Jerzy Szroeter

• An empirically-operational analytic upper bound on the true finite-sample size of a routine one-degree-of-freedom test of non-tested regression models
• Exact finite-sample relative efficiency of sub-optimally weighted least squares estimators in models with ordered heteroscedasticity
• Testing non-tested regression models under strong and weak relative variance conditions
• The Asymptotic local structure of the Cox modified likelihood-ratio statistic for testing non-tested hypothesis