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My Ph.D. training is mostly in applied mathematics. I'm interested in learning materials of linear statistical models, especially their applications in data science or statistical machine learning. Is there a good reference book to start with?

kjetil b halvorsen
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  • Closely related: [Textbooks on linear regression with least squares](https://stats.stackexchange.com/q/140674/) & [The reference book for statistics with R – does it exist and what should it contain?](https://stats.stackexchange.com/a/27590/7290) – gung - Reinstate Monica Jun 09 '21 at 19:56
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    Does this answer your question? [Textbooks on linear regression with least squares](https://stats.stackexchange.com/questions/140674/textbooks-on-linear-regression-with-least-squares) – Pluviophile Jun 10 '21 at 05:11

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The Elements of Statistical Learning is probably a very good starting point if you are going to be working in machine learning and/or data science.

Friedman, J., Hastie, T., & Tibshirani, R. (2001). The elements of statistical learning (Vol. 1, No. 10). New York: Springer series in statistics.

This is also available free online, and has many further references.

Robert Long
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