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Can anyone suggest a nice book on advanced classical statistical inference? Thanks.

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  • $\begingroup$ I think this question is too broad. It depends on what sort of inference you are interested in. $\endgroup$
    – Erik
    May 26 '15 at 14:15
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    $\begingroup$ For this Q to stay open, you will need to narrow it down & differentiate it from the numerous existing statistics books recommendation threads. $\endgroup$ May 26 '15 at 14:45
  • $\begingroup$ I have read that question, but I have not found anything useful. $\endgroup$ May 26 '15 at 14:45
  • $\begingroup$ @stochazesthai, there is massive amounts of reference books listed and excellent answers by several members in the original question, you just mentioned in one broad stroke "I have not found anything useful", can you elaborate on that comment ? , may be you are looking for something else besides statistical inference? $\endgroup$
    – forecaster
    May 26 '15 at 14:59
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Maybe try Statistical Inference? In my experience this is the book which almost covers everything you need. My phd friend from statistics all use this book as reference.

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    $\begingroup$ We used this in our masters level statistical inference course. $\endgroup$
    – bdeonovic
    May 26 '15 at 15:23
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    $\begingroup$ @bdeonovic this book is indeed for phd students, but of course, for advanced phd, they need read more papers but not books. After all, this is only a reference book. $\endgroup$
    – JumpJump
    May 26 '15 at 16:33
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    $\begingroup$ I'm sorry I think I was a bit misleading; I wasn't trying to refute what you were saying, but rather agree with it. I'm a PhD student currently in Biostatistics. I got my masters at the same institution and we used this book. Its a great book and reference. $\endgroup$
    – bdeonovic
    May 26 '15 at 16:44
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    $\begingroup$ @bdeonovic my apologize as well. Anyway I just trying to recommend this great book! :) $\endgroup$
    – JumpJump
    May 26 '15 at 16:49

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