Similarly boundedness of the othe contributions from all the terms into the covariance can be obtained. By the condition h 2 = o ( n − 1 2 ) on the band- width the bias does not affect the limit process. References ■ [1] Anderson, G., O. Linton and Y.-J. Whang (2012) Nonparametric esti- mation and inference about the overlap of two distributions, Journal of Econometrics, 171, pp. 1-23. [2] Azzalini, A. (1981). A note on the estimation of the distribution function and quantiles by a kernel method. Biometrika, 68 326-328. [3] Carrasco, M., J.-P. Florens, and E. Renault (2007) Linear Inverse Prob- lems in Structural Econometrics Estimation Based on Spectral Decom- position and Regularization, Handbook of Econometrics, Vol. 6B, ed. by J.Heckman and E. Leamer. Amsterdam: North-Holland. [4] Carrasco, M. and J.-P. Florens (2010), A Spectral Method for Decon- volving a Density, Econometric Theory, 27 , pp. 546-581. [5] Chang, J.C. and D. Pollard (1997) Conditioning as Disintegration, Sta- tistica Neerlandica, 51, pp.287-317. 43