Luc's Library

Books on statistics

Last update: Mon Apr 15 11:08:58 EDT 2013

	Luc's library has now opened its web doors to all McGill University students. The library is in fact my office (room 300N, McConnell Engineering Building), and the books are a subset of my private collection. Any McGill student may borrow any book at any time!

D.F. Andrews P.J. Bickel F.R. Hampel P.J. Huber W.H. Rogers J.W. Tukey	Robust Estimates of Location Princeton University Press, Princeton, NJ, 1972.
B.C. Arnold E. Castillo J.M. Sarabia	Conditional Specification of Statistical Models Springer-Verlag, New York, 1999.
Zhidong Bai Jack W. Silverstein	Spectral Analysis of Large Dimensional Random Matrices Second Edition Springer-Verlag, New York, 2010.
Zhidong Bai Jack W. Silverstein	Spectral Analysis of Large Dimensional Random Matrices Second Edition Springer, New York, 2010.
N. Balakrishnan V.B. Nevzorov	A Primer on Statistical Distributions John Wiley, Hoboken, NJ, 2003.
N. Balakrishnan Chin-Diew Lai	Continuous Bivariate Distributions Second Edition Springer-Verlag, Dordrecht, 2010.
P. Barbe P. Bertail	The Weighted Bootstrap Springer-Verlag, New York, 1995.
Arpad Baricz	Generalized Bessel Functions of the First Kind Springer, Berlin, 2010.
M. Basseville I.V. Nikiforov	Detection of Abrupt Changes: Theory and Applications Prentice-Hall, Englewood Cliffs, NJ, 1993.
Alain Berlinet Christine Thomas-Agnan	Reproducing Kernel Hilbert Spaces in Probability and Statistics Kluwer Academic Publishers, Dordrecht, The Netherlands, 2004.
P. Berthet	Vitesses de recouvrement dans les lois fonctionnelles du logarithme itéré pour les incréments du processus empirique uniforme avec applications statistiques (thèse de doctorat) Université Paris VI, Paris, 1996.
Gérard Biau Jér\^ome Droniou Marc Herzlich	Mathématiques et statistique pour les sciences de la nature EDP Sciences, Les Ulis, France, 2010.
Peter Bloomfield	Fourier Analysis of Time Series John Wiley, New York, 2000.
W. Bryc	The Normal Distribution Springer-Verlag, New York, 1995.
Alexander Bulinski Alexey Shashkin	Limit Theorems for Associated Random Fields and Related Systems World Scientific, Singapore, 2007.
L. Le Cam	Asymptotic Methods in Statistical Decision Theory Springer-Verlag, New York, 1986.
J.R. Cash (ed.)	Stochastic Analysis with Applications to Mathematical Finance The Royal Society, University Press, Cambridge, 2004.
E. Castillo	Extreme Value Theory in Engineering Academic Press, New York, 1988.
M.-T. Chao P.E. Cheng (eds)	Proceedings of the 1990 Taipei Symposium in Statistics Academia Sinica, Taipei, Taiwan, 1991.
Charalambos A. Charalambides	Combinatorial Methods in Discrete Distributions Wiley-Interscience, Hoboken, NJ, 2005.
Yogendra P. Chaubey (ed.)	Recent Advances in Statistical Methods Imperial College Press, London, 2002.
M.-H. Chen J.G. Ibrahim Q.-M. Shao	Monte Carlo Methods in Bayesian Computation New York, 2000.
S. Chino	FORTRAN Programs in the Education of Statistics Institute of Statistical Mathematics, Tokyo, 1985.
R. Christensen	Data Distributions: A Statistical Handbook Entropy Limited, Lincoln, MA., 1984.
P.C. Consul	Generalized Poisson Distributions Marcel Dekker, New York, 1989.
M. Csörgö D.A. Dawson J.N.K. Rao A.K.Md.E. Saleh (eds)	Statistics and Related Topics North-Holland, Amsterdam, 1981.
R. B. D'Agostino M. A. Stephens	Goodness-of-fit Techniques Marcel Dekker, New York, 1986.
Anirban DasGupta	Probability for Statistics and Machine Learning: Fundamentals and Advanced Topics Springer, New York, 2011.
