I know this question has been asked many times but all the answers seem to suggest old books or otherwise do not seem updated. Also, most these questions do not really seem to cater to my particular interest.
I am a young PhD in mathematics (probability) looking to transition to applied statistics. I have read many "Hands-on this topic" books and have working knowledge of
R modules and libraries. However, I would like a reference on mathematical multivariate statistics where I would learn the theory behind many of these models. So, I am interested mostly on the theory and if the book has some "applications" that would be very nice. If I had to choose between the two, I'd prefer a reference with the theory. Some books I have read are:
All of Statistics by Larry Wasserman (2005). He has a bazillion typos, and he does not really prove any of his theorems (I understand that since this is a birds eye view of all of statistics).
In all likelihood by Yudi Pawitan (2001). I liked it somewhat but I felt he talks about too many properties that he does not really prove specially about the MLE which is quite bad since the book is all about MLE and likelihood.
Mathematical Statistics and Data Analysis by John A. Rice (1995). I like it a lot but this is univariate only. Ideally, I would love something like this multivariate and updated to more recent developments.
Introduction to Statistical Learning by James, Whittens, Hastie and Tibshirani (2013). This was an excellent intuition-only book with lots of
Rcode. I know of its predecessor ESL but somehow I did not like that one. It pretends to be a mathematical book but it intentionally omits proofs and it often used a lot of theory that was not precisely referenced so I am looking for reference.
I also started reading:
- Multivariate Analysis by Kardia, Kent, Bibby (1979). This is last one is almost exactly what I am looking for except this one feels old since it is already 42 years since originally published.
Also, all my references are 16 years old at the best and getting older.
If you have modern suggestions I would like to read them. If you otherwise think nothing modern fits the bill and have an older suggestion that will work, that would be fine too.