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p.68

$$ \begin{align} \mathbb{E} \left[ \left\Vert J^{1/2} \left( w - w_{0} - \frac{\hat{\xi}_{n}}{\sqrt{n}} \right) \right\Vert^{2} \right] &= \frac{ tr(J^{-1} J)}{n \beta}

• o_{p} \left(\frac{1}{n} \right) \ &= \frac{d}{n \beta} + o_{p} \left(\frac{1}{n} \right) \end{align} $$