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 - Fleur_de_soie - 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 ... Read full review
Review: Statistical InferenceUser Review - Cristina - Goodreads
I like how theorems and corollaries are presented, but I'm not crazy about the lack of proofs and some of the examples. This isn't a book from which I could very easily self-teach myself statistics ... Read full review