H.A. David	Order Statistics John Wiley, New York, 1970.
Jan De Caigny	Contributions to ther mpodeling and control of linear parameter-varying systems 2009.
Laurens de Haan Ana Ferreira	Extreme Value Theory: An Introduction Springer, New York, 2006.
Laurens de Haan Ana Ferreira	Extreme Value Theory: An Introduction Springer, New York, 2006.
Victor H. de le\Pe\~na Tze Leung Lai Qi-Man Shao	Self-Normalized Processes Springer, Berlin, 2010.
Amir Dembo Ofer Zeitouni	Large Deviations Techniques and Applications Jones and Bartlett Publishers, Boston, 1992.
Amir Dembo Ofer Zeitouni	Large Deviations Techniques and Applications (Second Edition) Springer-Verlag, New York, 1998.
L. Devroye B. Karasözen M. Kohler R. Korn (eds.)	Recent Developments in Applied Probability and Statistics Dedicated to the Memory of Jürgen Lehn Physica-Verlag, Berlin, 2010.
Y. Dodge (ed)	Statistical Data Analysis based on the L1 Norm and Related Methods North-Holland, Amsterdam, 1987.
J.J. Droesbeke B. Fichet P. Tassi (eds)	Analyse Statistique des Durées de Vie Economica, Paris, 1989.
M. Dror P. L'Ecuyer F. Szidarovszky (eds)	Modeling Uncertainty Kluwer Academic Publishers, Dordrecht, The Netherlands, 2002.
W.F. Eddy (ed)	Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface Springer-Verlag, New York, 1981.
Bradley Efron	Large-Scale Inference Cambridge University Press, Cambridge, UK, 2010.
Merran Evans Nicholas Hastings Brian Peacock	Statistical Distributions Third Edition New York, 2000.
B.S. Everitt D.J. Hand	Finite Mixture Distributions Chapman and Hall, London, 1981.
Warren J. Ewens Gregory R. Grant	Statistical Methods in Bioinformatics Springer-Verlag, New York, 2001.
K.T. Fang T.W. Anderson	Statistical Inference in Elliptically Contoured and Related Distributions Allerton Press, New York, 1990.
Shui Feng	The Poisson-Dirichlet Distribution and Related Topics: Models and Asymptotic Behaviors (Probability and Its Applications) Springer, Berlin, 2010.
T.S. Ferguson	Mathematical Statistics: A Decision Theoretic Approach Academic Press, New York, 1967.
D. Freedman	Statistical Models Theory and Practice Cambridge University Press, New York, 2005.
J.D. Gibbons	Nonparametric Statistical Inference (2nd ed) Marcel Dekker, New York, 1985.
J. Glaz J. Naus S. Wallenstein	Scan Statistics Springer-Verlag, New York, 2001.
Siegfried Graf Harald Luschgy	Foundations of Quantization for Probability Distributions Springer-Verlag, Berlin, 2000.
W. Grossmann G.C. Pflug W. Wertz (eds)	Probability and Statistical Inference D. Reidel Publishing, Dordrecht, Holland, 1982.
Laszlio Gyorfi Gyorgy Ottucsak Harro Walk	Machine Learning for Financial Engineering Imperial College Press, London, 2012.
J. Hájek Z. Sidák	Theory of Rank Tests Academic Press, New York, 1967.
P. Hall	The Bootstrap and Edgeworth Expansions Springer-Verlag, Berlin, 1992.
J.A. Hartigan	Clustering Algorithms John Wiley, New York, 1975.
T. Hastie R.J. Tibshirani	Generalized Additive Models Chapman and Hall, London, U.K., 1990.
T. Hastie R. Tibshirani J. Friedman	The Elements of Statistical Learning Springer-Verlag, New York, 2001.
Todd C. Headrick	Statistical Simulation: Power Method Polynomials and Other Transformations Chapman & Hall, 2009.
