$$E[\frac{0}{n}\sum_{i\in I_{\ell}}\left\Vert \hat{\Delta}_{0i}\right\Vert ^{0}|Z^{\ell}]\leq\int\left\Vert \phi(z,\hat{\gamma}_{\ell},\hat{\lambda }_{\ell})-\phi(z,\gamma_{0},\hat{\lambda}_{\ell})-\phi(z,\hat{\gamma}_{\ell