在论坛找到过不少书籍， 现在作为回馈， 全部免费。 不敢说最全， 但比较全了， 如果你们有需要的书不在里面， 我也可以帮忙找在免费传上来。

数理统计是基础， 强烈推荐statistical inference 习题量大，还有部分习题答案。上传书包括从基础到高等数理统计

书单：
Introduction to Mathematical Statistics Sixth Edition and Solutions
Solution Manual to Introduction to Mathematical Statistics  6ed
Mathematical Statistics Jun Shao
Mathematical Statistics  Exercises and Solutions
Statistical Inference Casella-Berger
Solutions to Statistical Inference
Statistical Models
Quasi-Likelihood And Its Application  Heyde
Theory of Point Estimation
Testing Statistical Hypotheses



Large Sample Theory：
A Course in Large Sample Theory  Ferguson
Asymptotic Statistics A.W. VAN DER VAART
Elements of Large-Sample Theory
Large Sample Techniques for Statistics




接下来就是应用统计。
应用统计最基础的就是回归模型：

线性模型书单：
Applied Linear Regression  Weisberg
Applied Linear Statistical Models
Applied Regression Analysis   Draper and Smith
Linear Models in Statistics  Rencher and Schaalje
Linear Models with R - Julian J. Faraway
Regression Analysis by Example - 4th edition
Regression Modeling Strategies Frank E. Harrell
The Linear Model and Hypothesis  A General Unifying Theory




线性统计模型学完后， 紧接着就是 广义线性模型GLM， 比如logistic regression 等等。
书单：
An Introduction to Generalized Linear Models   Dobson
Categorical Data Analysis Agresti
Extending the Linear Model with R
Generalized Linear Models  Nelder
Introduction to Categorical Data Analysis
Linear and Generalized Linear Mixed Models and Their Applications
Linear Models and Generalizations   C. Radhakrishna Rao
Multivariate Statistical Modelling Based on Generalized Linear Models





贝叶斯统计：贝叶斯思想是必须的了解的。
书单：
A First Course in Bayesian Statistical Methods
Bayesian Data Analysis   Gelman
Doing Bayesian Data Analysis
Introduction to Bayesian Statistics  Bolstad
The Bayesian Choice  From Decision-Theoretic Foundations to Computational Implementation
The BUGS Book  A Practical Introduction to Bayesian Analysis



计算统计：一些常用的方法，如 bootstrap MCMC 一定的了解。
书单：
An Introduction to the Bootstrap  Efron
Computational Statistics Givens Hoeting
Errata for Computational Statistics
Monte Carlo Statistical Methods
Monte Carlo Strategies in Scientific Computing




多元统计也是比较传统的统计，Modern Multivariate Statistical Techniques 和 Analysis of Multivariate and High-Dimensional Data 的内容比较新一点。

书单：An Introduction to Applied Multivariate Analysis with R
An Introduction to Multivariate Statistical Analysis
Analysis of Multivariate and High-Dimensional Data-Cambridge University Press
Applied Multivariate Statistical Analysis 6th_Edition Johnson
Applied Multivariate Statistical Analysis
Modern Multivariate Statistical Techniques



时间序列书单：
A Course in Time Series Analysis
Analysis of Financial Time Series  Ruey S. Tsay
Introduction to Time Series and Forecasting Brockwell&Davis
Time Series Theory and Methods   Brockwell＆Davis
Time Series Analysis with Applications in R (2ed) Jonathan D. Cryer
Solutions Time Series Analysis  Jonathan D. Cryer
Time Series Analysis and Its Applications  with R  Robert H. Shumway, David S. Stoffer



空间统计跟时间序列有些像， 还有时空过程。
书单：
Applied Spatial Data Analysis with R
Hierarchical Modeling and Analysis for Spatial Data
Model-based Geostatistics
Spatial Econometrics  Methods and Models
Statistical Methods for Spatial Data Analysis
Statistics for Spatio-Temporal Data



非参数统计：All of Nonparametric Statistics Larry Wasserman
Applied Nonparametric Regressions
Introduction to Nonparametric Estimation
Nonparametric and Semiparametric Models
Nonparametric Statistical Inference
Nonparametric Statistical Methods   Hollander
Nonparametric Statistics for Applied Research  Jared A. Linebach, Brian P. Tesch
Nonparametric Statistics with Applications to Science and Engineering



高维统计：
Introduction to High-Dimensional Statistics
Statistical Learning with Sparsity The Lasso and Generalizations
Statistics for High-Dimensional Data




Functional data:

Functional Data Analysis
Applied Functional Data Analysis  Methods and Case Studies
Nonparametric Functional Data Analysis
Functional Data Analysis with R and MATLAB



抽样调查和实验设计：Sampling Techniques Cochran
Sampling Design and Analysis
Design and Analysis of Experiments  Montgomery, Douglas C. 8th_Edition
Optimal Design of Experiments A Case Study
Practical Tools for Designing and Weighting Survey Samples By Richard Valliant, Jill A. Dever, Frauke Kreuter
Statistics for Experimenters_ Design, Innovation, and Discovery, Second Edition (2005)



生存分析：
Applied Survival Analysis - Regression Modeling of Time to Event Data. Hosmer DW
Applied Survival Analysis Using R
Counting Processes and Survival Analysis
Survival Analysis  A Self-Learning Text



统计学习与机器学习：强烈推荐

书单：
An Introduction to Statistical Learning
Applied Predictive Modeling
The Elements of Statistical Learning
Pattern Recognition And Machine Learning
Machine Learning_ A Bayesian and Optimization Perspective
Machine Learning   A Probabilistic Perspective
Deep Learning
Artificial Intelligence A Modern Approach




概率部分： https://bbs.pinggu.org/thread-6402926-1-1.html