K. Hirano H. Kuboki S. Aki A. Kuribayashi	Figures of Probability Density Functions in Statistics I Institute of Statistical Mathematics, Tokyo, 1983.
K. Hirano H. Kuboki S. Aki A. Kuribayashi	Figures of Probability Density Functions in Statistics II Institute of Statistical Mathematics, Tokyo, 1984.
P.G. Hoel S.C. Port C.J. Stone	Introduction to Statistical Theory Houghton Mifflin, New York, 1971.
R.V. Hogg A.T. Craig	Introduction to Mathematical Statistics (4th ed) Macmillan, New York, 1978.
P. Huber	Robust Statistics John Wiley, New York, 1981.
I.A. Ibragimov R.Z. Has'minskii	Statistical Estimation: Asymptotic Theory Springer-Verlag, New York, 1981.
A.K. Jain R.C. Dubes	Algorithms for Clustering Data Prentice Hall, Englewood Cliffs, NJ, 1988.
M. Jambu M.O. Lebeaux	Cluster Analysis and Data Analysis North Holland, 1983.
Harry Joe	Multivariate Models and Multivariate Dependence Concepts Chapman and Hall, Boca Raton, FL, 1997.
M.E. Johnson	Multivariate Statistical Simulation John Wiley, New York, 1987.
N.L. Johnson S. Kotz	Distributions in Statistics: Discrete Distributions John Wiley, New York, 1969.
N.L. Johnson S. Kotz	Distributions in Statistics: Continuous Univeriate Distributions - 1 John Wiley, New York, 1970.
N.L. Johnson S. Kotz	Distributions in Statistics: Continuous Univariate Distributions - 2 John Wiley, New York, 1970.
N.L. Johnson S. Kotz	Distributions in Statistics: Continuous Multivariate Distributions John Wiley, New York, 1972.
N.L. Johnson S. Kotz	Urn Models and Their Application John Wiley, New York, 1977.
N.L. Johnson S. Kotz A.W. Kemp	Univariate Discrete Distributions (2nd ed) John Wiley, New York, 1992.
N.L. Johnson S. Kotz A.W. Kemp	Univariate Discrete Distributions (2nd ed) John Wiley, New York, 1993.
N.L. Johnson S. Kotz N. Balakrishnan	Continuous Univariate Distributions Vol. 1 (2ed) John Wiley, New York, 1994.
N.L. Johnson S. Kotz N. Balakrishnan	Continuous Univariate Distributions Vol. 2 (2ed) John Wiley, New York, 1995.
N.L. Johnson S. Kotz N. Balakrishnan	Discrete Multivariate Distributions John Wiley, New York, 1997.
N.L. Johnson S. Kotz N. Balakrishnan	Diuscrete Multivariate Distributions John Wiley, New York, 1997.
L. Kaufman P.J. Rousseeuw	Finding Groups in Data John Wiley, New York, 1990.
M. Kendall A. Stuart	The Advanced Theory of Statistics, Vol. 2 Charles Griffin, High Wycombe, England, 1975.
M. Kendall A. Stuart	The Advanced Theory of Statistics, Vol. 1 Macmillan, New York, 1977.
M. Kendall A. Stuart J.K. Ord	The Advanced Theory of Statistics, Vol. 3 Macmillan, New York, 1983.
W.S. Kendall F. Liang J.-S. Wang	Markov Chain Monte Carlo Innovations and Applications World Scientific, Singapore, 2005.
W.J. Kennedy J.E. Gentle	Statistical Computing Marcel Dekker, New York, 1980.
Marek Kimmel David E. Axelrod	Branching Processes in Biology Springer, New York, 2002.
S. Kotz N. Balakrishnan N.L. Johnson	Continuous Multivariate Distributions Volume 1: Models and Applications John Wiley, New York, 2000.
S. Kotz N. Balakrishnan N.L. Johnson	Continuous Multivariate Distributions Volume 1: Models and Applications John Wiley, New York, 2000.
