac {1}{2}\left (\wid...
    l.4423 }{}
    
    ! Undefined control sequence.
    <argument> ...\frac {1}{2}\left (\widetilde {\pmb
     {Y}}-\widetilde {\pmb {Z}}...
    l.4423 }{}
    
    ! Undefined control sequence.
    <argument> ...detilde {\pmb {Y}}-\widetilde {\pmb
     {Z}}\pmb {\beta }\right )^...
    l.4423 }{}
    
    ! Undefined control sequence.
    <argument> ...\pmb {Y}}-\widetilde {\pmb {Z}}\pmb
     {\beta }\right )^{\top }\l...
    l.4423 }{}
    
    ! Undefined control sequence.
    <argument> ...ht )^{\top }\left (\widetilde {\pmb
     {Y}}-\widetilde {\pmb {Z}}...
    l.4423 }{}
    
    ! Undefined control sequence.
    <argument> ...detilde {\pmb {Y}}-\widetilde {\pmb
     {Z}}\pmb {\beta }\right )+...
    l.4423 }{}
    
    ! Undefined control sequence.
    <argument> ...\pmb {Y}}-\widetilde {\pmb {Z}}\pmb
     {\beta }\right )+n\sum _{j...
    l.4423 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4425 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4429 ..., after estimating \eqn{\pmb{\beta}_0}{}
     by minimising (1), we dea...
    ! Undefined control sequence.
    <argument> Y_i-\pmb
     {Z}_i^{\top }\widehat {\pmb {\beta }}
    l.4430 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> Y_i-\pmb {Z}_i^{\top }\widehat {\pmb
     {\beta }}
    l.4430 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.4609 ...ates taking values in \eqn{\mathbb{R}}{}
     and \eqn{X_i}{} is a func...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4610 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     , \eqn{\theta_0\in\mathcal...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.4610 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     , \eqn{\theta_0\in\mathcal...
    ! Undefined control sequence.
    <argument> \widetilde {\pmb
     {Y}}_{\theta _0}\approx \widetilde {\pmb {Z}}_{\...
    l.4616 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...{\theta _0}\approx \widetilde {\pmb
     {Z}}_{\theta _0}\pmb {\bet...
    l.4616 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...idetilde {\pmb {Z}}_{\theta _0}\pmb
     {\beta }_0+\pmb {\varepsil...
    l.4616 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...Z}}_{\theta _0}\pmb {\beta }_0+\pmb
     {\varepsilon },
    l.4616 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> (\pmb
     {\beta },\theta )
    l.4617 ...er the pair \eqn{(\pmb{\beta},\theta)}{}
    
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta },\theta \right )=\frac {1}{2}\le...
    l.4620 }{}
    
    ! Undefined control sequence.
    <argument> ...\frac {1}{2}\left (\widetilde {\pmb
     {Y}}_{\theta }-\widetilde ...
    l.4620 }{}
    
    ! Undefined control sequence.
    <argument> ...pmb {Y}}_{\theta }-\widetilde {\pmb
     {Z}}_{\theta }\pmb {\beta ...
    l.4620 }{}
    
    ! Undefined control sequence.
    <argument> ...\widetilde {\pmb {Z}}_{\theta }\pmb
     {\beta }\right )^{\top }\l...
    l.4620 }{}
    
    ! Undefined control sequence.
    <argument> ...ht )^{\top }\left (\widetilde {\pmb
     {Y}}_{\theta }-\widetilde ...
    l.4620 }{}
    
    ! Undefined control sequence.
    <argument> ...pmb {Y}}_{\theta }-\widetilde {\pmb
     {Z}}_{\theta }\pmb {\beta ...
    l.4620 }{}
    
