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I would like to know which are your favourite books on General and Advanced Statistical Data Analysis and Modeling.

In particular, I would like to know which books you consider the must-have for an applied statistician, like "Econometric Analysis" (Greene) and "Econometric Analysis of Cross Section and Panel Data" (Woolridge) are for econometricians.

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closed as too broad by Tim, Xi'an, Nick Cox, kjetil b halvorsen, Scortchi Mar 31 '15 at 9:44

Please edit the question to limit it to a specific problem with enough detail to identify an adequate answer. Avoid asking multiple distinct questions at once. See the How to Ask page for help clarifying this question. If this question can be reworded to fit the rules in the help center, please edit the question.

  • $\begingroup$ What do you mean by advanced? $\endgroup$ – Tim Mar 31 '15 at 7:21
  • $\begingroup$ I mean: advanced $\neq$ introductory. $\endgroup$ – stochazesthai Mar 31 '15 at 7:27
  • $\begingroup$ So it could be any specialised statistical handbook? $\endgroup$ – Tim Mar 31 '15 at 7:29
  • $\begingroup$ Yes, for example if you can suggest a book on survival analysis, it would be really appreciated! $\endgroup$ – stochazesthai Mar 31 '15 at 7:38
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    $\begingroup$ This makes possibly any non-introductory book meet the criteria (in Amazon there is $\approx 5000$ books on query "advanced statistics"). You should make it more specific e.g. "books on survival analysis". I vote o close this as too broad. $\endgroup$ – Tim Mar 31 '15 at 9:14
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These are no-brainers:

Perhaps someone could recommend the default answer for statistical books on multivariate data analysis?

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The book on Bayesian data analysis:

The Bayesian Choice by Christian Robert. http://www.springer.com/gp/book/9780387952314

While the book on machine learning and big data would be, as Tommy L said:

Elements of statistical learning by Hastie, Tibshirani and Friedman. http://statweb.stanford.edu/~tibs/ElemStatLearn/

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