Before revision:  Finally  we provide a simple correction mechanism to the small sample bias of the non-parametric estimator based on the distance between the mode and the mean of its asymptotic distribution for the case of heavy tailed data generating process .
After revision:  Finally , for fat-tailed data, we provide a simple correction mechanism to the small sample bias of the non-parametric estimator based on the distance between the mode and the mean of its asymptotic distribution for the case of heavy tailed data generating process .