    ! Undefined control sequence.
    <argument> ...\widetilde {\pmb {Z}}_{\theta }\pmb
     {\beta }\right )+n\sum _{j...
    l.4620 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4622 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4629 ..., after estimating \eqn{\pmb{\beta}_0}{}
     and \eqn{\theta_0}{} by m...
    ! Undefined control sequence.
    <argument> Y_i-\pmb
     {Z}_i^{\top }\widehat {\pmb {\beta }}
    l.4630 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> Y_i-\pmb {Z}_i^{\top }\widehat {\pmb
     {\beta }}
    l.4630 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.4838 ...ates taking values in \eqn{\mathbb{R}}{}
     and \eqn{X_i}{} is a func...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4839 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     , \eqn{\theta_0\in\mathcal...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.4839 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     , \eqn{\theta_0\in\mathcal...
    ! Undefined control sequence.
    <argument> \widetilde {\pmb
     {Y}}_{\theta _0}\approx \widetilde {\pmb {Z}}_{\...
    l.4845 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...{\theta _0}\approx \widetilde {\pmb
     {Z}}_{\theta _0}\pmb {\bet...
    l.4845 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...idetilde {\pmb {Z}}_{\theta _0}\pmb
     {\beta }_0+\pmb {\varepsil...
    l.4845 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...Z}}_{\theta _0}\pmb {\beta }_0+\pmb
     {\varepsilon },
    l.4845 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> (\pmb
     {\beta },\theta )
    l.4846 ...er the pair \eqn{(\pmb{\beta},\theta)}{}
    
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta },\theta \right )=\frac {1}{2}\le...
    l.4849 }{}
    
    ! Undefined control sequence.
    <argument> ...\frac {1}{2}\left (\widetilde {\pmb
     {Y}}_{\theta }-\widetilde ...
    l.4849 }{}
    
    ! Undefined control sequence.
    <argument> ...pmb {Y}}_{\theta }-\widetilde {\pmb
     {Z}}_{\theta }\pmb {\beta ...
    l.4849 }{}
    
    ! Undefined control sequence.
    <argument> ...\widetilde {\pmb {Z}}_{\theta }\pmb
     {\beta }\right )^{\top }\l...
    l.4849 }{}
    
    ! Undefined control sequence.
    <argument> ...ht )^{\top }\left (\widetilde {\pmb
     {Y}}_{\theta }-\widetilde ...
    l.4849 }{}
    
    ! Undefined control sequence.
    <argument> ...pmb {Y}}_{\theta }-\widetilde {\pmb
     {Z}}_{\theta }\pmb {\beta ...
    l.4849 }{}
    
    ! Undefined control sequence.
    <argument> ...\widetilde {\pmb {Z}}_{\theta }\pmb
     {\beta }\right )+n\sum _{j...
    l.4849 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4851 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4857 ..., after estimating \eqn{\pmb{\beta}_0}{}
     and \eqn{\theta_0}{} by m...
    ! Undefined control sequence.
    <argument> Y_i-\pmb
     {Z}_i^{\top }\widehat {\pmb {\beta }}
    l.4858 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> Y_i-\pmb {Z}_i^{\top }\widehat {\pmb
     {\beta }}
    l.4858 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.4872 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. the estimate of \e...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4872 ...e. the estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4878 ...n used to estimate \eqn{\pmb{\beta}_0}{}
     and \eqn{\theta_0}{}. Tha...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4884 used by the optimal \eqn{\pmb{\beta}}{}
     for each \eqn{\theta}{} in \e...
Flavor: r-release-macos-arm64

Version: 1.0
Check: PDF version of manual without index
Result: ERROR
Flavor: r-release-macos-arm64

Version: 1.0
Check: PDF version of manual
Result: WARN
    LaTeX errors when creating PDF version.
    This typically indicates Rd problems.
    LaTeX errors found:
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.271 ...(\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.285 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.285 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.286 ...{\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.286 ...ger not less than \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.288 ...onging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.291 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+r^{\pmb {1}}\left (\...
    l.291 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+r^{\pmb
     {1}}\left (\left <\theta _...
    l.291 }{}
    
    ! Undefined control sequence.
    <argument> ...b {1}}\left (\left <\theta _0^{\pmb
     {1}},\mathcal {X}_i\right ...
    l.291 }{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {1}}.
    l.291 }{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.302 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.302 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.302 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.302 }{}
    
    ! LaTeX Error: \begin{list} on input line 264 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.303 ...he integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.312 ...code{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.312 ... (i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \beta _0^{\pmb
     {1}}
    l.313 ...d}] Estimate of \eqn{\beta_0^{\pmb{1}}}{}
     in the reduced model when...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.317 ...size for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <argument> \beta _0^{\pmb
     {1}}
    l.321 ...w}] Estimate of \eqn{\beta_0^{\pmb{1}}}{}
     for each value of the se...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {1}}
    l.322 ...}] Estimate of \eqn{\theta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.327 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.504 ...(\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.518 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.518 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.519 ...{\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.519 ...ger not less than \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.521 ...onging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.524 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+r^{\pmb {1}}\left (\...
    l.524 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+r^{\pmb
     {1}}\left (\left <\theta _...
    l.524 }{}
    
