I have built a reading list based on recommendations and suggestions found on several posts from this community. My intention is to use this reading list to acquire a good understanding about statistics and also about some topics on machine learning. Being my final goal to start a PhD in Statistics (in around 2 years).
I'm familiar with basic calculus and basic Linear Algebra (almost all the concepts covered by Gilbert Strang books, even though in a practical level). Furthermore, I'm familiar with basic concepts of probability and statistics. Additionally, I'm highly proficient in R and Python (and I have some experience using numpy, matplotlib, pandas and scikit-learn).
For this reason, I would appreciate further suggestions and recommendations, in order to improve this reading list.
The books on this reading list range from introductory to more advanced level, being the following:
- Gilbert Strang - Calculus
- Daniel J. Velleman - How to Prove It: A Structured Approach
- Gilbert Strang - Linear Algebra and Its Applications
- Larry Wasserman - All of Statistics
- James, Witten, Hastie and Tibshirani - An Introduction to Statistical Learning
- Kreyszig - Introductory Functional Analysis with Applications [chapters 1 to 3]
- Golub and Van Loan - Matrix Computations
- Stein and Shakarchi - Real Analysis: Measure Theory, Integration, and Hilbert Spaces
- Jan R. Magnus - Matrix Differential Calculus with Applications in Statistics and Econometrics
- Fitzpatrick - Advanced Calculus
- Wakerly, Mendenhall and Scheaffer - Mathematical Statistics with Applications
- Casella and Berger - Statistical Inference
- Boyd and Vandenberghe - Convex Optimization
- Hastie, Tibshirani and Friedman - The Elements of Statistical Learning: Data Mining, Inference, and Prediction
- Gelman et al. - Bayesian Data Analysis
- Kevin Murphy - Machine Learning: A Probabilistic Perspective
Click this link to see a visual representation of the previous reading list
Thanks in advance!
Edit 1: Added Hans Engler Feedback
Edit 2: Added All of Statistics as suggested by Wanshan
Edit 3: Added paf feedback
I recommend you the book Practical Econometrics with Python. The book links theory with practical examples in Python from most basic topics like OLS to advanced topics like VARMA.