Schneeweiß, Hans (contributor); Cheng, Chi-Lun (contributor) - 2003
second normal distribution of low weight. In both cases of misspecification the bias, of course, tends to zero when the size … of misspecification tends to zero. However, in the first case the bias goes to zero in a flat way so that small … deviations from the true model lead to a negligible bias, whereas in the second case the bias is noticeable even for small …