References and Further Reading

The standard reference for almost any topic in statistics is the multi-volume Advanced Theory of Statistics by Kendall and Stuart.

  • Maurice Kendall, Alan Stuart, and J. Keith Ord., The Advanced Theory of Statistics (multiple volumes), reprinted as Kendall’s Advanced Theory of Statistics, Wiley, ISBN 047023380X.

Many statistical concepts can be more easily understood by a Bayesian approach. The following book by Gelman, Carlin, Stern and Rubin gives a comprehensive coverage of the subject.

  • Andrew Gelman, John B. Carlin, Hal S. Stern, Donald B. Rubin. Bayesian Data Analysis. Chapman & Hall, ISBN 0412039915.

For physicists the Particle Data Group provides useful reviews of Probability and Statistics in the “Mathematical Tools” section of its Annual Review of Particle Physics.

  • Review of Particle Properties R.M. Barnett et al., Physical Review D54, 1 (1996) http://pdg.lbl.gov/.

The Review of Particle Physics is available online in postscript and pdf format.

The following papers describe robust scale estimation,

  • C. Croux and P. J. Rousseeuw, Time-Efficient algorithms for two highly robust estimators of scale, Comp. Stat., Physica, Heidelberg, 1992.

  • P. J. Rousseeuw and C. Croux, Explicit scale estimators with high breakdown point, L1-Statistical Analysis and Related Methods, pp. 77-92, 1992.