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.
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.
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).