Books on statistics

Last update: Thu Mar 2 10:57:28 EST 2017


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 [Google]
Princeton University Press, Princeton, NJ, 1972.

B.C. Arnold
E. Castillo
J.-M. Sarabia

Conditionally Specified Distributions [Google]
Springer-Verlag, 1992.

B.C. Arnold
E. Castillo
J.M. Sarabia

Conditional Specification of Statistical Models [Google]
Springer-Verlag, New York, 1999.

Zhidong Bai
Jack W. Silverstein

Spectral Analysis of Large Dimensional Random Matrices Second Edition [Google]
Springer-Verlag, New York, 2010.

Zhidong Bai
Jack W. Silverstein

Spectral Analysis of Large Dimensional Random Matrices Second Edition [Google]
Springer, New York, 2010.

N. Balakrishnan
V.B. Nevzorov

A Primer on Statistical Distributions [Google]
John Wiley, Hoboken, NJ, 2003.

N. Balakrishnan
Chin-Diew Lai

Continuous Bivariate Distributions Second Edition [Google]
Springer-Verlag, Dordrecht, 2010.

P. Barbe
P. Bertail

The Weighted Bootstrap [Google]
Springer-Verlag, New York, 1995.

Arpad Baricz

Generalized Bessel Functions of the First Kind [Google]
Springer, Berlin, 2010.

M. Basseville
I.V. Nikiforov

Detection of Abrupt Changes: Theory and Applications [Google]
Prentice-Hall, Englewood Cliffs, NJ, 1993.

Alain Berlinet
Christine Thomas-Agnan

Reproducing Kernel Hilbert Spaces in Probability and Statistics [Google]
Kluwer Academic Publishers, Dordrecht, The Netherlands, 2004.

Michael W. Berry
Murray Browne (eds)

Lecture Notes in Data Mining [Google]
Singapore, 2006.

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) [Google]
Université Paris VI, Paris, 1996.

Gérard Biau
Jér\^ome Droniou
Marc Herzlich

Mathématiques et statistique pour les sciences de la nature [Google]
EDP Sciences, Les Ulis, France, 2010.

Peter Bloomfield

Fourier Analysis of Time Series [Google]
John Wiley, New York, 2000.

Lennart Bondesson

Generalized Gamma Convolutions and Related Classes of Distributions and Densities [Google]
Springer-Verlag, New York, 1992.

Ulisses M. Braga-Neto
Edward R. Dougherty

Error Estimation for Pattern Recognition [Google]
IEEE Press and Wiley, Piscataway, NJ, 2015.

W. Bryc

The Normal Distribution [Google]
Springer-Verlag, New York, 1995.

Alexander Bulinski
Alexey Shashkin

Limit Theorems for Associated Random Fields and Related Systems [Google]
World Scientific, Singapore, 2007.

L. Le Cam

Asymptotic Methods in Statistical Decision Theory [Google]
Springer-Verlag, New York, 1986.

J.R. Cash (ed.)

Stochastic Analysis with Applications to Mathematical Finance [Google]
The Royal Society, University Press, Cambridge, 2004.

E. Castillo

Extreme Value Theory in Engineering [Google]
Academic Press, New York, 1988.

M.-T. Chao
P.E. Cheng (eds)

Proceedings of the 1990 Taipei Symposium in Statistics [Google]
Academia Sinica, Taipei, Taiwan, 1991.

Charalambos A. Charalambides

Combinatorial Methods in Discrete Distributions [Google]
Wiley-Interscience, Hoboken, NJ, 2005.

Yogendra P. Chaubey (ed.)

Recent Advances in Statistical Methods [Google]
Imperial College Press, London, 2002.

M.-H. Chen
J.G. Ibrahim
Q.-M. Shao

Monte Carlo Methods in Bayesian Computation [Google]
New York, 2000.

S. Chino

FORTRAN Programs in the Education of Statistics [Google]
Institute of Statistical Mathematics, Tokyo, 1985.

R. Christensen

Data Distributions: A Statistical Handbook [Google]
Entropy Limited, Lincoln, MA., 1984.

P.C. Consul

Generalized Poisson Distributions [Google]
Marcel Dekker, New York, 1989.

M. Csörgö
D.A. Dawson
J.N.K. Rao
A.K.Md.E. Saleh (eds)

Statistics and Related Topics [Google]
North-Holland, Amsterdam, 1981.

