Kommissar Schneider writes: I am looking for a textbook on statistics, written so that a mathematician with a good background on probability theory will be able not only to understand the methods and their applications, but also the underlying models and theory. A rigorous mathematical presentation combined with some intuition would be great. Of course, the truth is out there: I could figure everything out by consulting different sources. But a concise, unified approach would be more efficient.
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