    ! Undefined control sequence.
    <argument> ...b {1}}\left (\left <\theta _0^{\pmb
     {1}},\mathcal {X}_i\right ...
    l.524 }{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {1}}.
    l.524 }{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.535 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.535 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.535 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.535 }{}
    
    ! LaTeX Error: \begin{list} on input line 497 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.536 ...he integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.545 ...code{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.545 ... (i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \beta _0^{\pmb
     {1}}
    l.546 ...d}] Estimate of \eqn{\beta_0^{\pmb{1}}}{}
     in the reduced model when...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.550 ...size for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <argument> \beta _0^{\pmb
     {1}}
    l.554 ...w}] Estimate of \eqn{\beta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {1}}
    l.555 ...}] Estimate of \eqn{\theta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.560 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> h\in \mathbb
     {R}^+
    l.738 \item{} \eqn{h\in \mathbb{R}^+}{}
     is the bandwidth.
    ! Undefined control sequence.
    <argument> k\in \mathbb
     {Z}^+
    l.1011 \item{} \eqn{k\in \mathbb{Z}^+}{}
     is a smoothing factor (the number o...
    ! Undefined control sequence.
    <argument> ...\hat {\theta }}=\min \{h\in \mathbb
     {R}^+ \text { such that } ...
    l.1017 ...}^n1_{B_{\hat{\theta}}(x,h)}(X_i)=k\}}{}
     , where \eqn{1_{B_{\hat{\t...
    ! Undefined control sequence.
    <argument> ... }}=\min \{h\in \mathbb {R}^+ \text
     { such that } \sum _{i=1}^...
    l.1017 ...}^n1_{B_{\hat{\theta}}(x,h)}(X_i)=k\}}{}
     , where \eqn{1_{B_{\hat{\t...
    ! Undefined control sequence.
    <argument> ...,\theta }=\min \left \{h\in \mathbb
     {R}^+ \text { such that } ...
    l.1156 ...}^n1_{B_{\theta}(x,h)}(X_i)=k\right\}}{}
     , where \eqn{1_{B_{\theta}...
    ! Undefined control sequence.
    <argument> ...in \left \{h\in \mathbb {R}^+ \text
     { such that } \sum _{i=1}^...
    l.1156 ...}^n1_{B_{\theta}(x,h)}(X_i)=k\right\}}{}
     , where \eqn{1_{B_{\theta}...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1338 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.1348 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.1351 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1353 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1353 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.1353 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.1353 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.1358 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     (see the documentation of...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.1364 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.1364 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.1365 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.1365 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1367 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.1370 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+r^{\pmb {1}}\left (\...
    l.1370 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+r^{\pmb
     {1}}\left (\left <\theta _...
    l.1370 }{}
    
    ! Undefined control sequence.
    <argument> ...b {1}}\left (\left <\theta _0^{\pmb
     {1}},X_i\right >\right )+\...
    l.1370 }{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {1}}.
    l.1370 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.1376 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.1382 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.1382 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.1383 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1383 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.1386 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.1386 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.1386 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1387 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.1389 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+r^{\pmb {2}}\left (\...
    l.1389 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...2}}\zeta _i(t_k^{\pmb {2}})+r^{\pmb
     {2}}\left (\left <\theta _...
    l.1389 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}\left (\left <\theta _0^{\pmb
     {2}},X_i\right >\right )+\...
    l.1389 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {2}}.
    l.1389 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.1406 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.1406 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.1406 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.1406 }{}
    
    ! LaTeX Error: \begin{list} on input line 1331 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.1407 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.1416 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1416 ...(i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1420 ...ize for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1424 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.1424 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {2}}
    l.1425 ...] Estimate of \eqn{\theta_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1430 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1431 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.1431 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {1}}
    l.1432 ...] Estimate of \eqn{\theta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1436 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1616 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.1626 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.1629 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1631 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1631 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.1631 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.1631 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.1636 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     (see the documentation of...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.1642 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.1642 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.1643 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.1643 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1645 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.1648 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+r^{\pmb {1}}\left (\...
    l.1648 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+r^{\pmb
     {1}}\left (\left <\theta _...
    l.1648 }{}
    