R. B. D'Agostino
M. A. Stephens

Goodness-of-fit Techniques [Google]
Marcel Dekker, New York, 1986.

Anirban DasGupta

Probability for Statistics and Machine Learning: Fundamentals and Advanced Topics [Google]
Springer, New York, 2011.

H.A. David

Order Statistics [Google]
John Wiley, New York, 1970.

Jan De Caigny

Contributions to ther mpodeling and control of linear parameter-varying systems [Google]
2009.

Laurens de Haan
Ana Ferreira

Extreme Value Theory: An Introduction [Google]
Springer, New York, 2006.

Laurens de Haan
Ana Ferreira

Extreme Value Theory: An Introduction [Google]
Springer, New York, 2006.

Victor H. de le\Pe\~na
Tze Leung Lai
Qi-Man Shao

Self-Normalized Processes [Google]
Springer, Berlin, 2010.

Amir Dembo
Ofer Zeitouni

Large Deviations Techniques and Applications [Google]
Jones and Bartlett Publishers, Boston, 1992.

Amir Dembo
Ofer Zeitouni

Large Deviations Techniques and Applications (Second Edition) [Google]
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 [Google]
Physica-Verlag, Berlin, 2010.

Y. Dodge (ed)

Statistical Data Analysis based on the L1 Norm and Related Methods [Google]
North-Holland, Amsterdam, 1987.

J.J. Droesbeke
B. Fichet
P. Tassi (eds)

Analyse Statistique des Durées de Vie [Google]
Economica, Paris, 1989.

M. Dror
P. L'Ecuyer
F. Szidarovszky (eds)

Modeling Uncertainty [Google]
Kluwer Academic Publishers, Dordrecht, The Netherlands, 2002.

W.F. Eddy (ed)

Computer Science and Statistics: Proceedings of the 13th Symposium on the Interface [Google]
Springer-Verlag, New York, 1981.

Bradley Efron

Large-Scale Inference [Google]
Cambridge University Press, Cambridge, UK, 2010.

Merran Evans
Nicholas Hastings
Brian Peacock

Statistical Distributions Third Edition [Google]
New York, 2000.

B.S. Everitt
D.J. Hand

Finite Mixture Distributions [Google]
Chapman and Hall, London, 1981.

Warren J. Ewens
Gregory R. Grant

Statistical Methods in Bioinformatics [Google]
Springer-Verlag, New York, 2001.

K.T. Fang
T.W. Anderson

Statistical Inference in Elliptically Contoured and Related Distributions [Google]
Allerton Press, New York, 1990.

Shui Feng

The Poisson-Dirichlet Distribution and Related Topics: Models and Asymptotic Behaviors (Probability and Its Applications) [Google]
Springer, Berlin, 2010.

T.S. Ferguson

Mathematical Statistics: A Decision Theoretic Approach [Google]
Academic Press, New York, 1967.

Paola Gloria Ferrario

Local variance Estimation for Uncensored and Censored Observations [Google]
Springer Vieweg, Stuttgart, 2012.

D. Freedman

Statistical Models Theory and Practice [Google]
Cambridge University Press, New York, 2005.

J.D. Gibbons

Nonparametric Statistical Inference (2nd ed) [Google]
Marcel Dekker, New York, 1985.

J. Glaz
J. Naus
S. Wallenstein

Scan Statistics [Google]
Springer-Verlag, New York, 2001.

Siegfried Graf
Harald Luschgy

Foundations of Quantization for Probability Distributions [Google]
Springer-Verlag, Berlin, 2000.

W. Grossmann
G.C. Pflug
W. Wertz (eds)

Probability and Statistical Inference [Google]
D. Reidel Publishing, Dordrecht, Holland, 1982.

Laszlio Gyorfi
Gyorgy Ottucsak
Harro Walk

Machine Learning for Financial Engineering [Google]
Imperial College Press, London, 2012.

J. Hájek
Z. Sidák

Theory of Rank Tests [Google]
Academic Press, New York, 1967.

P. Hall

The Bootstrap and Edgeworth Expansions [Google]
Springer-Verlag, Berlin, 1992.

J.A. Hartigan

Clustering Algorithms [Google]
John Wiley, New York, 1975.

T. Hastie
R.J. Tibshirani

Generalized Additive Models [Google]
Chapman and Hall, London, U.K., 1990.

