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Can anybody recommend me a good book on Computational Statistics? I am new to this subject so I am not sure how to be more specific.

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    $\begingroup$ This is a broad question, can you be more specific towards what you are looking for? $\endgroup$ – Fraijo Nov 7 '13 at 20:54
  • $\begingroup$ What aspects of computational statistics? It's a very broad area. $\endgroup$ – Glen_b Nov 7 '13 at 21:32
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I've found Monahan's Numerical Methods of Statistics very valuable. I also have Computational Statistics by Givens and Hoeting, and Numerical Methods of Statistics by Lange, both of which are good. Statistical Computing with R by Rizzo is nice to have if you're wanting to do a lot of this stuff in R. I find myself jumping around a lot, and still doing a lot of reading outside for things like quadrature, matrix computations, and everything in Press et al.

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  • $\begingroup$ I like Statistical Computing with R as a very applied example based book. Highly recommended. $\endgroup$ – Glen Nov 8 '13 at 5:22
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This question is probably going to get closed for being off topic, but here's one:

Givens, GH and Hoeting, JA. Computational Statistics, 2nd ed. Wiley (2012)

You might also like The Elements of Statistical Learning (Hastie, Tibshirani, and Friedman; available online as PDF).

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  • $\begingroup$ Elements of Statistical Computing (R.A. Thisted, Chapman and Hall, 1988) is older, yet it contains interesting material, IMO. $\endgroup$ – chl Nov 9 '13 at 20:58

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