Computational Statistics (Statistics and Computing) - Softcover

From the reviews:

“This is a book that covers many of the computational issues that statisticians will encounter as part of their research and applied work. ... The writing in the book is quite clear and the author has done a good job providing the essence of each topic. ... Overall, I think this is an excellent book. ... This book will give a graduate student a good overview of the field. There are exercises provided for each chapter together with some solutions.” (Michael J. Evans, Mathematical Reviews, Issue 2011 b)

“This book is a superior treatment of the important subject of statistical computing. I strongly recommend this book to anyone who analyzes data using either a commercial statistical software package or statistical computer programs written by the user or someone else. Thus this book is important not only for data oriented statisticians but for econometricians, psychometricians, political methodologists and biometricians as well. ... All terms in this work including computing terms are clearly defined.” (Melvin Hinich, Technometrics, Vol. 53 (1), February, 2011)

“I greatly appreciated the author’s command of both numerical and statistical computing ... . The book also contains many exercises that substantiate the concepts, with solutions and hints in the appendix, an extensive bibliography, and a link to further literature and notes. The target readership includes undergraduates, postgraduates in statistics and allied fields such as computer science and mathematics, scientific research workers, and practitioners of statistics and numerical techniques. ... I strongly recommend it for all scientific libraries.” (Soubhik Chakraborty, ACM Computing Reviews, October, 2010)

“This book has a very large scope in that ... it covers the dual fields of computational statistics and of statistical computing. ... must-read for all students and researchers engaging into any kind of serious statistical programming. ... is well-written, in a lively and personal style. ... a reference book that should appear in the shortlist of any computational statistics/statistical computing graduate course as well as on the shelves of any researchers supporting his or her statistical practice with a significant dose of computing backup.”­­­ (Christian P. Robert, Statistical and Computation, Vol. 21, 2011)

Computational inference is based on an approach to statistical methods that uses modern computational power to simulate distributional properties of estimators and test statistics. This book describes computationally intensive statistical methods in a unified presentation, emphasizing techniques, such as the PDF decomposition, that arise in a wide range of methods.