Other Useful References

In addition the main textbooks, the following references may be useful.

Related courses and lecture notes

Mathematics background

Statistics background

Classical statistical theory textbooks

  • Bhattacharya, R. et al. (2016). A Course in Mathematical Statistics and Large Sample Theory. Springer.

  • Lehmann, E. L. and Casella, G. (1998). Theory of point estimation. Springer.

  • Lehmann, E. L. and Romano, J. P. (2005). Testing statistical hypotheses. Springer.

  • Lehmann, E. L. (1998). Elements of large-sample theory. Springer.

  • Shao, J. (2010). Mathematical statistics. Springer.

  • Anderson, T. W. (2003). An introduction to multivariate statistical analysis. Wiley.