Good statistical references for a Quant

A lot of quant padawans are asking me good books to read to improve their statistical skills.

For the statistical part of the work, I can recommand two books.

The first one is Méthodes statistiques by Philippe Tassi.
It offers simple elements of mathematical statistic and their applications to simple problems (regression, estimation, hypothesis testing).



And the second one is Mathmatical Statistics by Borovkov.
It is a very complete book on almost all aspects of statistics.


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