S. Kotz T.J. Kozubowski K. Podgórski	The Laplace Distribution and Generalizations Birkhäuser, Boston, 2001.
Samuel Kotz Saralees Nadarajah	Extreme Value Distributions: Theory and Applications Imperial College Press, 2000.
Samuel Kotz Saralees Nadarajah	Multivariate t Distributions and their Applications Cambridge University Press, Cambridge, 2004.
Samuel Kotz Johan René van Dorp	Beyond Beta World Scientific, Singapore, 2004.
P.R. Krishnaiah (ed)	Multivariate Analysis V North-Holland, Amsterdam, 1980.
P.R. Krishnaiah L.N. Kanal (eds)	Handbook of Statistics 2 North-Holland, Amsterdam, 1982.
Louis Laurencelle	Hasard Nombreas Aléatoires et Méthode Monte Carlo Presses de l'Université du Québec, Sainte-Foy, Québec, 2001.
L. Lebart A. Morineau J.-P. Fénelon	Traitement des Données Statistiques Dunod, Paris, 1979.
Yves Lechevallier Gilbert Saporta	COMPSTAT 2010 Physica-Verlag, Berlin, 2010.
E.L. Lehmann	Nonparametrics: Statistical Methods Based on Ranks Holden Day, San Francisco, 1975.
E.L. Lehmann	Theory of Point Estimation Wiley, New York, 1983.
Faming Liang Chuanhai Liu Raymond J. Carroll	Advanced Markov Chain Monte Carlo Methods: Learning from Past Samples John Wiley, Padstow, UK, 2010.
B.W. Lindgren	Statistical Theory Macmillan, New York, 1976.
Jan-Frederik mai Matthias Scherer	Simulating Copulas Imperial College Press, Singapore, 2012.
E.B. Manoukian	Modern Concepts and Theorems of Mathematical Statistics Springer Verlag, New York, 1986.
David J. Marchette	Random Graphs for Statistical Pattern Recognition John Wiley, Hoboken, NJ, 2003.
K.V. Mardia J.T. Kent J.M. Bibby	Multivariate Analysis Academic Press, New York, 1979.
J.S. Maritz	Distribution-Free Statistical Methods Chapman and Hall, 1984.
A.W. Marshall I. Olkin	Life Distributions: Structure of Nonparametric, Semiparametric and Parametric Families Springer, New York, 2007.
A.W. Marshall I. Olkin	Life Distributions: Structure of Nonparametric, Semiparametric and Parametric Families Springer, New York, 2007.
Pascal Massart	Concentration Inequalities and Model Selection: Ecole d'Eté de Probabilités de Saint-Flour XXXIII---2003 Springer-Verlag, Berlin, 2007.
Geoffrey McLachlan David Peel	Finite Mixture Models John Wiley, New York, 2000.
G.J. McLachlan K.E. Basford	Mixture Models. Inference and Applications to Clustering Marcel Dekker, New York, 1987.
G.J. McLachlan	Discriminant Analysis and Statistical Pattern Recognition John Wiley, New York, 1992.
Mark M. Meerschaert Hans-Peter Scheffler	Limit Distributions for Sums of Independent Random Variables: Heavy Tails in Theory and Practice John Wiley, New York, 2001.
Mark M. Meerschaert Hans-Peter Scheffler	Limit Distributions for Sums of Independent Random Variables: Heavy Tails in Theory and Practice John Wiley, New York, 2001.
W. Molenaar	Approximations to the Poisson, Binomial and Hypergeometric Distribution Functions Mathematisch Centrum, Amsterdam, The Netherlands, 1973.
R.H. Myers	Classical and Modern Regression with Applications PWS-KENT Publishing, Boston, 1990.
R.H. Myers D.C. Montgomery	Response Surface Methodology: Process and Product Optimization Using Designed Experiments John Wiley, New York, 1995.
R.B. Nelsen	An Introduction to Copulas Springer-Verlag, Berlin, 1999.
