Elements of Statistical Computing: Numerical Computation (Elements of Statistical Computing)

Rating:
Summary: Thisted's book is very good
Review: This book provides a lucid and very informative account of Statistical Computation as of the late 80's. It covers many topics not covered in other books on the subject such as Kennedy and Gentle (1980): Statistical Computing, Marcel Dekker. It is very good when it deals with matrix computations and their uses in Statistics. However, it does not adequately deal with simulation and the consequent statistical techniques, which have gained importance since the book was published due to their seminal use in Markov Chain Monte Carlo methods. Nonetheless, it is an excellent book and one of my favourites.