 Integrated second-order kernel bias bound

For a nonnegative symmetric unit-integral kernel for density estimation and $f\in H^2(\mathbb{R})$, the integral Taylor remainder and Minkowski inequality give $\Vert K_h\ast f-f{\Vert }_2\le h^2{\mu }_2(K)\Vert f^{\prime \prime }{\Vert }_2/2$. Translation preserves the L2 norm. For a signed kernel the same proof requires the absolute moment $\int u^2|K(u)|du$.