Show that Theorem 20.3 can also be proved via the truncation argument which we have used in Theorem 10.2. Prove that the result of Theorem 20.3 still holds if the smoothing parameter λn of the...

Show that Theorem 20.3 can also be proved via the truncation argument which we have used in Theorem 10.2.

Prove that the result of Theorem 20.3 still holds if the smoothing parameter λn of the penalized least squares estimate depends on the data and (20.19) and (20.20) hold with probability one.