    ! Undefined control sequence.
    <argument> ...b {1}}\left (\left <\theta _0^{\pmb
     {1}},X_i\right >\right )+\...
    l.1648 }{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {1}}.
    l.1648 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.1654 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.1660 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.1660 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.1661 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1661 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.1664 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.1664 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.1664 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1665 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.1667 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+r^{\pmb {2}}\left (\...
    l.1667 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...2}}\zeta _i(t_k^{\pmb {2}})+r^{\pmb
     {2}}\left (\left <\theta _...
    l.1667 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}\left (\left <\theta _0^{\pmb
     {2}},X_i\right >\right )+\...
    l.1667 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...ight >\right )+\varepsilon _i^{\pmb
     {2}}.
    l.1667 ...ight>\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.1684 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.1684 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.1684 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.1684 }{}
    
    ! LaTeX Error: \begin{list} on input line 1609 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.1685 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.1696 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i.e. estimate of \eqn{\p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1696 ... (i.e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1704 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.1704 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {2}}
    l.1705 ...] Estimate of \eqn{\theta_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.1710 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1711 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.1711 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \theta _0^{\pmb
     {1}}
    l.1712 ...] Estimate of \eqn{\theta_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.1716 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.1852 ...ates taking values in \eqn{\mathbb{R}}{}
     . In this equation, \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1852 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.1852 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta }\right )=\frac {1}{2}\left (\pmb...
    l.1857 }{}
    
    ! Undefined control sequence.
    <argument> ...a }\right )=\frac {1}{2}\left (\pmb
     {Y}-\pmb {Z}\pmb {\beta }\...
    l.1857 }{}
    
    ! Undefined control sequence.
    <argument> ... )=\frac {1}{2}\left (\pmb {Y}-\pmb
     {Z}\pmb {\beta }\right )^{...
    l.1857 }{}
    
    ! Undefined control sequence.
    <argument> ... {1}{2}\left (\pmb {Y}-\pmb {Z}\pmb
     {\beta }\right )^{\top }\l...
    l.1857 }{}
    
    ! Undefined control sequence.
    <argument> ...{\beta }\right )^{\top }\left (\pmb
     {Y}-\pmb {Z}\pmb {\beta }\...
    l.1857 }{}
    
    ! Undefined control sequence.
    <argument> ...right )^{\top }\left (\pmb {Y}-\pmb
     {Z}\pmb {\beta }\right )+n...
    l.1857 }{}
    
    ! Undefined control sequence.
    <argument> ...{\top }\left (\pmb {Y}-\pmb {Z}\pmb
     {\beta }\right )+n\sum _{j...
    l.1857 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.1859 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3354 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3364 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3367 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3369 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3369 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.3369 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.3369 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.3374 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.3380 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.3380 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.3381 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3381 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3383 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.3386 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+\varepsilon _i^{\pmb...
    l.3386 }{}
    
    ! Undefined control sequence.
    <argument> ..._k^{\pmb {1}})+\varepsilon _i^{\pmb
     {1}}.
    l.3386 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.3392 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.3398 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.3398 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.3399 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3399 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.3402 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.3402 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.3402 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3403 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.3405 ...k^{\pmb{2}})+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+\varepsilon _i^{\pmb...
    l.3405 ...k^{\pmb{2}})+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ..._k^{\pmb {2}})+\varepsilon _i^{\pmb
     {2}}.
    l.3405 ...k^{\pmb{2}})+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.3422 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.3422 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.3422 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.3422 }{}
    
    ! LaTeX Error: \begin{list} on input line 3347 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3423 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.3432 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3432 ...(i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3434 ...ize for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3437 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.3437 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3441 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3442 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.3442 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3445 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3607 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3617 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3620 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3622 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3622 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.3622 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.3622 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.3627 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.3633 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.3633 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.3634 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3634 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3636 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.3639 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+m^{\pmb {1}}\left (X...
    l.3639 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+m^{\pmb
     {1}}\left (X_i\right )+\va...
    l.3639 }{}
    
    ! Undefined control sequence.
    <argument> ...t (X_i\right )+\varepsilon _i^{\pmb
     {1}}.
    l.3639 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.3645 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.3651 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.3651 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.3652 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3652 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.3655 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.3655 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.3655 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3656 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.3658 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+m^{\pmb {2}}\left (X...
    l.3658 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...2}}\zeta _i(t_k^{\pmb {2}})+m^{\pmb
     {2}}\left (X_i\right )+\va...
    l.3658 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...t (X_i\right )+\varepsilon _i^{\pmb
     {2}}.
    l.3658 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.3675 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.3675 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.3675 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.3675 }{}
    
