This is a list of publications in statistics, organized by field.
Some reasons why a particular publication might be regarded as important: Topic creator – A publication that created a new topic Breakthrough – A publication that changed scientific knowledge significantly Influence – A publication which has significantly influenced the world or has had a massive impact on the teaching of statistics.
Probability Théorie analytique des probabilités Author: Pierre-Simon Laplace Publication data: 1820 (3rd ed.) Online version: Internet Archive; CNRS, with more accurate character recognition; Gallica-Math, complete PDF and PDFs by section Description: Introduced the Laplace transform, exponential families, and conjugate priors in Bayesian statistics. Pioneering asymptotic statistics, proved an early version of the Bernstein–von Mises theorem on the irrelevance of the (regular) prior distribution on the limiting posterior distribution, highlighting the asymptotic role of the Fisher information. Studies the influence of median and skewness in regression analysis. Inspired the field of robust regression, proposed the Laplace distribution and was the first to provide alternatives to Carl Friedrich Gauss's work on statistics. Importance: Topic creator, Breakthrough, Influence
Mathematical statistics Mathematical Methods of Statistics Author: Harald Cramér Publication data: Princeton Mathematical Series, vol. 9. Princeton University Press, Princeton, N. J., 1946. xvi+575 pp. (A first version was published by Almqvist & Wiksell in Uppsala, Sweden, but had little circulation because of World War II.) Description: Carefully written and extensive account of measure-theoretic probability for statisticians, along with careful mathematical treatment of classical statistics. Importance: Made measure-theoretic probability the standard language for advanced statistics in the English-speaking world, following its earlier adoption in France and the USSR.
Statistical Decision Functions Author: Abraham Wald Publication data: 1950. John Wiley & Sons. Description: Exposition of statistical decision theory as a foundations of statistics. Included earlier results of Wald on sequential analysis and the sequential probability ratio test and on Wald's complete class theorem characterizing admissible decision rules as limits of Bayesian procedures. Importance: Raised the mathematical status of statistical theory and attracted mathematical statisticians like John von Neumann, Aryeh Dvoretzky, Jacob Wolfowitz, Jack C. Kiefer, and David Blackwell, providing greater ties with economic theory and operations research. Spurred further work on decision theory.
Testing Statistical Hypotheses Author: Erich Leo Lehmann Publication data: 1959. John Wiley & Sons. Description: Exposition of statistical hypothesis testing using the statistical decision theory of Abraham Wald, with some use of measure-theoretic probability. Importance: Made Wald's ideas accessible. Collected and organized many results of statistical theory that were scattered throughout journal articles, civilizing statistics.
Bayesian statistics An Essay Towards Solving a Problem in the Doctrine of Chances Author: Thomas Bayes Publication data: 1763-12-23 Online version: Description: In this paper Bayes addresses the problem of using a sequence of identical "trials" to determine the per-trial probability of "success" – the so-called inverse probability problem. It later inspired the theorem that bears his name (Bayes' theorem). See also Pierre Simon de Laplace. Importance: Topic creator, Breakthrough, Influence
On Small Differences in Sensation Author: Charles Sanders Peirce and Joseph Jastrow Publication data: Online version: http://psychclassics.yorku.ca/Peirce/small-diffs.htm Description: Peirce and Jastrow use logistic regression to estimate subjective probabilities of subjects's judgments of the heavier of two measurements, following a randomized controlled repeated measures design. Importance: Pioneered elicitation of subjective probabilities.
Truth and Probability Author: Frank P. Ramsey Publication data: * Ramsey, Frank Plumpton; "Truth and Probability" (PDF), Chapter VII in The Foundations of Mathematics and other Logical Essays (1931). Online version: https://web.archive.org/web/20080227205205/http://cepa.newschool.edu/het//texts/ramsey/ramsess.pdf Description: Ramsey proposes elucidating a person's subjective probability for a proposition using a sequence of bets. Ramsey described his work as an elaboration of some pragmatic ideas of C. S. Peirce, which were expressed in "How to Make Our Ideas Clear". Importance: Popularized the "Ramsey test" for eliciting subjective probabilities.
Bayesian Inference in Statistical Analysis Author: George E. P. Box and George C. Tiao Publication data: Addison Wesley Publishing Co., 1973. Reprinted 1992: Wiley Description: The first complete analysis of Bayesian Inference for many statistical problems. Importance: Includes a large body of research on Bayesian analysis for outlier problems, variance components, linear models and multivariate statistics.
Theory of Probability Author: Bruno de Finetti Publication data: Two volumes, A.F.M. Smith and A. Machi (trs.), New York: John Wiley & Sons, Inc., 1974, 1975. Description: The first detailed statement of the operational subjective position, dating from the author's research in the 1920s and 30s. Importance: Emphasizes exchangeable random variables which are often mixtures of independent random variables. Argues for finitely additive probability measures that need not be countably additive. Emphasizes expectations rather than probability measures.
Introduction to statistical decision theory Author: John W. Pratt, Howard Raiffa, and Robert Schlaifer Publication data: preliminary edition, 1965. Cambridge, Mass.: MIT Press, 1995. Description: Extensive exposition of statistical decision theory, statistics, and decision analysis from a Bayesian standpoint. Many examples and problems come from business and economics. Importance: Greatly extended the scope of applied Bayesian statistics by using conjugate priors for exponential families. Extensive treatment of sequential decision making, for example mining decisions. For many years, it was required for all doctoral students at Harvard Business School.
