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...