T. Hastie
R. Tibshirani
J. Friedman

The Elements of Statistical Learning [Google]
Springer-Verlag, New York, 2001.

Todd C. Headrick

Statistical Simulation: Power Method Polynomials and Other Transformations [Google]
Chapman & Hall, 2009.

K. Hirano
H. Kuboki
S. Aki
A. Kuribayashi

Figures of Probability Density Functions in Statistics I [Google]
Institute of Statistical Mathematics, Tokyo, 1983.

K. Hirano
H. Kuboki
S. Aki
A. Kuribayashi

Figures of Probability Density Functions in Statistics II [Google]
Institute of Statistical Mathematics, Tokyo, 1984.

P.G. Hoel
S.C. Port
C.J. Stone

Introduction to Statistical Theory [Google]
Houghton Mifflin, New York, 1971.

R.V. Hogg
A.T. Craig

Introduction to Mathematical Statistics (4th ed) [Google]
Macmillan, New York, 1978.

P. Huber

Robust Statistics [Google]
John Wiley, New York, 1981.

I.A. Ibragimov
R.Z. Has'minskii

Statistical Estimation: Asymptotic Theory [Google]
Springer-Verlag, New York, 1981.

A.K. Jain
R.C. Dubes

Algorithms for Clustering Data [Google]
Prentice Hall, Englewood Cliffs, NJ, 1988.

M. Jambu
M.O. Lebeaux

Cluster Analysis and Data Analysis [Google]
North Holland, 1983.

Harry Joe

Multivariate Models and Multivariate Dependence Concepts [Google]
Chapman and Hall, Boca Raton, FL, 1997.

Harry Joe

Depedence Modeling with Copulas [Google]
CRC Press, Boca Raton, FL, 2015.

M.E. Johnson

Multivariate Statistical Simulation [Google]
John Wiley, New York, 1987.

N.L. Johnson
S. Kotz

Distributions in Statistics: Discrete Distributions [Google]
John Wiley, New York, 1969.

N.L. Johnson
S. Kotz

Distributions in Statistics: Continuous Univeriate Distributions - 1 [Google]
John Wiley, New York, 1970.

N.L. Johnson
S. Kotz

Distributions in Statistics: Continuous Univariate Distributions - 2 [Google]
John Wiley, New York, 1970.

N.L. Johnson
S. Kotz

Distributions in Statistics: Continuous Multivariate Distributions [Google]
John Wiley, New York, 1972.

N.L. Johnson
S. Kotz

Urn Models and Their Application [Google]
John Wiley, New York, 1977.

N.L. Johnson
S. Kotz
A.W. Kemp

Univariate Discrete Distributions (2nd ed) [Google]
John Wiley, New York, 1992.

N.L. Johnson
S. Kotz
A.W. Kemp

Univariate Discrete Distributions (2nd ed) [Google]
John Wiley, New York, 1993.

N.L. Johnson
S. Kotz
N. Balakrishnan

Continuous Univariate Distributions Vol. 1 (2ed) [Google]
John Wiley, New York, 1994.

N.L. Johnson
S. Kotz
N. Balakrishnan

Continuous Univariate Distributions Vol. 2 (2ed) [Google]
John Wiley, New York, 1995.

N.L. Johnson
S. Kotz
N. Balakrishnan

Discrete Multivariate Distributions [Google]
John Wiley, New York, 1997.

N.L. Johnson
S. Kotz
N. Balakrishnan

Diuscrete Multivariate Distributions [Google]
John Wiley, New York, 1997.

L. Kaufman
P.J. Rousseeuw

Finding Groups in Data [Google]
John Wiley, New York, 1990.

Frank Kelly
Elena Yudovina

Stochastic Networks [Google]
Cambridge University Press, Cambridge, UK, 2014.

M. Kendall
A. Stuart

The Advanced Theory of Statistics, Vol. 2 [Google]
Charles Griffin, High Wycombe, England, 1975.

M. Kendall
A. Stuart

The Advanced Theory of Statistics, Vol. 1 [Google]
Macmillan, New York, 1977.

M. Kendall
A. Stuart
J.K. Ord

The Advanced Theory of Statistics, Vol. 3 [Google]
Macmillan, New York, 1983.

W.S. Kendall
F. Liang
J.-S. Wang

Markov Chain Monte Carlo Innovations and Applications [Google]
World Scientific, Singapore, 2005.

