My favourite statistician

We are all standing on the shoulders of giants. Bradley Efron is one such giant. With the invention of the bootstrap in 1979 and later with his very influential 2004 paper about the Least Angle Regression (and the accompanied software written in R). In this short interview he explains how difficult it was to push forward the innovative bootstrap idea, today a widely spread statistical methodology with broad array of applications. On his right is Trevor Hastie. On his left, Rob Tibshirani (1996 LASSO paper). Both, together with Jerome Friedman wrote the book The Elements of Statistical Learning which is free for download.

This book: Modern Multivariate Statistical Techniques also covers most of the topics “The Elements of Statistical Learning” covers, and I like it a little bit better. Another recent book by Efron is Large-Scale Inference

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