    ! LaTeX Error: \begin{list} on input line 3600 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3676 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.3685 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. estimate of \eqn{\...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3685 ...(i. e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3688 ...ize for \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     .
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3692 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.3692 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3697 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3698 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.3698 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3702 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3875 ...\beta_{01},\dots,\beta_{0p_n})^{\top}}{}
     is a vector of unknown re...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3885 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}=\{(\zeta _i,\mathcal {X}_i,Y_i),\quad i=...
    l.3888 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3890 The superscript \eqn{\pmb{s}}{}
     with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{} ...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3890 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb
     {1},\pmb {2}
    l.3890 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \pmb {s}=\pmb {1},\pmb
     {2}
    l.3890 ...}{} with \eqn{\pmb{s}=\pmb{1},\pmb{2}}{}
     indicates the stage of th...
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {1}}
    l.3895 ... subsample \eqn{\mathcal{E}^{\pmb{1}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}=\left \{\zeta \left (t_k^{\pmb {1}}\ri...
    l.3901 }{}
    
    ! Undefined control sequence.
    <argument> ...{1}}=\left \{\zeta \left (t_k^{\pmb
     {1}}\right ),\ \ k=1,\dots...
    l.3901 }{}
    
    ! Undefined control sequence.
    <argument> t_k^{\pmb
     {1}}=t_{\left [(2k-1)q_n/2\right ]}
    l.3902 ...\pmb{1}}=t_{\left[(2k-1)q_n/2\right]}}{}
     and \eqn{\left[z\right]}...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3902 ...er not less than \eqn{z\in\mathbb{R}}{}
     .The size (cardinal) of th...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3904 ...nging to \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     :
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{w_n}\beta _{0k}^{\pmb
     {1}}\zeta _i(t_k^{\pmb {1}...
    l.3907 }{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {1}}\zeta _i(t_k^{\pmb
     {1}})+m^{\pmb {1}}\left (X...
    l.3907 }{}
    
    ! Undefined control sequence.
    <argument> ...1}}\zeta _i(t_k^{\pmb {1}})+m^{\pmb
     {1}}\left (X_i\right )+\va...
    l.3907 }{}
    
    ! Undefined control sequence.
    <argument> ...t (X_i\right )+\varepsilon _i^{\pmb
     {1}}.
    l.3907 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {E}^{\pmb
     {2}}
    l.3913 ... subsample \eqn{\mathcal{E}^{\pmb{2}}}{}
     . Specifically:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\bigcup _{\left \{k,\widehat {\beta }_...
    l.3919 }{}
    
    ! Undefined control sequence.
    <argument> ...ft \{k,\widehat {\beta }_{0k}^{\pmb
     {1}}\not =0\right \}}\left...
    l.3919 }{}
    
    ! Undefined control sequence.
    <argument> r_n=\sharp (\mathcal {R}_n^{\pmb
     {2}})
    l.3920 ...n{r_n=\sharp(\mathcal{R}_n^{\pmb{2}})}{}
     , we can rename the variab...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3920 ...ables in \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     as follows:
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}=\left \{\zeta (t_1^{\pmb {2}}),\dots ,...
    l.3923 }{}
    
    ! Undefined control sequence.
    <argument> ...{\pmb {2}}=\left \{\zeta (t_1^{\pmb
     {2}}),\dots ,\zeta (t_{r_n...
    l.3923 }{}
    
    ! Undefined control sequence.
    <argument> ...b {2}}),\dots ,\zeta (t_{r_n}^{\pmb
     {2}})\right \},
    l.3923 }{}
    
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3924 ...nging to \eqn{\mathcal{R}_n^{\pmb{2}}}{}
    
    ! Undefined control sequence.
    <argument> ...=\sum _{k=1}^{r_n}\beta _{0k}^{\pmb
     {2}}\zeta _i(t_k^{\pmb {2}...
    l.3926 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ... _{0k}^{\pmb {2}}\zeta _i(t_k^{\pmb
     {2}})+m^{\pmb {2}}\left (X...
    l.3926 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...2}}\zeta _i(t_k^{\pmb {2}})+m^{\pmb
     {2}}\left (X_i\right )+\va...
    l.3926 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! Undefined control sequence.
    <argument> ...t (X_i\right )+\varepsilon _i^{\pmb
     {2}}.
    l.3926 ...t(X_i\right)+\varepsilon_i^{\pmb{2}}.}{}
    