Roger B. Nelsen	An Introduction to Copulas Springer-Verlag, Berlin, 2006.
Kai Wang Ng Guo-Liang Tian Man-Lai Tang	Dirichlet and Related Distributions Wiley, Chichester, UK, 2011.
Ya. Nikitin	Asymptotic Efficiency of Nonparametric Tests Cambridge University Press, Cambridge, 1995.
J.K. Ord	Families of Frequency Distributions Griffin, London, 1972.
J.K. Patel C.H. Kapadia D.B. Owen	Handbook of Statistical Distributions Marcel Dekker, New York, 1976.
G.P. Patil M.T. Boswell S.W. Joshi M.V. Ratnaparkhi	Dictionary and Classified Bibliography of Statistical Distributions in Scientific Work, Volume 1: Discrete Models International Co-operative Publishing House, Fairland, MD, 1984.
G.P. Patil M.T. Boswell M.V. Ratnaparkhi	Dictionary and Classified Bibliography of Statistical Distributions in Scientific Work, Volume 2: Continuous Univariate Models International Co-operative Publishing House, Fairland, MD, 1984.
V.H. de la Pena E. Giné	Decoupling Springer-Verlag, Berlin, 1999.
J. Pfanzagl	Parametric Statistical Theory Walter de Gruyter, Berlin, 1994.
E.J.G. Pitman	Some Basic Theory for Statistical Inference Chapman and Hall, London, 1979.
M.L. Puri J. Perez Villaplana W. Wertz (eds)	New Perspectives in Theoretical and Applied Statistics John Wiley, New York, 1987.
J.O. Ramsay B.W. Silverman	Functional Data Analysis Springer-Verlag, New York, 1997.
C.R. Rao	Linear Statistical Inference and its Applications John Wiley, New York, 1973.
J. Rissanen	Sochastic Complexity in Statistical Inquiry World Books, Singapore, 1989.
J.P. Romano A.F. Siegel	Counterexamples in Probability and Statistics Wadsworth and Brooks, Belmont, CA, 1986.
G. Roussas	A First Course in Mathematical Statistics Addison-Wesley, Reading, MA, 1973.
Thomas Schickinger Angelika Steger	Diskrete Strukturen: Band 2: Wahrscheinlichkeitstheorie und Statistik Springer, Berlin, 2001.
René L. Schilling Ronming Song Zoran Vondracek	Bernstein Functions Theory and Applications de Gruyter, Berlin, 2010.
René L. Schilling Ronming Song Zoran Vondracek	Bernstein Functions Theory and Applications de Gruyter, Berlin, 2010.
Werner Schindler	Measures with Symmetry Properties Springer-Verlag, Berlin, 2003.
L. Schmetterer	Introduction to Mathematical Statistics Springer-Verlag, Berlin, 1974.
R.J. Serfling	Approximation Theorems of Mathematical Statistics John Wiley, New York, 1980.
G.R. Shorack J.A. Wellner	Empirical Processes with Applications to Statistics SIAM, Philadelphia, 2009.
Y.L. Tong (ed)	Inequalities in Statistics and Probability Institute of Mathematical Statistics, Hayward, CA, 1984.
M.D. Troutt W.-K. Pang S.-H. Hou	Vertical Density Representation and its Applications World Scientific, Singapore, 2004.
A.W. van der Vaart	Asymptotic Statistics Cambridge University Press, Cambridge. UK, 1998.
A.W. van der Vaart	Asymptotic Statistics Cambridge University Press, Cambridge. UK, 1998.
Santosh S. Vempala	The Random Projection Method American Mathematical Society, Providence, RI, 2004.
E.J. Wegman D.T. Gantz J.J. Miller (eds)	Computing Science and Statistics Proceedings of the 20th Symposium on the Interface American Statistical Association, Alexandria, VA, 1988.

Contact

Luc Devroye
School of Computer Science
McGill University
Montreal, Canada H3A 2K6
lucdevroye@gmail.com
http://cg.scs.carleton.ca/~luc