W.J. Kennedy
J.E. Gentle

Statistical Computing [Google]
Marcel Dekker, New York, 1980.

Marek Kimmel
David E. Axelrod

Branching Processes in Biology [Google]
Springer, New York, 2002.

Thierry Klein

Theoreme Central Limite, Inegalites de Concentration et Principes de Grandes Deviations [Google]
Institut Mathematique de Toulouse, Universite Paul Sabatier, Toulouse, France, 2016.

S. Kotz
N. Balakrishnan
N.L. Johnson

Continuous Multivariate Distributions Volume 1: Models and Applications [Google]
John Wiley, New York, 2000.

S. Kotz
N. Balakrishnan
N.L. Johnson

Continuous Multivariate Distributions Volume 1: Models and Applications [Google]
John Wiley, New York, 2000.

S. Kotz
T.J. Kozubowski
K. Podgórski

The Laplace Distribution and Generalizations [Google]
Birkhäuser, Boston, 2001.

Samuel Kotz
Saralees Nadarajah

Extreme Value Distributions: Theory and Applications [Google]
Imperial College Press, 2000.

Samuel Kotz
Saralees Nadarajah

Multivariate t Distributions and their Applications [Google]
Cambridge University Press, Cambridge, 2004.

Samuel Kotz
Johan René van Dorp

Beyond Beta [Google]
World Scientific, Singapore, 2004.

P.R. Krishnaiah (ed)

Multivariate Analysis V [Google]
North-Holland, Amsterdam, 1980.

P.R. Krishnaiah
L.N. Kanal (eds)

Handbook of Statistics 2 [Google]
North-Holland, Amsterdam, 1982.

Solomon Kullback

Information Theory and Statistics [Google]
Dover Publications, Minneola, New York, 1957.

Louis Laurencelle

Hasard Nombreas Aléatoires et Méthode Monte Carlo [Google]
Presses de l'Université du Québec, Sainte-Foy, Québec, 2001.

L. Lebart
A. Morineau
J.-P. Fénelon

Traitement des Données Statistiques [Google]
Dunod, Paris, 1979.

Yves Lechevallier
Gilbert Saporta

COMPSTAT 2010 [Google]
Physica-Verlag, Berlin, 2010.

E.L. Lehmann

Nonparametrics: Statistical Methods Based on Ranks [Google]
Holden Day, San Francisco, 1975.

E.L. Lehmann

Theory of Point Estimation [Google]
Wiley, New York, 1983.

Faming Liang
Chuanhai Liu
Raymond J. Carroll

Advanced Markov Chain Monte Carlo Methods: Learning from Past Samples [Google]
John Wiley, Padstow, UK, 2010.

B.W. Lindgren

Statistical Theory [Google]
Macmillan, New York, 1976.

Jan-Frederik Mai
Matthias Scherer

Simulating Copulas [Google]
Imperial College Press, Singapore, 2012.

E.B. Manoukian

Modern Concepts and Theorems of Mathematical Statistics [Google]
Springer Verlag, New York, 1986.

David J. Marchette

Random Graphs for Statistical Pattern Recognition [Google]
John Wiley, Hoboken, NJ, 2003.

K.V. Mardia
J.T. Kent
J.M. Bibby

Multivariate Analysis [Google]
Academic Press, New York, 1979.

J.S. Maritz

Distribution-Free Statistical Methods [Google]
Chapman and Hall, 1984.

A.W. Marshall
I. Olkin

Life Distributions: Structure of Nonparametric, Semiparametric and Parametric Families [Google]
Springer, New York, 2007.

A.W. Marshall
I. Olkin

Life Distributions: Structure of Nonparametric, Semiparametric and Parametric Families [Google]
Springer, New York, 2007.

Pascal Massart

Concentration Inequalities and Model Selection: Ecole d'Eté de Probabilités de Saint-Flour XXXIII---2003 [Google]
Springer-Verlag, Berlin, 2007.

Geoffrey McLachlan
David Peel

Finite Mixture Models [Google]
John Wiley, New York, 2000.

G.J. McLachlan
K.E. Basford

Mixture Models. Inference and Applications to Clustering [Google]
Marcel Dekker, New York, 1987.

G.J. McLachlan

Discriminant Analysis and Statistical Pattern Recognition [Google]
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 [Google]
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 [Google]
John Wiley, New York, 2001.

