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