Multivariate analysis An Introduction to Multivariate Analysis Authors: Theodore W. Anderson Publication data: 1958, John Wiley
Description: Importance: This textbook educated a generation of theorists and applied statisticians, emphasizing hypothesis testing via likelihood ratio tests and the properties of power functions: Admissibility, unbiasedness and monotonicity.Pages 560-561 in
Time series Time Series Analysis Forecasting and Control Authors: George E.P. Box and Gwilym M. Jenkins Publication data: Holden-Day, 1970
Description: Systematic approach to ARIMA and ARMAX modelling Importance: This book introduces ARIMA and associated input-output models, studies how to fit them and develops a methodology for time series forecasting and control. It has changed econometrics, process control and forecasting.
Applied statistics Statistical Methods for Research Workers Author: R.A. Fisher Publication data: Edinburgh: Oliver & Boyd, 1925 (1st edition); London: Macmillan, 1970 (15th edition) Online version: http://psychclassics.yorku.ca/Fisher/Methods/ Description: The original manual for researchers, especially biologists, on how to statistically evaluate numerical data. Importance: Hugely influential text by the father of modern statistics that remained in print for more than 50 years. Responsible for the widespread use of tests of statistical significance.
Statistical Methods Author: George W. Snedecor Publication data: 1937, Collegiate Press Description: One of the first comprehensive texts on statistical methods. Reissued as Statistical Methods Applied to Experiments in Agriculture and Biology in 1940 and then again as Statistical Methods with Cochran, WG in 1967. A classic text. Importance: Influence
Principles and Procedures of Statistics with Special Reference to the Biological Sciences. Authors: Steel, R.G.D, and Torrie, J. H. Publication data: McGraw Hill (1960) 481 pages Description: Excellent introductory text for analysis of variance (one-way, multi-way, factorial, split-plot, and unbalanced designs). Also analysis of co-variance, multiple and partial regression and correlation, non-linear regression, and non-parametric analyses. This book was written before computer programmes were available, so it gives the detail needed to make the calculations manually.Cited in more than 1,381 publications between 1961 and 1975. Importance: Influence
Biometry: The Principles and Practices of Statistics in Biological Research Authors: Robert R. Sokal; F. J. Rohlf Publication data: 1st ed. W. H. Freemann (1969); 2nd ed. W. H. Freemann (1981); 3rd ed. Freeman & Co. (1994) Description:: Key textbook on Biometry: the application of statistical methods for descriptive, experimental, and analytical study of biological phenomena. Importance Cited in more than 7,000 publications.
Statistical learning theory On the uniform convergence of relative frequencies of events to their probabilities Authors: V. Vapnik, A. Chervonenkis Publication data: Theory of Probability and Its Applications, 16(2):264–280, 1971 Description: Computational learning theory, VC theory, statistical uniform convergence and the VC dimension. Importance: Breakthrough, Influence
Variance component estimation On the mathematical foundations of theoretical statistics Author: Fisher, RA Publication data: 1922, Philosophical Transactions of the Royal Society of London, Series A, volume 222, pages 309–368 Description: First comprehensive treatise of estimation by maximum likelihood. Importance: Topic creator, Breakthrough, Influence
Estimation of variance and covariance components Author: Henderson, CR Publication data: 1953, Biometrics, volume 9, pages 226–252 Description: First description of three methods of estimation of variance components in mixed linear models for unbalanced data. "One of the most frequently cited papers in the scientific literature." Importance: Topic creator, Breakthrough, Influence
Maximum-likelihood estimation for the mixed analysis of variance model Author: H. O. Hartley and J. N. K. Rao Publication data: 1967, Biometrika, volume 54, pages 93-108 Description: First description of maximum likelihood methods for variance component estimation in mixed models Importance: Topic creator, Breakthrough, Influence
Recovery of inter-block information when block sizes are unequal Author: Patterson, HD; Thompson, R Publication data: 1971, Biometrika, volume 58, pages 545-554 Description: First description of restricted maximum likelihood (REML) Importance: Topic creator, Breakthrough, Influence
Estimation of Variance and Covariance Components in Linear Models Author: Rao, CR Publication data: 1972, Journal of the American Statistical Association, volume 67, pages. 112–115 Description: First description of Minimum Variance Quadratic Unbiased Estimation (MIVQUE) and Minimum Norm Quadratic Unbiased Estimation (MINQUE) for unbalanced data Importance: Topic creator, Breakthrough, Influence
Survival analysis Nonparametric estimation from incomplete observations Author: Kaplan, EL and Meier, P Publication data: 1958, Journal of the American Statistical Association, volume 53, pages 457–481. Description: First description of the now ubiquitous Kaplan-Meier estimator of survival functions from data with censored observations Importance: Breakthrough, Influence
A generalized Wilcoxon test for comparing arbitrarily singly-censored samples Author: Gehan, EA Publication data: 1965, Biometrika, volume 52, pages 203–223. Description: First presentation of the extension of the Wilcoxon rank-sum test to censored data Importance: Influence