When I took courses in theoretical statistics as an undergrad 10 years ago, we used Modern Mathematical Statistics by Dudewicz and Mishra. I find myself referring back to the book now and am reminded some of the code examples are in assembly for an IBM 370. While quaint, I cannot help but feel this is somewhat dated.
What high quality books exist of more recent vintage?
Best Answer
I've been studying in Mathematical Statistics by Jun Shao this summer. It certainly takes a theoretical approach. The exposition is extremely clear and there are tons of exercises.