induced by sampling errors. We show that the LDWB replicates first and second-order limit theory from the usual empirical … process and the stochastic scale estimate, respectively, as well as an asymptotic bias. Moreover, we design the LDWB … here, up to second-order distribution theory. Finally, we introduce LDWB-aided Kolmogorov-Smirnov tests for local …

distributional setting, and suggest the two-scale distributional nearest neighbors (DNN) estimator with reduced finite-sample bias … regularity conditions. We then proceed with combining DNN estimators with different subsampling scales to further reduce bias …