STA 376: Advanced Modeling and Scientific Computing
References
A (short and admittedly incomplete) list of texts and reference books
in statistical computing and numerical analysis follows.
- Gentle, J.E. (1998). Numerical Linear Algebra for Applications
in Statistics, New York: Springer Verlag.
- Gentle, J.E. (1998). Random Number Generation and Monte Carlo
Methods, New York: Springer Verlag.
- Gilks, W.R., Richardson, S. and Spiegelhalter, D.J. (1996).
Markov Chain Monte Carlo in Practice, New York: Chapman and Hall.
- Glassey, R. (1993). Numerical Computation Using C, Boston:
Academic Press.
- Golub, G.H. and Van Loan, C.F. (1989). Matrix Computations,
Baltimore: The Johns Hopkins University Press.
- *Lange, K. (1999). Numerical Analysis for
Statisticians, New York: Springer Verlag.
- Ripley, B. D. (1987). Stochastic Simulation, New York:
Springer Verlag.
- Robert, C. P. and Casella, G. (1999). Monte Carlo
Statistical Methods, New York: Springer Verlag.
- Tanner, M. A. (1996). Tools for Statistical Inference, 3rd Ed.,
New York: Springer Verlag.
- Thisted, R. A. (1988). Elements of Statistical Computing,
New York: Chapman and Hall.
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last updated 9 January 2002