    ! LaTeX Error: Environment aligned undefined.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Misplaced alignment tab character &.
    <argument> q_{n,k}= \left \{\begin {aligned} &
     [p_n/w_n]+1& \quad k\in \{1,\...
    l.3943 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...eft \{\begin {aligned} &[p_n/w_n]+1&
     \quad k\in \{1,\dots ,p_n...
    l.3943 }{}
    
    ! Misplaced alignment tab character &.
    <recently read> &
    
    l.3943 }{}
    
    ! Misplaced alignment tab character &.
    <argument> ...s ,p_n-w_n[p_n/w_n]\},\\ &[p_n/w_n]&
     \quad k\in \{p_n-w_n[p_n/w...
    l.3943 }{}
    
    ! LaTeX Error: \begin{list} on input line 3868 ended by \end{aligned}.
    
    See the LaTeX manual or LaTeX Companion for explanation.
    Type H <return> for immediate help.
     ...
    ! Undefined control sequence.
    <argument> z\in \mathbb
     {R}
    l.3944 ...e integer part of \eqn{z\in\mathbb{R}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.3953 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i.e. estimate of \eqn{\p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3953 ... (i.e. estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3960 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {2}}
    l.3960 ...imate of \eqn{\pmb{\beta}_0^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {2}}
    l.3965 ...to build \eqn{\mathcal{R}_n^{\pmb{2}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.3966 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \pmb {\beta }_0^{\pmb
     {1}}
    l.3966 ...imate of \eqn{\pmb{\beta}_0^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <argument> \mathcal {R}_n^{\pmb
     {1}}
    l.3970 ...to build \eqn{\mathcal{R}_n^{\pmb{1}}}{}
     for each value of the seq...
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.4217 ...ates taking values in \eqn{\mathbb{R}}{}
     and \eqn{X_i}{} is a func...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4218 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     and \eqn{m(\cdot)}{} are ...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.4218 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     and \eqn{m(\cdot)}{} are ...
    ! Undefined control sequence.
    <argument> \widetilde {\pmb
     {Y}}\approx \widetilde {\pmb {Z}}\pmb {\beta }_0...
    l.4224 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ... {\pmb {Y}}\approx \widetilde {\pmb
     {Z}}\pmb {\beta }_0+\pmb {...
    l.4224 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...}}\approx \widetilde {\pmb {Z}}\pmb
     {\beta }_0+\pmb {\varepsil...
    l.4224 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...ilde {\pmb {Z}}\pmb {\beta }_0+\pmb
     {\varepsilon },
    l.4224 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta }\right )=\frac {1}{2}\left (\wid...
    l.4228 }{}
    
    ! Undefined control sequence.
    <argument> ...\frac {1}{2}\left (\widetilde {\pmb
     {Y}}-\widetilde {\pmb {Z}}...
    l.4228 }{}
    
    ! Undefined control sequence.
    <argument> ...detilde {\pmb {Y}}-\widetilde {\pmb
     {Z}}\pmb {\beta }\right )^...
    l.4228 }{}
    
    ! Undefined control sequence.
    <argument> ...\pmb {Y}}-\widetilde {\pmb {Z}}\pmb
     {\beta }\right )^{\top }\l...
    l.4228 }{}
    
    ! Undefined control sequence.
    <argument> ...ht )^{\top }\left (\widetilde {\pmb
     {Y}}-\widetilde {\pmb {Z}}...
    l.4228 }{}
    
    ! Undefined control sequence.
    <argument> ...detilde {\pmb {Y}}-\widetilde {\pmb
     {Z}}\pmb {\beta }\right )+...
    l.4228 }{}
    
    ! Undefined control sequence.
    <argument> ...\pmb {Y}}-\widetilde {\pmb {Z}}\pmb
     {\beta }\right )+n\sum _{j...
    l.4228 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4230 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4234 ..., after estimating \eqn{\pmb{\beta}_0}{}
     by minimising (1), we dea...
    ! Undefined control sequence.
    <argument> Y_i-\pmb
     {Z}_i^{\top }\widehat {\pmb {\beta }}
    l.4235 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> Y_i-\pmb {Z}_i^{\top }\widehat {\pmb
     {\beta }}
    l.4235 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.4410 ...ates taking values in \eqn{\mathbb{R}}{}
     and \eqn{X_i}{} is a func...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4411 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     and \eqn{m(\cdot)}{} are ...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.4411 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     and \eqn{m(\cdot)}{} are ...
    ! Undefined control sequence.
    <argument> \widetilde {\pmb
     {Y}}\approx \widetilde {\pmb {Z}}\pmb {\beta }_0...
    l.4417 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ... {\pmb {Y}}\approx \widetilde {\pmb
     {Z}}\pmb {\beta }_0+\pmb {...
    l.4417 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...}}\approx \widetilde {\pmb {Z}}\pmb
     {\beta }_0+\pmb {\varepsil...
    l.4417 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...ilde {\pmb {Z}}\pmb {\beta }_0+\pmb
     {\varepsilon },
    l.4417 ...b{Z}}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta }\right )=\frac {1}{2}\left (\wid...
    l.4421 }{}
    
