Standard approaches to constructing nonparametric confidence bands for functions are frustrated by the impact of bias … overcome this problem, it is common practice to either undersmooth, so as to reduce the impact of bias, or oversmooth, and … thereby introduce an explicit or implicit bias estimator. However, these approaches and others based on nonstandard smoothing …

covariates. Analytic expressions for the first-order bias and second-order mean squared error for this estimator are derived, and … bias-adjusted maximum likelihood estimator, constructed by subtracting the estimated first-order bias from the original … estimator, are investigated in a Monte Carlo experiment. Correcting the estimator for its first-order bias is found to be …