Before revision:  Finally we provide a simple correction mechanism to the small sample bias of the "non-paramteric" 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 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.