    ! Undefined control sequence.
    <argument> ...\frac {1}{2}\left (\widetilde {\pmb
     {Y}}-\widetilde {\pmb {Z}}...
    l.4421 }{}
    
    ! Undefined control sequence.
    <argument> ...detilde {\pmb {Y}}-\widetilde {\pmb
     {Z}}\pmb {\beta }\right )^...
    l.4421 }{}
    
    ! Undefined control sequence.
    <argument> ...\pmb {Y}}-\widetilde {\pmb {Z}}\pmb
     {\beta }\right )^{\top }\l...
    l.4421 }{}
    
    ! Undefined control sequence.
    <argument> ...ht )^{\top }\left (\widetilde {\pmb
     {Y}}-\widetilde {\pmb {Z}}...
    l.4421 }{}
    
    ! Undefined control sequence.
    <argument> ...detilde {\pmb {Y}}-\widetilde {\pmb
     {Z}}\pmb {\beta }\right )+...
    l.4421 }{}
    
    ! Undefined control sequence.
    <argument> ...\pmb {Y}}-\widetilde {\pmb {Z}}\pmb
     {\beta }\right )+n\sum _{j...
    l.4421 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4423 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4427 ..., after estimating \eqn{\pmb{\beta}_0}{}
     by minimising (1), we dea...
    ! Undefined control sequence.
    <argument> Y_i-\pmb
     {Z}_i^{\top }\widehat {\pmb {\beta }}
    l.4428 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> Y_i-\pmb {Z}_i^{\top }\widehat {\pmb
     {\beta }}
    l.4428 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.4607 ...ates taking values in \eqn{\mathbb{R}}{}
     and \eqn{X_i}{} is a func...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4608 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     , \eqn{\theta_0\in\mathcal...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.4608 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     , \eqn{\theta_0\in\mathcal...
    ! Undefined control sequence.
    <argument> \widetilde {\pmb
     {Y}}_{\theta _0}\approx \widetilde {\pmb {Z}}_{\...
    l.4614 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...{\theta _0}\approx \widetilde {\pmb
     {Z}}_{\theta _0}\pmb {\bet...
    l.4614 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...idetilde {\pmb {Z}}_{\theta _0}\pmb
     {\beta }_0+\pmb {\varepsil...
    l.4614 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...Z}}_{\theta _0}\pmb {\beta }_0+\pmb
     {\varepsilon },
    l.4614 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> (\pmb
     {\beta },\theta )
    l.4615 ...er the pair \eqn{(\pmb{\beta},\theta)}{}
    
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta },\theta \right )=\frac {1}{2}\le...
    l.4618 }{}
    
    ! Undefined control sequence.
    <argument> ...\frac {1}{2}\left (\widetilde {\pmb
     {Y}}_{\theta }-\widetilde ...
    l.4618 }{}
    
    ! Undefined control sequence.
    <argument> ...pmb {Y}}_{\theta }-\widetilde {\pmb
     {Z}}_{\theta }\pmb {\beta ...
    l.4618 }{}
    
    ! Undefined control sequence.
    <argument> ...\widetilde {\pmb {Z}}_{\theta }\pmb
     {\beta }\right )^{\top }\l...
    l.4618 }{}
    
    ! Undefined control sequence.
    <argument> ...ht )^{\top }\left (\widetilde {\pmb
     {Y}}_{\theta }-\widetilde ...
    l.4618 }{}
    
    ! Undefined control sequence.
    <argument> ...pmb {Y}}_{\theta }-\widetilde {\pmb
     {Z}}_{\theta }\pmb {\beta ...
    l.4618 }{}
    
