This book offers a modern approach to statistical inference with more information on ancillarity, invariance, Bayesian methods, pivots, Stein estimation, errors in variables, and inequalities. Many ideas are introduced in the context of data analysis rather than pure mathematics.
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Review: Statistical InferenceUser Review - Jake Losh - Goodreads
A great, comprehensive resource for all things statistical (excluding regression analysis; you can't do it all). Clear prose, though the examples could use some work. Not recommended for stats newbies. Read full review
Review: Statistical InferenceUser Review - Goodreads
Read this book because it is the text for our PhD Econometrics I course, also mainly because it is recommended by Professor D, so first comes his comments on the book. "The standard PhD level first ...