“…Using Lemma 3.1 from [3] (for the case of diagonal R, see also formula (3.5) in [3] By standard linear algebra argument we have that the right hand side is bounded by σ 0 N α=1 P n ( Ȳα ) 2 2 , where σ 0 is the largest eigenvalue of the matrix S * . We conclude that for a fixed n the estimate (1) holds for φ α ( Ȳα ) = P n ( Ȳα ), α = 1, .…”