Nordman, Daniel J.; Lahiri, Soumendra N. - In: Journal of the American Statistical Association 107 (2012) 497, pp. 233-246
This article examines block bootstrap methods in linear regression models with weakly dependent error variables and nonstochastic regressors. Contrary to intuition, the tapered block bootstrap (TBB) with a smooth taper not only loses its superior bias properties but may also fail to be...