I am assuming gamma_hat_0to be vector, Z to be a matrix and Zi be a vector of equal size to gamma_hat_0. I am assuming a to be constant value
To find the lambda_0 from the first equation use
lambda_0=[];
for i =1: size(z,2)
temp = (z(:,i)'.*gamma_hat_0);
% temp will be a vector. Checking if every value in temp is greater
% than a
check = temp>a;
if(~ismember(0,check))
lambda_0(end+1)=i;
end
end
Each value of lambda_0 in the second equation can be used as
for i=1:length(lambda_0)
current_value = lambda_0(i);
