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 we provide a simple correction mechanism to the small sample bias of the nonparametric estimator based on the distance between the mode and the mean of its asymptotic distribution for the case of heavy tailed data generating process .