I do not know what field you are interested in, but I
would recommend "Probability Theory and Statistical
Inference: Econometric Modeling with Observational
Data", by Aris Spanos. It's quite a book for
self-study. I added the Editorial Review from the
book:

This major new textbook is intended for students
taking introductory courses in probability theory and
statistical inference. The primary objective of this
book is to establish the framework for the empirical
modeling of observational (nonexperimental) data. The
text is extremely student friendly, with pathways
designed for semester usage, and although aimed
primarily at students at second-year undergraduate
level and above studying econometrics and economics,
Probability Theory and Statistical Inference will also
be useful for students in other disciplines that make
extensive use of observational data, including
finance, biology, sociology and psychology.

Henrique Castro
University of Sao Paulo
Sao Paulo - Brazil

 --- Herman Rubin <[EMAIL PROTECTED]>
escreveu: > In article
> <[EMAIL PROTECTED]>,
> Edward Green <[EMAIL PROTECTED]> wrote:
> >I'm looking for a thorough graduate level text in
> statistics, suitable
> >for self-study.
> 
> >Recomendations or pointers?
> 
> I do not know how good it is for self-study, but the
> only
> decent text in my opinion is the second edition (not
> at
> all like the first edition) of Bickel and Doksum.
> -- 
> This address is for information only.  I do not
> claim that these views
> are those of the Statistics Department or of Purdue
> University.
> Herman Rubin, Department of Statistics, Purdue
> University
> [EMAIL PROTECTED]         Phone: (765)494-6054 
>  FAX: (765)494-0558
> .
> .
>
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