List of important publications in statistics

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This is a list of important publications in statistics, organized by field.

Some reasons why a particular publication might be regarded as important:

  • Topic creator – A publication that created a new topic
  • Breakthrough – A publication that changed scientific knowledge significantly
  • Introduction – A publication that is a good introduction or survey of a topic
  • Influence – A publication which has significantly influenced the world
  • Latest and greatest – The current most advanced result in a topic


Contents

[edit] Probability

Théorie analytique des probabilités

Author: Pierre-Simon Laplace
Publication data: 1820 (3rd ed.)
Online version: ?
Description: Attacks the roots of least squares and interpolation techniques, bringing back techniques from a century before that were long forgotten, studies the influence of median and skewness in regression analysis (even thought it wasn't called that way in the time). Inspired the field of robust regression, proposed the Laplace distribution and was the first to seriously criticize Carl Friedrich Gauss work on statistics.
Importance: Topic creator, Breakthrough, Influence

The Doctrine of Chances

Author: Abraham de Moivre
Publication data: 1738 (2nd ed.)
Online version: ?
Description: The book introduced the concept of normal distributions as approximations to binomial distributions. In effect, de Moivre proved a weak version of the central limit theorem. Sometimes his result is called the theorem of de Moivre-Laplace.
Importance: Topic creator, Breakthrough, Influence

Foundations of the Theory of Probability

Author: Andrey Kolmogorov
Publication data: 1933 as "Grundbegriffe der Wahrscheinlichkeitsrechnung"
Online version: http://www.kolmogorov.com/Foundations.html
Description: The foundation of modern probability theory.
Importance: Breakthrough

[edit] Bayesian statistics

An Essay Toward Solving a Problem in the Doctrine of Chances

Author: Thomas Bayes
Publication data: 1764
Online version: [1] (PostScript file); [2] (PDF file)
Description: In this paper Bayes addresses the problem of using a sequence of identical "trials" to determine the per-trial probability of "success" — the so-called inverse probability problem. It later inspired the theorem that bears his name (Bayes' theorem). See also Pierre Simon de Laplace.
Importance: Topic creator, Breakthrough, Influence

Treatise on Probability

Author: J.M. Keynes
Publication data: London, Macmillan, 1921.
Description: Early statement of probability as a subjective measure of degree of belief. Keynes is better-known for his contributions to Economics, but this erudite book shows him to be a polymath.
Importance:

Probability, Induction and Statistics

Author: Bruno de Finetti
Publication data: New York: John Wiley & Sons, Inc., 1972.
Description A collection of de Finetti's essays on subjective probability.
Importance:

Theory of Probability

Author: Bruno de Finetti
Publication data: Two volumes, A.F.M. Smith and A. Machi (trs.), New York: John Wiley & Sons, Inc., 1974, 1975.
Description The first detailed statement of the operational subjective position, dating from the author's research in the 1920s and 30s.
Importance: A classic.

Operational Subjective Statistical Methods

Author: Frank Lad
Publication data: New York: John Wiley & Sons, Inc., 1996, 484pp.
Description: Comprehensive; subtitled "A Mathematical, Philosophical, and Historical Introduction", but probably not for the general reader.
Importance: A fairly exhaustive statement of the operational position, following on from the earlier work by Bruno de Finetti.

Bayesian Theory

Author: José Bernardo & Smith, AFM
Publication data: New York: John Wiley & Sons, Inc., 2000, 608pp.
Description: Emphasis on viewing statistical inference as a special case of decision theory. Originally published January 1994, this paperback edition is a reprinting with corrections.
Importance: Complete. One of the authors helped translate de Finetti's books into English. The text contains references from 1763 (Bayes' original treatise) to 1993 covering 66 pages of the text!
Author: José Bernardo & Smith, AFM
Publication data: New York: John Wiley & Sons, Inc., 2007, 640pp.
Description: Maximizing expected utility as the only decision criterion. This is the second edition of the above paperback version.
Importance: Updated version. Does not include Markov chain Monte Carlo methods

Introduction to Bayesian Inference and Decision, 2nd Edition

Author: Robert L Winkler
Publication data: Gainesville: Probabilistic Publishing, 2003, 450pp.
Description: Updated version of Winkler's classic textbook which was initially published in 1972.
Importance: Graduate level introduction to Bayesian inference.

[edit] Applied statistics

Applied Statistics and Probability for Engineers, 3rd edition, Douglas C. Montgomery and George C. Runger, John Wiley & Sons Inc, 2003. A good introduction to this topic.

Modern Applied Statistics with S (Fourth Edition), W. N. Venables and B.D. Ripley, Springer, 2002.

[edit] Analysis of variance

Steel, R.G.D, and Torrie, J. H. Principles and Procedures of Statistics with Special Reference to the Biological Sciences. McGraw Hill (1960) 481 pages - Excellent introductory text for analysis of variance (one-way, multi-way, factorial, split-plot, and unbalanced designs). Also analysis of co-variance, multiple and partial regression and correlation, non-linear regression, and non-parametric analyses. This book was written before computer programmes were available, so it gives the detail needed to make the calculations manually, not that doing so is recommended but the understanding from being able to do so gives insights that make it much easier to choose sensible computer analyses and to understand their output. Despite the title, its relevance is in no way restricted to the biological sciences.

A computationally efficient algorithm for computing unbalanced analysis of variance model parameters is given by Jamshidian and Jennrich (1988, Journal of the American Statistical Association, Volume 83, 483-489). This method is especially useful for large scale computations.

[edit] Extreme value theory

An introduction to statistical modeling of extreme values / Stuart Coles /Published: London : Springer, c2001 / ISBN 1-85233-459-2

Embrechts, P., C. Klüppelberg, and T. Mikosch (1997) Modelling extremal events for insurance and finance. Berlin: Spring Verlag

Extreme Values in Finance, Telecommunications, and the Environment edited by Barbel Finkenstadt, Holger Rootzen - 2004

[edit] Regression analysis

SOKAL, R.R.; ROHLF, F.J. (1995) Biometry. 3th ed. New York: W.H. Freeman and Company. 870 p.

Regression analysis by example

Author: Samprit Chatterjee, Ali S. Hadi, Bertram Price
Publication data: 2000 John Wiley
Online version: ?
Description: A good non-technical introduction, with many examples.
Importance: Introduction

Regression modelling strategies

Author: Frank E. Harrell
Publication data: 2006 Springer
Online version: ?
Description: A practical guide to a wide variety of regrssion modeling problems
Importance: Introduction

[edit] Multivariate Analysis

  • KV Mardia, JT Kent, and JM Bibby (1979). "Multivariate Analysis. Academic Press,".[3]

Multivariate Analysis

Authors: KV Mardia, JT Kent and JM Bibby
Publication data: 1979, Academic Press
Online version: ?
Description: A good non-technical introduction, with many examples.
Importance: Still in use after nearly 30 years!

[edit] Statistical phenomena

[edit] Statistical learning theory

On the uniform convergence of relative frequencies of events to their probabilities