    ! Undefined control sequence.
    <argument> ...\widetilde {\pmb {Z}}_{\theta }\pmb
     {\beta }\right )+n\sum _{j...
    l.4618 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4620 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4627 ..., after estimating \eqn{\pmb{\beta}_0}{}
     and \eqn{\theta_0}{} by m...
    ! Undefined control sequence.
    <argument> Y_i-\pmb
     {Z}_i^{\top }\widehat {\pmb {\beta }}
    l.4628 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> Y_i-\pmb {Z}_i^{\top }\widehat {\pmb
     {\beta }}
    l.4628 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <recently read> \mathbb
    
    l.4836 ...ates taking values in \eqn{\mathbb{R}}{}
     and \eqn{X_i}{} is a func...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4837 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     , \eqn{\theta_0\in\mathcal...
    ! Undefined control sequence.
    <argument> ...,\beta _{0p_n})^{\top } \in \mathbb
     {R}^{p_n}
    l.4837 ...a_{0p_n})^{\top} \in \mathbb{R}^{p_n}}{}
     , \eqn{\theta_0\in\mathcal...
    ! Undefined control sequence.
    <argument> \widetilde {\pmb
     {Y}}_{\theta _0}\approx \widetilde {\pmb {Z}}_{\...
    l.4843 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...{\theta _0}\approx \widetilde {\pmb
     {Z}}_{\theta _0}\pmb {\bet...
    l.4843 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...idetilde {\pmb {Z}}_{\theta _0}\pmb
     {\beta }_0+\pmb {\varepsil...
    l.4843 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> ...Z}}_{\theta _0}\pmb {\beta }_0+\pmb
     {\varepsilon },
    l.4843 ...ta_0}\pmb{\beta}_0+\pmb{\varepsilon},}{}
    
    ! Undefined control sequence.
    <argument> (\pmb
     {\beta },\theta )
    l.4844 ...er the pair \eqn{(\pmb{\beta},\theta)}{}
    
    ! Undefined control sequence.
    <argument> \mathcal {Q}\left (\pmb
     {\beta },\theta \right )=\frac {1}{2}\le...
    l.4847 }{}
    
    ! Undefined control sequence.
    <argument> ...\frac {1}{2}\left (\widetilde {\pmb
     {Y}}_{\theta }-\widetilde ...
    l.4847 }{}
    
    ! Undefined control sequence.
    <argument> ...pmb {Y}}_{\theta }-\widetilde {\pmb
     {Z}}_{\theta }\pmb {\beta ...
    l.4847 }{}
    
    ! Undefined control sequence.
    <argument> ...\widetilde {\pmb {Z}}_{\theta }\pmb
     {\beta }\right )^{\top }\l...
    l.4847 }{}
    
    ! Undefined control sequence.
    <argument> ...ht )^{\top }\left (\widetilde {\pmb
     {Y}}_{\theta }-\widetilde ...
    l.4847 }{}
    
    ! Undefined control sequence.
    <argument> ...pmb {Y}}_{\theta }-\widetilde {\pmb
     {Z}}_{\theta }\pmb {\beta ...
    l.4847 }{}
    
    ! Undefined control sequence.
    <argument> ...\widetilde {\pmb {Z}}_{\theta }\pmb
     {\beta }\right )+n\sum _{j...
    l.4847 }{}
    
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4849 ...{P}_{\lambda_{j_n}}\left(\cdot\right)}{}
     is a penalty function (sp...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4855 ..., after estimating \eqn{\pmb{\beta}_0}{}
     and \eqn{\theta_0}{} by m...
    ! Undefined control sequence.
    <argument> Y_i-\pmb
     {Z}_i^{\top }\widehat {\pmb {\beta }}
    l.4856 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> Y_i-\pmb {Z}_i^{\top }\widehat {\pmb
     {\beta }}
    l.4856 ...\pmb{Z}_i^{\top}\widehat{\pmb{\beta}}}{}
     .
    ! Undefined control sequence.
    <argument> \hat {\pmb
     {\beta }}
    l.4870 ...ode{beta.est}] \eqn{\hat{\pmb{\beta}}}{}
     (i. e. the estimate of \e...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4870 ...e. the estimate of \eqn{\pmb{\beta}_0}{}
     when the optimal tuning p...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4876 ...n used to estimate \eqn{\pmb{\beta}_0}{}
     and \eqn{\theta_0}{}. Tha...
    ! Undefined control sequence.
    <recently read> \pmb
    
    l.4882 used by the optimal \eqn{\pmb{\beta}}{}
     for each \eqn{\theta}{} in \e...
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