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80 P. E. OLIVEIRA
continuity of the second conditional moment s, we have E(rbn(x) r(x))2
= f1(x) ✓ r2(x) + s(x) + ws(x) 2r(x) ◆ + wr2(x, h) nF (x, h) f02 (x) f02 (x) f02 (x) f0 (x)
+o✓ 1 + wr(x,h) + (K,x,h)◆. n1/4F 1/4(x, h) 1/2(K, x, h)n1/4F 1/4(x, h)
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