W. Molenaar

Approximations to the Poisson, Binomial and Hypergeometric Distribution Functions [Google]
Mathematisch Centrum, Amsterdam, The Netherlands, 1973.

R.H. Myers

Classical and Modern Regression with Applications [Google]
PWS-KENT Publishing, Boston, 1990.

R.H. Myers
D.C. Montgomery

Response Surface Methodology: Process and Product Optimization Using Designed Experiments [Google]
John Wiley, New York, 1995.

R.B. Nelsen

An Introduction to Copulas [Google]
Springer-Verlag, Berlin, 1999.

Roger B. Nelsen

An Introduction to Copulas [Google]
Springer-Verlag, Berlin, 2006.

Kai Wang Ng
Guo-Liang Tian
Man-Lai Tang

Dirichlet and Related Distributions [Google]
Wiley, Chichester, UK, 2011.

Ya. Nikitin

Asymptotic Efficiency of Nonparametric Tests [Google]
Cambridge University Press, Cambridge, 1995.

J.K. Ord

Families of Frequency Distributions [Google]
Griffin, London, 1972.

J.K. Patel
C.H. Kapadia
D.B. Owen

Handbook of Statistical Distributions [Google]
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 [Google]
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 [Google]
International Co-operative Publishing House, Fairland, MD, 1984.

V.H. de la Pena
E. Giné

Decoupling [Google]
Springer-Verlag, Berlin, 1999.

Dénes Petz

Quantum Information Theory and Quantum Statistics [Google]
Springer, Berlin / Heidelberg, 2008.

J. Pfanzagl

Parametric Statistical Theory [Google]
Walter de Gruyter, Berlin, 1994.

E.J.G. Pitman

Some Basic Theory for Statistical Inference [Google]
Chapman and Hall, London, 1979.

M.L. Puri
J. Perez Villaplana
W. Wertz (eds)

New Perspectives in Theoretical and Applied Statistics [Google]
John Wiley, New York, 1987.

J.O. Ramsay
B.W. Silverman

Functional Data Analysis [Google]
Springer-Verlag, New York, 1997.

C.R. Rao

Linear Statistical Inference and its Applications [Google]
John Wiley, New York, 1973.

J. Rissanen

Sochastic Complexity in Statistical Inquiry [Google]
World Books, Singapore, 1989.

J.P. Romano
A.F. Siegel

Counterexamples in Probability and Statistics [Google]
Wadsworth and Brooks, Belmont, CA, 1986.

G. Roussas

A First Course in Mathematical Statistics [Google]
Addison-Wesley, Reading, MA, 1973.

Thomas Schickinger
Angelika Steger

Diskrete Strukturen: Band 2: Wahrscheinlichkeitstheorie und Statistik [Google]
Springer, Berlin, 2001.

René L. Schilling
Ronming Song
Zoran Vondracek

Bernstein Functions Theory and Applications [Google]
de Gruyter, Berlin, 2010.

René L. Schilling
Ronming Song
Zoran Vondracek

Bernstein Functions Theory and Applications [Google]
de Gruyter, Berlin, 2010.

Werner Schindler

Measures with Symmetry Properties [Google]
Springer-Verlag, Berlin, 2003.

L. Schmetterer

Introduction to Mathematical Statistics [Google]
Springer-Verlag, Berlin, 1974.

R.J. Serfling

Approximation Theorems of Mathematical Statistics [Google]
John Wiley, New York, 1980.

G.R. Shorack
J.A. Wellner

Empirical Processes with Applications to Statistics [Google]
SIAM, Philadelphia, 2009.

Y.L. Tong (ed)

Inequalities in Statistics and Probability [Google]
Institute of Mathematical Statistics, Hayward, CA, 1984.

M.D. Troutt
W.-K. Pang
S.-H. Hou

Vertical Density Representation and its Applications [Google]
World Scientific, Singapore, 2004.

A.W. van der Vaart

Asymptotic Statistics [Google]
Cambridge University Press, Cambridge. UK, 1998.

A.W. van der Vaart

Asymptotic Statistics [Google]
Cambridge University Press, Cambridge. UK, 1998.

Santosh S. Vempala

The Random Projection Method [Google]
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 [Google]
American Statistical Association, Alexandria, VA, 1988.

S.J. Yakowitz

Computational Probability and Simulation [Google]
Addison-Wesley, Reading, MA, 1977.



Contact

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