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...